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88a4aca
change part of the logic of 'initialize'
Severezh Apr 8, 2018
b8ae0c8
Add files via upload
manu34414 Apr 9, 2018
dc8fa51
修改BUG: 使用公式生成的字段不再 snapshot中;添加 update_snapshot解决
jztxu Apr 12, 2018
1f068fa
AlphaTest 支持指定价格成交
jztxu Apr 12, 2018
8615583
修改DataApi 日期型参数格式,支持 '2018-04-13' 和'20180413'格式
jztxu Apr 13, 2018
54fab00
Add files via upload
manu34414 Apr 17, 2018
34a0787
DataApi 修改 date, time 格式
jztxu Apr 17, 2018
fdd411a
Analyzer 添加 portfolio_data, holding_data
jztxu Apr 17, 2018
6c735f6
rename turnover
jztxu Apr 18, 2018
7dfbc23
AlphaBacktest can use both symbol and universe.
jztxu Apr 23, 2018
55830fe
fix bug: no turnover in dataview!
jztxu Apr 23, 2018
5ac29b2
add turnover ratio option on alpha analyzer
zpsymbol Apr 24, 2018
0b79d66
Fix bug: add_field 中如果symbol和dataview中不一致,添加失败
jztxu Apr 25, 2018
024d671
minor fixes
jztxu Apr 25, 2018
c2fbbe8
Add files via upload
manu34414 Apr 27, 2018
74bfd52
Add dup method to DataView
jztxu May 2, 2018
6b304b0
speed up add_field and dataview merge
zpsymbol May 7, 2018
cdca588
minor fixes for dup
jztxu May 9, 2018
cbc8005
Fix bug
manu34414 May 10, 2018
3420d7c
Fix bug: problems in signaldigger
manu34414 May 10, 2018
dd4a972
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu May 11, 2018
4f3be1b
添加因子库支持
jztxu May 11, 2018
ab23bbe
support add quarterly factor
jztxu May 14, 2018
c62aba7
Add files via upload
manu34414 May 15, 2018
e83b3c6
Add lgt fields
jztxu May 15, 2018
3c2f5ae
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu May 15, 2018
a7599cc
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 May 15, 2018
b3ea0cd
expr.variables return vriables and functions
jztxu May 15, 2018
b6de715
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu May 15, 2018
77f300b
Fix bug
manu34414 May 16, 2018
88009cd
Fix bug
manu34414 May 17, 2018
d5e04a1
minor fixes
jztxu May 17, 2018
c7974ab
fix bugs
jztxu May 17, 2018
52e4be6
根据需要加载factor定义;dup函数支持 default_fields
jztxu May 18, 2018
64df72e
Fix bug: 在特定的时间,dv.data_d 中没有去掉非交易日
jztxu May 21, 2018
f77d0b4
Don't analyze holding data if missing data_view.
jztxu May 24, 2018
d9a9a5d
Fix bug
manu34414 May 28, 2018
0d9af25
cache trade_date
jztxu May 29, 2018
94305d0
only set index_member and index_weight of first universe
jztxu May 29, 2018
229912e
Fix pd.rolling warnning and add some fucntions
jztxu May 29, 2018
239aa9a
fix sortlevel warning
jztxu May 29, 2018
8fc43cb
add function: group_demean
jztxu May 29, 2018
01b0dde
always download sw1 for alpha analysis
jztxu May 31, 2018
afbd4ad
Add alpha_dacay and industry overweight analysis
jztxu May 31, 2018
8bc6944
Add figures to AlphaAnalyzer module
manu34414 May 31, 2018
70b873d
Add strategy name
manu34414 Jun 5, 2018
83fa1bf
Add a figure to analyze module
manu34414 Jun 5, 2018
45c1312
minor fix
jztxu Jun 5, 2018
d6abdf7
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu Jun 5, 2018
19c227b
minor fix
jztxu Jun 5, 2018
66147f9
minor fix
jztxu Jun 5, 2018
27942c7
Fix bug in append_df()
manu34414 Jun 6, 2018
9f8e190
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 Jun 6, 2018
a3ac31b
support YYMMDD str date format param
Jun 6, 2018
2dc4284
Revert "support YYMMDD str date format param"
tashaxing Jun 6, 2018
5c34563
fix to_date_int
tashaxing Jun 6, 2018
c5f17b7
dup supports large_memory
jztxu Jun 7, 2018
47e5aa7
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu Jun 7, 2018
f05e7a1
JAQS 指定日期调仓
jztxu Jun 11, 2018
c466457
fix first date issue
jztxu Jun 13, 2018
47016d4
Add industry neutral weight
manu34414 Jun 19, 2018
cd7602d
Add files via upload
manu34414 Jun 21, 2018
2ce3f42
Fix bug in numeric.py
manu34414 Jun 26, 2018
8e2b218
Change the calculation method of quantilize_without_nan()
manu34414 Jun 27, 2018
4b19ba4
Fig bug in quantilize_without_nan()
manu34414 Jun 28, 2018
37a809b
Add alpha decomposition function in Analyzer module
manu34414 Jul 3, 2018
923089c
Fix bug in group_sum()
manu34414 Jul 4, 2018
2a0aead
Add industry alpha decomposition
manu34414 Jul 11, 2018
d38ca84
move data.tushare.org to data.quantos.org
quantOSorg Aug 10, 2018
48f7c80
support junzhi universe
jztxu Aug 10, 2018
457e9b2
fix minor issue
jztxu Aug 10, 2018
0fbf725
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu Aug 10, 2018
