Metadata-Version: 2.1
Name: IBATS-Common
Version: 0.20.5
Summary: 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
Home-page: https://github.com/IBATS/IBATS_Common
Author: MG
Author-email: mmmaaaggg@163.com
License: UNKNOWN
Description: # IBATSCommon
        
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        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：
        
        - 2020-10-11  v0.20.5
        > 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
        ```bash
        python setup.py build bdist_wheel
        twine upload dist/*
        ```
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Operating System :: Microsoft :: Windows
Classifier: Operating System :: Unix
Classifier: Operating System :: POSIX
Classifier: License :: OSI Approved :: MIT License
Classifier: Development Status :: 5 - Production/Stable
Classifier: Environment :: No Input/Output (Daemon)
Classifier: Intended Audience :: Developers
Classifier: Natural Language :: Chinese (Simplified)
Classifier: Topic :: Software Development
Requires-Python: >=3.6
Description-Content-Type: text/markdown
