IBATSCommon
IBATS（Integration Backtest Analysis Trade System）的公共模块，所有Feeder, Trader均集成这个模块，并使用其提供的一些公共工具
修改历史：
- 2021-07-28 v0.20.11
refactor: ffn>=0.3.6 and matplotlib>=3.3.0
- 2021-07-20 v0.20.9
numpy>=1.20.3
- 2020-11-15 v0.20.8
add dependency of IBATS-Utils>=1.2.12
- 2020-11-04 v0.20.7
add lb_test
- 2020-10-12 v0.20.6
add enable_adf_test param on adf_coint_test add diff_n param on pair_plots
- 2020-10-11 v0.20.4
feat: add pair plots
- 2020-10-10 v0.20.3
feat: add adf_coint_test
- 2020-10-09 v0.20.2
add ts_plot for ACP PACF analysis plot remove diff(1) on add_factor_of_price
- 2020-10-06 v0.20.0
add factor_analysis with factor_analyzer module add diff factor on get_factor function
- 2020-09-30 v0.19.7
对非平稳因子，如果sdt<10 使用diff(1) 否则使用 pct_change
- 2020-09-22 v0.19.6
pct_change 因子中 inf 值转化为当前序列的最大值或最小值（取决于是正无穷，还是负无穷）
- 2020-09-22 v0.19.6
增加 add_pct_change_columns=True 在 add_factor_of_price，实现对非平稳序列增加相应的 pct_change 列
- 2020-09-11 v0.18.7
增强 market2 中的成交价格形成机制，支持通过 DealPriceScheme 参数化控制
- 2020-09-05 v0.18.6
增加 market2.py 市场模拟工具
- 2020-02-09
remove keras add dependence tensorflow>=2.1.0. keras is replaced by tensorflow.keras
- 2020-01-29
market2 在 market 基础上进行修改：调整 action 数值，为了更加适应 one_hot 模式，调整 long=0, short=1 close=2, keep=3。
flag转化为 one hot 模式。
- 2020-01-22
remove " and is_windows_os()" on if condition of plot_or_show function.
- 在此之前的历史就不记录了
编译命令
python setup.py build bdist_wheel
twine upload dist/*
1 maintainer
Release files for IBATS-Common 0.20.11
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Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| IBATS_Common-0.20.11-py3-none-any.whl | Python 3 | none | any | Details |
Release files / IBATS_Common-0.20.11-py3-none-any.whl
| Download URL | IBATS_Common-0.20.11-py3-none-any.whl |
|---|---|
| Size | 155.8 kB |
| Tags | Python 3 |
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