Commit Graph

1197 Commits

Author SHA1 Message Date
fasiondog
e5446e0636 add AF_MultiFactor/SE_MultiFactor//SG_Allways_buy 2024-03-31 02:18:44 +08:00
fasiondog
ddebb76217 add SE_Multi_factor, SG_Allways_buy 2024-03-30 19:02:35 +08:00
fasiondog
4c6035ecb6 fixed MF get_scores 2024-03-30 13:42:42 +08:00
fasiondog
173ddbffeb update se 2024-03-30 12:38:40 +08:00
fasiondog
d545a6b1fa SE/PF/AF 微调 2024-03-30 03:22:58 +08:00
fasiondog
4f3aa965c7 调整 MF get_score 接口 2024-03-30 03:17:42 +08:00
fasiondog
2f46872a43 update 2024-03-29 18:05:00 +08:00
fasiondog
7b0dadb454 StockManager/Block/MF 增加过滤函数 2024-03-29 17:57:06 +08:00
fasiondog
1a35e137b9 SpendTimer 改输出到 std::cout ,以便 jupyter 可以捕获输出 2024-03-29 03:02:24 +08:00
fasiondog
4e61548020 并行优化调整 2024-03-29 02:49:38 +08:00
fasiondog
cca73f1bff 改进 python crt系列自定义组件 clone 2024-03-29 01:10:05 +08:00
fasiondog
0e419ddeba remove MYSQL_OPT_RECONNECT 2024-03-28 18:43:23 +08:00
fasiondog
efc50e6350 fixed test_parallelIndexRange 2024-03-28 14:28:08 +08:00
fasiondog
bb861105f2 fixed compile errors with gcc 2024-03-28 14:09:48 +08:00
fasiondog
f3624aa0a1 并行代码优化 2024-03-28 03:14:31 +08:00
fasiondog
8b14868199 pf 优化 2024-03-27 22:39:38 +08:00
fasiondog
c6bd2e5e7c 调整 python 运行状态接口 2024-03-27 16:18:41 +08:00
fasiondog
2834ba9137 add test case 2024-03-27 02:29:32 +08:00
fasiondog
fb197bd7af AF测试及调整 2024-03-27 02:06:02 +08:00
fasiondog
75532dd23f update 2024-03-26 19:02:50 +08:00
fasiondog
4a4d20237c 优化 combinateIndicatorAnalysisWithBlock,之前 ioredirect 会阻塞已解决 2024-03-26 18:07:39 +08:00
fasiondog
213aa1e8b0 fixed compile error on ubuntu 2024-03-26 15:50:43 +08:00
fasiondog
ff9494f6e7 优化 ostream 重定向至 python,C++多线程可能引起 jupyter 执行崩溃 2024-03-26 15:43:30 +08:00
fasiondog
01279141ae update 2024-03-26 03:08:19 +08:00
fasiondog
a4876c0b97 update Log.cpp 2024-03-26 02:58:44 +08:00
fasiondog
54a1261ff2 清理 checkcpp 信息 2024-03-26 02:12:02 +08:00
fasiondog
2ea1e88203 调整Indicator参数检查与更新机制 2024-03-25 23:17:25 +08:00
fasiondog
b999287081 调整 indicator 参数检查机制 2024-03-25 22:33:35 +08:00
fasiondog
1a1962e766 参数检查与更新优化 2024-03-25 20:43:06 +08:00
fasiondog
145a460871 组件参数检查 2024-03-25 18:26:38 +08:00
fasiondog
fafa9d3a77 TradeCost 支持参数变更与检查 2024-03-25 16:12:04 +08:00
fasiondog
66789e1546 System支持参数变动后重算及修正止盈延迟参数未生效问题 2024-03-25 15:42:36 +08:00
fasiondog
4a8e91b96d MF参数支持变更与检查 2024-03-25 03:05:36 +08:00
fasiondog
2b57049c43 fixed MF遗漏析构函数 2024-03-25 00:58:47 +08:00
fasiondog
5d22c382f0 优化 Indicator operator(), 如果等效直接返回 2024-03-24 18:14:12 +08:00
fasiondog
f63a55dc23 调整 HKU_ASSERT 宏 2024-03-24 14:50:14 +08:00
fasiondog
1c29630d0f MF增加归一与标准化 2024-03-24 03:21:48 +08:00
fasiondog
245b2520e4 fixed ZSCORE 2024-03-24 02:23:21 +08:00
fasiondog
255f13c0e9 MF 优化 2024-03-23 18:23:52 +08:00
fasiondog
204ca376ce update 2024-03-23 16:09:38 +08:00
fasiondog
cef961d146 update 2024-03-23 05:34:27 +08:00
fasiondog
e9c3cdb5a9 update 2024-03-23 05:27:33 +08:00
fasiondog
2754ea87ee update 2024-03-23 05:00:02 +08:00
fasiondog
a6a0caaa23 调整MA处理nan, 修正IC 2024-03-23 03:32:19 +08:00
fasiondog
651e517ee8 update 2024-03-22 15:50:04 +08:00
fasiondog
3478df5061 update 2024-03-22 04:35:37 +08:00
fasiondog
bf83d17635 update 2024-03-21 22:13:41 +08:00
fasiondog
526bc05893 update 2024-03-21 18:01:45 +08:00
fasiondog
0531bc03af update 2024-03-20 19:22:33 +08:00
fasiondog
112500aaa3 update 2024-03-20 18:22:30 +08:00