4fc338c
Change column name of alpha distribution
manu34414 Aug 15, 2018
e1ef1fa
update Industry neutral equal weight
manu34414 Aug 15, 2018
ad40565
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 Aug 15, 2018
3f3c6da
fix python enum issue
jztxu Aug 15, 2018
eaeb7a6
Merge branch 'master' of https://github.com/quantOS-org/JAQS
jztxu Aug 15, 2018
5671952
Update Analyze module
manu34414 Aug 15, 2018
f8c8111
Add 'num_rating' to dataview
manu34414 Aug 23, 2018
0f9c496
Add equal/float market value weight benchmark
manu34414 Aug 28, 2018
256cd26
fix bug in EW/VW benchmark
manu34414 Aug 29, 2018
ad0e013
Fix bug when calculate portfolio weight in analysis
manu34414 Aug 29, 2018
83f7e61
fix bug when calculate portfolio weight in analysis module
manu34414 Aug 30, 2018
e3a46b0
Fix rolling_corr and rolling_cov issue
jztxu Sep 7, 2018
4eec2c5
Fix bug in Fillna
manu34414 Sep 7, 2018
0440fd5
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 Sep 7, 2018
3921201
Update dataview _regdt
manu34414 Sep 11, 2018
176dd0d
Fix bug in fillna in py_expression
manu34414 Sep 11, 2018
d1f21a8
添加 forecast_constructor
jztxu Sep 14, 2018
9848338
Sell suspened stocks once it can be traded again
jztxu Sep 17, 2018
1b5b5e9
Add consensus_data and stk_rating_data
jztxu Sep 19, 2018
69c68e4
分批加载consensus_data
jztxu Sep 20, 2018
8f47d04
Add alpha_weight_contribution
jztxu Oct 9, 2018
a0d2f7c
fix bugs
jztxu Oct 9, 2018
27bcbc3
fix bug: quantilize_without_nan
jztxu Oct 9, 2018
62bbef0
fix bug: quantilize_without_nan
jztxu Oct 10, 2018
25d65f5
minor changes
jztxu Oct 10, 2018
bbd4ab1
fix bug: query_consensus_data
jztxu Oct 10, 2018
cad712c
fix bug: query_consensus_data
jztxu Oct 10, 2018
9c53562
add weight, T+1, T+2 to position report
jztxu Oct 11, 2018
9224383
Update backtest report
manu34414 Oct 16, 2018
8bd7c37
Update backtest report
manu34414 Oct 16, 2018
37efcdb
add index_weights and industry_groups
jztxu Oct 18, 2018
0d1a2ca
Add sold alpha decay
jztxu Oct 18, 2018
c74861c
set bm_open,bm_high,bm_low,bm_close to DataView when there is a bench…
jztxu Oct 23, 2018
ca43886
Patch for ResReturn
jztxu Oct 23, 2018
4283a7f
Update backtest report
manu34414 Oct 24, 2018
3f41281
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 Oct 24, 2018
9f3945d
add DataView.concat
jztxu Oct 25, 2018
4771d39
fix bug: get_ts: Should drop level even when it is an empty DataFrame
jztxu Oct 25, 2018
c4617ef
add DataView.to_dataframe
jztxu Oct 26, 2018
2bb8500
minor fixes
jztxu Nov 1, 2018
85953d9
add st_flag
jztxu Nov 1, 2018
a812055
Merge branch 'master' of https://github.com/quantOS-org/JAQS
manu34414 Nov 1, 2018
1774836
Revert "Merge branch 'master' of https://github.com/quantOS-org/JAQS"
manu34414 Nov 1, 2018
b1bc97c
Revert "Revert "Merge branch 'master' of https://github.com/quantOS-o…
manu34414 Nov 1, 2018
6974ba9
fix bug
manu34414 Nov 2, 2018
a426645
add from_dataframe
jztxu Nov 5, 2018
001a0e1
Improve analyze performance
jztxu Nov 5, 2018
2db4e79
minor fix
jztxu Nov 6, 2018
c49b362
add_formular supports argument, is_factor, which distinguishs factor …
jztxu Nov 7, 2018
97149a8
minor changes
jztxu Nov 7, 2018
1ba16cb
change data_api rpc timeout to 60s
jztxu Nov 26, 2018
35c92c1
change version to 0.6.13
jztxu Dec 5, 2018
530c1f8
minor fixes for compatibility
jztxu Dec 10, 2018
ee1edb3
v0.6.14
jztxu Dec 10, 2018
959762a
merge code: fix adjust_factor issue; fix append_df issue;
jztxu Jan 31, 2019
77ea094
change part of the logic of 'initialize'
Severezh Apr 8, 2018
a7db9dc
Merge remote-tracking branch 'origin/master'
Severezh Feb 21, 2019
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2 changes: 1 addition & 1 deletion config/data_config.json
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
{
"remote.data.address": "tcp://data.tushare.org:8910",
"remote.data.address": "tcp://data.quantos.org:8910",
"remote.data.username": "17621969269",
"remote.data.password": "eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTIwMjA0OTQwMzciLCJpc3MiOiJhdXRoMCIsImlkIjoiMTc2MjE5NjkyNjkifQ.WQvI9k6dvXe5zIzQwyuPI4BM0Py1OSYFENIQ3z0RG6c"
}
2 changes: 1 addition & 1 deletion doc/base_data.md
Original file line number Diff line number Diff line change
Expand Up @@ -40,4 +40,4 @@ df, msg = api.query(

