2024-04-27T05:26:45Z - 2024-10-27T05:26:45Z

Period: 6 months

1 day 3 days 1 week 1 month 3 months 6 months 1 year

Overview

0 Active Pull Requests

28 Active Issues

0
Merged Pull Requests 0
Proposed Pull Requests 17
Closed Issues 11
New Issues

Excluding merges, 1 author has pushed 32 commits to main and 32 commits to all branches. On main, 19 files have changed and there have been 1651 additions and 445 deletions.

2 Releases published by 1 user

Published 0.0.3 2024-06-25 21:01:46 +08:00

Published 0.0.2 2024-06-14 21:04:19 +08:00

17 Issues closed from 1 user

Closed #21 Update：优化过滤参数，统一为买入过滤，强制过滤和卖出过滤 2024-06-26 23:37:27 +08:00

Closed #25 Bug: 修正set因为运算优先级顺序可能产生的计算问题 2024-06-18 19:37:51 +08:00

Closed #24 Bug: 指定策略买卖价格时，非买卖标的不能从买卖价格读取，应仍从基础数据中获取开盘和收盘价格 2024-06-17 20:35:46 +08:00

Closed #20 Bug: 当日因子全为空值时会报错 2024-06-13 20:28:21 +08:00

Closed #23 Bug: position_ratio大于1时仓位分配异常，出现总仓位大于指定仓位的情况导致收益高估 2024-06-12 14:39:38 +08:00

Closed #22 Bug：position_ratio > 1情况next_position计算错误 2024-06-12 01:33:59 +08:00

Closed #17 Update: 自定义权重支持不满仓的情况；增加自定义权重总和判断，大于1报错 2024-06-08 19:12:46 +08:00

Closed #18 Update: 支持自定义每日总仓位 2024-06-06 00:12:12 +08:00

Closed #15 Bug: 卖出直接判断，买入的时候再去筛选，否则会出现已经在持仓中但是不满足普通提出条件的也被剔除 2024-06-05 20:54:53 +08:00

Closed #16 Bug：卖出数量在有值因子数量小于持仓数量时判断会出现卖出数量等于当前所有持仓数量的问题 2024-06-05 20:37:59 +08:00

Closed #9 Bug: 从已有回测中继续回测时，新的数据没有更新导致无法回测到最新时间 2024-06-02 00:25:33 +08:00

Closed #11 Update: 参数判断，不在参数列表中的报错 2024-06-01 16:33:14 +08:00

Closed #3 新增功能：结合echarts画图 2024-05-28 22:57:36 +08:00

Closed #6 Bug: 杠杆交易下停牌股没有按照原先的融资池和普通池进行事先区分就直接开始分配 2024-05-28 22:00:50 +08:00

Closed #5 进度条优化 2024-05-28 20:07:18 +08:00

Closed #2 新增功能：额外剔除列表； 2024-05-28 10:48:17 +08:00

Closed #1 新增功能：支持指定个股权重；涨停的交易处理； 2024-05-28 00:04:40 +08:00

11 Issues created by 1 user

Opened #4 支持根据自定义权重和程序指定两种方式计算杠杆 2024-05-28 00:07:51 +08:00

Opened #7 Update: 优化统计指标 2024-05-28 21:04:09 +08:00

Opened #8 Update: 优化整个工具的调用方法 2024-05-28 21:47:05 +08:00

Opened #10 Update: 自适应各种日期格式 2024-05-29 22:40:19 +08:00

Opened #12 Update: 增加vwap和tvwap价格 2024-06-02 15:16:58 +08:00

Opened #13 Update: exclude_list新增三年亏损等ST预警参数 2024-06-02 23:43:45 +08:00

Opened #14 Update: exclude_list中recession添加某一季度或者某一年大幅低于历史的情况 2024-06-02 23:45:44 +08:00

Opened #19 Bug: 回测指定时间比数据时间长时，回测进度时间显示错误 2024-06-06 13:33:42 +08:00

Opened #26 Update: 增加信号更新函数 2024-06-20 09:30:03 +08:00

Opened #27 Update: weight新增size参数 2024-06-20 13:28:29 +08:00

Opened #28 Update: 优化股票状态判断逻辑，去除单独st的类别冗余情况 2024-06-25 16:40:15 +08:00