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Author SHA1 Message Date
fasiondog
bcf028533a
!12 fix bug: 通达信lc5导入mysql时候文件数据解析的时间计算错误导致导入不了数据 
Merge pull request !12 from Jet/fix-strategy
 2024-03-12 06:23:04 +00:00
Jet
e92ed832d2 fix bug: 通达信lc5导入mysql时候文件数据解析的时间计算错误导致导入不了数据 2024-03-12 14:05:36 +08:00
fasiondog
40d53eeba9
Merge pull request #193 from fasiondog/feature/factor 
优化日志在不同环境下输出; 优化系统部件reset和clone操作
 2024-03-12 02:37:09 +08:00
fasiondog
4711e25a76 fixed compile errors on ubuntu 2024-03-12 01:55:48 +08:00
fasiondog
b15738b5d0 优化系统策略clone与reset操作 2024-03-12 01:12:06 +08:00
fasiondog
6766107499 优化Python交互日志输出 2024-03-11 23:05:45 +08:00
fasiondog
f57627f2c1 fixed 不知何时被误修改 2024-03-11 21:15:58 +08:00
fasiondog
3c79ccdf6a 优化 python log 输出 2024-03-11 19:40:40 +08:00
fasiondog
435b030906 system reset/clone 改为依据部件共享属性进行实际操作 2024-03-11 13:59:28 +08:00
fasiondog
debee37ebe
Merge pull request #192 from fasiondog/feature/factor 
add IC/IR/ICIR/ZSCORE 指标; 调整 CORR/SPEARMN 实现
 2024-03-11 03:02:26 +08:00
fasiondog
eb029b964a fixed compile errors on ubuntu 2024-03-11 02:28:37 +08:00
fasiondog
56be0baa13 补充测试及文档 2024-03-11 01:39:31 +08:00
fasiondog
5b37786f76 add ZSCORE 数据标准化 2024-03-11 01:03:11 +08:00
fasiondog
4263aab2fd update 2024-03-10 23:11:40 +08:00
fasiondog
c716da4483 add IR/ICIR, update docs 2024-03-10 23:06:52 +08:00
fasiondog
6c6085a8a5 add IC 2024-03-10 20:34:51 +08:00
fasiondog
3ecb3fd644 IC 修正 2024-03-10 17:11:09 +08:00
fasiondog
df028e212b ALIGN参数 use_null 改名为 fill_null 2024-03-10 17:04:39 +08:00
fasiondog
5c0f2e283a add IC 2024-03-10 03:50:13 +08:00
fasiondog
a9b64b973d 调整 CORR 实现 2024-03-10 03:19:37 +08:00
fasiondog
58178ec575 Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor 2024-03-10 02:06:04 +08:00
fasiondog
3ba6a0767f 调整 SPEARMAN 实现 2024-03-10 02:03:08 +08:00
fasiondog
e46c2044df 调整 SPEARMAN 实现 2024-03-10 01:18:32 +08:00
fasiondog
3ff9cc4a13 add IC 2024-03-10 01:18:19 +08:00
fasiondog
d63cb48ce7 PRICELIST 允许discard后，存在 nan 值 2024-03-09 22:39:16 +08:00
fasiondog
f844ce7e1c IC (continue) 2024-03-09 18:23:23 +08:00
fasiondog
d51bfa6aae
Merge pull request #191 from fasiondog/feature/performance 
Performance 优化
 2024-03-09 10:32:18 +08:00
fasiondog
8540924f87 Performance 优化 2024-03-09 01:52:35 +08:00
fasiondog
530023307d fixed Performance::values() 2024-03-09 01:41:12 +08:00
fasiondog
9cf6152a76 修正 low_precision 下python部分测试用例 2024-03-08 16:27:36 +08:00
fasiondog
efb2bc1a19
Merge pull request #190 from fasiondog/feature/analysis 
fixed SignalBase clone 缺失成员；清理 serialization 头文件包含
 2024-03-08 15:38:20 +08:00
fasiondog
acb8cd1476 清理 serialization 头文件包含 2024-03-08 14:54:54 +08:00
fasiondog
a897477361 fixed SignalBase clone 缺失成员 2024-03-08 13:52:22 +08:00
fasiondog
61ec0d0c1b 添加 concat_to_df, 将指标列表合并为DataFrame, 以便使用其他依赖于 pandas 的工具 2024-03-08 02:37:41 +08:00
fasiondog
54672455d8
Merge pull request #189 from fasiondog/feature/analysis 
优化 ALIGN，增加 use_null 参数控制对齐填充
 2024-03-07 18:27:25 +08:00
fasiondog
6ced97dc84 update ALIGN 2024-03-07 15:20:07 +08:00
fasiondog
e214cd8271 Merge branch 'master' of github.com:fasiondog/hikyuu into feature/analysis 2024-03-07 02:56:59 +08:00
fasiondog
2108f34118
!11 fix bug: 通达信lc5导入时候文件数据解析的时间计算错误导致导入不了数据 
Merge pull request !11 from Jet/fix-strategy
 2024-03-06 18:55:27 +00:00
fasiondog
8146db707e 优化 ALIGN，增加 use_null 参数控制对齐填充(continue) 2024-03-07 02:52:04 +08:00
Jet
6d8f7d65fc fix bug: 通达信lc5导入时候文件数据解析的时间计算错误导致导入不了数据(时间早了32年导致find_pos的时候和lastdatetime比较没有需要导入的数据). 2024-03-06 21:58:18 +08:00
fasiondog
a0844ffd88
Merge pull request #188 from fasiondog/feature/analysis 
fixed sys_performance 除0
 2024-03-06 01:35:25 +08:00
fasiondog
a688b514ec fixed sys_performance 除0 2024-03-06 01:34:16 +08:00
fasiondog
568f756e46 Merge branch 'master' of gitee.com:fasiondog/hikyuu 2024-03-06 00:16:50 +08:00
fasiondog
a984b64dff
Merge pull request #187 from fasiondog/feature/analysis 
Feature/analysis sys_performance 系统性能绘图支持 nbagg
 2024-03-06 00:15:09 +08:00
fasiondog
9fdcbc3296 add python version feedback 2024-03-05 23:04:16 +08:00
fasiondog
0e6c9745bf update sys_performance 系统性能绘图支持 nbagg 2024-03-05 20:58:57 +08:00
fasiondog
92b6b1ac04
!10 fix bug: 通达信导入数据后stock.db中的stock的startdate 使用了带时分的datetime数字，导致py中 from hikyuu.interactive import *导入数据时候Loading KData卡很久 
Merge pull request !10 from Jet/fix-strategy
 2024-03-04 19:28:10 +00:00
Jet
69355ff934 fix bug: 通达信导入数据后stock.db中的stock的startdate 使用了带时分的datetime数字，导致py中 from hikyuu.interactive import *导入数据时候Loading KData卡很久 2024-03-05 01:13:58 +08:00
fasiondog
2c2287b983
!9 新建的stock.db不包括已经退市的股票，导致历史数据没有导入 
Merge pull request !9 from Jet/fix-strategy
 2024-03-04 08:31:10 +00:00
Jet
ef3cba3881 修正：建stock.db时候没包括历史退市的股票 2024-03-04 15:36:38 +08:00