接口还在进一步的丰富过程中。

详细的说明文档,please refer to [tushare](http://tushare.org/pro)
详细的说明文档,please refer to [quantos](https://www.quantos.org)
2 changes: 1 addition & 1 deletion doc/source/base_data.rst
Original file line number Diff line number Diff line change
Expand Up @@ -63,4 +63,4 @@

接口还在进一步的丰富过程中。

详细的说明文档,please refer to `tushare <http://tushare.org/pro>`__
详细的说明文档,please refer to `quantos <https://www.quantos.org>`__
2 changes: 1 addition & 1 deletion doc/source/data_api.rst
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@

.. code:: python

api = DataApi(addr='tcp://data.tushare.org:8910')
api = DataApi(addr='tcp://data.quantos.org:8910')
api.login("phone", "token")

调用数据接口
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -58,7 +58,7 @@
"token = os.environ.get('QUANTOS_TOKEN')\n",
"\n",
"data_config = {\n",
" \"remote.data.address\": \"tcp://data.tushare.org:8910\",\n",
" \"remote.data.address\": \"tcp://data.quantos.org:8910\",\n",
" \"remote.data.username\": phone,\n",
" \"remote.data.password\": token\n",
"}\n",
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -167,7 +167,7 @@
"output_type": "stream",
"text": [
"\n",
"Begin: DataApi login 17321165656@tcp://data.tushare.org:8910\n",
"Begin: DataApi login 17321165656@tcp://data.quantos.org:8910\n",
" login success \n",
"\n"
]
Expand All @@ -188,7 +188,7 @@
"token = os.environ.get('QUANTOS_TOKEN')\n",
"\n",
"data_config = {\n",
" \"remote.data.address\": \"tcp://data.tushare.org:8910\",\n",
" \"remote.data.address\": \"tcp://data.quantos.org:8910\",\n",
" \"remote.data.username\": phone,\n",
" \"remote.data.password\": token\n",
"}\n",
Expand Down Expand Up @@ -835,7 +835,7 @@
"output_type": "stream",
"text": [
"\n",
"Begin: DataApi login 17321165656@tcp://data.tushare.org:8910\n",
"Begin: DataApi login 17321165656@tcp://data.quantos.org:8910\n",
" Already login as 17321165656, skip init_from_config\n",
"on_new_day in trade 20170315\n",
"\n",
Expand Down Expand Up @@ -59733,7 +59733,7 @@
"output_type": "stream",
"text": [
"\n",
"Begin: DataApi login 17321165656@tcp://data.tushare.org:8910\n",
"Begin: DataApi login 17321165656@tcp://data.quantos.org:8910\n",
" Already login as 17321165656, skip init_from_config\n",
"process trades...\n",
"get daily stats...\n",
Expand Down
660 changes: 660 additions & 0 deletions example/WallStreetLectures/ipython/lecture16_correlation.ipynb

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1,519 changes: 1,519 additions & 0 deletions example/WallStreetLectures/ipython/lecture16_industry_daily_ret.csv

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