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中美的整体逻辑需要统一
#48
zhukevin
opened
10 months ago
0
TimeLine需要重构
#47
zhukevin
opened
10 months ago
1
badData处理的整体构思需要有总体设计
#46
zjzsu2000
opened
10 months ago
0
writeMissedSymbolsInBarToFile函数需要重新命名
#45
zjzsu2000
opened
10 months ago
0
DataImport里面的各种config,需要有文档说明
#44
zjzsu2000
opened
10 months ago
0
服务器端需要测试同时多个symbol的情况
#43
zjzsu2000
opened
10 months ago
0
目前中国数据使用的还是qs_java中的DeSerializeUtil的DeSerialize相关函数
#42
zjzsu2000
opened
10 months ago
0
SPY部分时间段数据缺失(daily数据)
#41
zjzsu2000
opened
10 months ago
3
MetaData目前没有按时间段分段管理
#40
zjzsu2000
opened
10 months ago
0
OptionExpirationTest函数过长需要优化一下
#39
zjzsu2000
opened
10 months ago
0
20200417行权价171到175的call数据问题
#38
zjzsu2000
opened
10 months ago
0
遇到周五是节假日的时候,原US回测无法处理
#37
zjzsu2000
opened
10 months ago
0
python策略获取得到data后缺少某些期权数据
#36
zjzsu2000
closed
10 months ago
1
Vix计算时增加filter
#35
zjzsu2000
closed
10 months ago
2
服务器端RiskManager流程优化
#34
zjzsu2000
closed
10 months ago
1
计算Greeks时候先分配内存空间和复制MetaData
#33
zjzsu2000
opened
10 months ago
1
if we have a gap in time series but in the end for an option--
#32
zhukevin
opened
11 months ago
0
need to standardize all date usage in code base (low priority)
#31
zhukevin
opened
11 months ago
1
VIX的计算存在部分过大的情况
#30
zjzsu2000
closed
10 months ago
1
SPY greeks计算存在问题,部分期权core数据缺失
#29
zjzsu2000
opened
11 months ago
4
測試有三個策略未通過
#28
zhukevin
closed
11 months ago
1
Delta計算存在不一致,導致US回測時候部分策略下單或balance不同
#27
zhukevin
closed
11 months ago
2
服務器端DeSerialize可以進一步優化加入截取時間
#26
zhukevin
opened
11 months ago
1
US讀取UnderlyingBar的時候,生成一個SpyBarMap的數據,應該改名並對邏輯重新優化
#25
zhukevin
opened
11 months ago
0
数据统计功能转移到DataImport project中
#24
zhukevin
closed
11 months ago
0
OptionCore的redesign
#23
zhukevin
closed
11 months ago
2
DataImport中TagLayerInstance.java这个文件可以删除了
#22
zhukevin
closed
1 year ago
1
DataImport的OptionCoreManagerByDaily名字要修改
#21
zhukevin
opened
1 year ago
0
重构之后DeSerializeUtil中的DeSerializeBlocksDataCharFromZip函数不再需要convertion的逻辑
#20
zhukevin
closed
11 months ago
1
Stat部分需要抽象出来成为单独的类
#19
zhukevin
closed
1 year ago
1
RiskManager需要对特殊数值有完整的处理逻辑
#18
zjzsu2000
opened
1 year ago
1
手续费方面部分策略baseline买入时候没计算手续费
#17
zjzsu2000
closed
1 year ago
2
[redesign] 代表特殊含义的数字如何处理需要整体构思
#16
zjzsu2000
opened
1 year ago
2
[redesign]char to int 在读取时候需要优化转换时间
#15
zjzsu2000
closed
11 months ago
1
[redesign]特殊标记的数字和映射需要修改
#14
zjzsu2000
opened
1 year ago
3
多symbols数据的服务器端修改
#13
zjzsu2000
closed
1 year ago
2
[redesign]对于某些特殊值的判断,需要调用统一的方法
#12
zjzsu2000
opened
1 year ago
2
DataImport数据处理需要新增功能:多symbol读取和从core daily数据中读取underlying close价格
#11
zjzsu2000
closed
1 year ago
1
通过数据的index获取对应的optionDataDescriptor的方法
#10
zjzsu2000
closed
1 year ago
0
部分OptionCore的对应OptionDataDescriptor中缺失了indexPath
#9
zjzsu2000
closed
1 year ago
5
US期权相关数据计算和统计
#8
zjzsu2000
closed
10 months ago
3
[redesign]修改期权的数据存储格式为char
#7
zjzsu2000
closed
11 months ago
9
部分码表内容放到config文件中指定并缩小码表
#6
zjzsu2000
opened
1 year ago
3
release process
#5
zhukevin
opened
1 year ago
2
Option_Instruments.csv 合并生成新码表
#4
zhukevin
closed
1 year ago
3
benchemark 需要支持空的benchmark (没写或者故意写出 NLLL 之类的)
#3
zhukevin
closed
1 year ago
2
510050 需要写一个程序,把zip 变成 类似于daily 文件夹里面的文件
#2
zhukevin
closed
1 year ago
4
[redesign]DataImport的US部分需要先利用csv数据建立码表并新增期权开始时间
#1
zhukevin
opened
1 year ago
2