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
Project description
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:
- 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/*
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