Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy (#1407)
* 1) check limit_up/down should consider direction; 2) fix some typo, typehint etc * fix error * Update test_all_pipeline.py Believe it's just some arbitrary number. The excess return is expected to change when trading logic changes. * add flag forbid_all_trade_at_limit to keep previous behivour for backward compatibility
Y
YQ Tsui committed
d8764660dcd870c9288e27e5ea507b0118fed012
Parent: 7f08e6c
Committed by GitHub <noreply@github.com>
on 1/10/2023, 1:46:18 AM