2529 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
fasiondog	085d82e6f9	update	2024-03-14 17:38:14 +08:00
fasiondog	e668c651fa	Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor	2024-03-14 14:34:24 +08:00
fasiondog	ba2849f291	fixed python 日志目录创建	2024-03-14 14:33:45 +08:00
fasiondog	97c24af203	update	2024-03-14 14:32:27 +08:00
fasiondog	7fa63b00d9	update	2024-03-14 03:51:55 +08:00
fasiondog	e74065a7d0	MultiFactor (continue)	2024-03-14 03:38:01 +08:00
fasiondog	29fa234ba5	Indicator 增加 equal/isSame 方法，简化一些测试代码	2024-03-14 02:07:24 +08:00
fasiondog	145c1bf211	指标计算时，如果缺失需要上下文的叶子节点，给出告警	2024-03-13 23:51:01 +08:00
fasiondog	4cfeba4d35	fixed compile errors on ubuntu	2024-03-13 16:40:13 +08:00
fasiondog	c82d438639	MultiFactor (continue)	2024-03-13 16:03:55 +08:00
fasiondog	a68d5548a0	update test_IC	2024-03-13 02:39:32 +08:00
fasiondog	980e38afff	MultiFactor (continue)	2024-03-13 02:35:42 +08:00
fasiondog	929a71ed88	fixed IC 因子IC计算	2024-03-13 02:06:08 +08:00
fasiondog	5d99e37dd1	Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor	2024-03-12 18:42:49 +08:00
fasiondog	c2bec899c7	add Multifactor	2024-03-12 18:40:29 +08:00
fasiondog	824ab038d1	add SingleFactor	2024-03-12 14:23:37 +08:00
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