# IBATS_common

**Repository Path**: ibats/IBATS_common

## Basic Information

- **Project Name**: IBATS_common
- **Description**: No description available
- **Primary Language**: Unknown
- **License**: GPL-3.0
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2021-04-01
- **Last Updated**: 2021-07-28

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# 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：
- 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
```bash
python setup.py build bdist_wheel
twine upload dist/*
```