Skip to content

Releases: ricequant/rqrisk

1.0.9

08 May 06:50
@Lin-Dongzhao Lin-Dongzhao
1.0.9
92f9b1a
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.9 Latest
Latest

限制 statsmodels 版本号

Assets 2
Loading

1.0.8

30 Jan 06:48
@Lin-Dongzhao Lin-Dongzhao
1.0.8
8b24422
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.8

兼容 Python 3.12

Assets 2
Loading

1.0.7

01 Jun 02:32
@Zhou-JiaJun Zhou-JiaJun
1.0.7
f5db425
Compare
Choose a tag to compare
1.0.7 
update version
Assets 2
Loading

1.0.6

01 Mar 07:59
@Zhou-JiaJun Zhou-JiaJun
1.0.6
3139e1e
Compare
Choose a tag to compare
1.0.6 
update version
Assets 2
Loading

1.0.5

03 Jan 06:17
@Zhou-JiaJun Zhou-JiaJun
1.0.5
c58a9c6
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.5 
Merge pull request #15 from ricequant/DEV-RQSDK-589

新增ulcer_index(累计回撤深度)和ulcer_performance_index(累计回撤夏普率)
Assets 2
Loading

1.0.4

20 Dec 03:11
@Zhou-JiaJun Zhou-JiaJun
1.0.4
b5c55f7
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.4 
Merge pull request #13 from ricequant/add_correlation

1.0.4: 增加相关系数指标 & add testcase & update README.MD
Assets 2
Loading

1.0.3

27 Sep 06:48
@Zhou-JiaJun Zhou-JiaJun
1.0.3
8cace38
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.3 
Merge pull request #10 from ricequant/dev-rqsdk-549

新增excess_win_rate实现超额收益胜率,win_rate改为绝对收益胜率;新增工作流上传版本到pypi;新增测试案例
Assets 2
Loading

1.0.2

27 Jul 06:35
@Zhou-JiaJun Zhou-JiaJun
1.0.2
cd98f01
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.2 
Merge pull request #8 from ricequant/develop

Develop
Assets 2
Loading

1.0.1

27 Jul 06:34
@Zhou-JiaJun Zhou-JiaJun
1.0.1
1a49edf
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
1.0.1 
Merge pull request #6 from ricequant/develop

Develop
Assets 2
Loading