From 24c104ab18d13da3f1b2b3eca533a6fc05cf4360 Mon Sep 17 00:00:00 2001 From: bbfamily Date: Mon, 11 Sep 2017 09:33:03 +0800 Subject: [PATCH] =?UTF-8?q?=E6=96=87=E6=A1=A3=E6=9B=B4=E6=96=B0?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 21 +++++--- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 25 ++++++---- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 36 ++++++++++---- ...47\224\250\346\226\207\346\241\243).ipynb" | 20 +++++--- ...47\224\250\346\226\207\346\241\243).ipynb" | 48 ++++++++++++++----- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 13 +---- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 9 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 17 ++++--- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 10 ++-- ...350\256\241\345\245\227\345\210\251.ipynb" | 4 +- ...345\245\275\346\227\245\345\255\220.ipynb" | 12 +++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 12 +++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 8 ++-- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 4 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 5 +- ...47\224\250\346\226\207\346\241\243).ipynb" | 32 +++++++++---- 27 files changed, 216 insertions(+), 124 deletions(-) diff --git "a/abupy_lecture/0-abupy\351\207\217\345\214\226\347\216\257\345\242\203\351\203\250\347\275\262(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/0-abupy\351\207\217\345\214\226\347\216\257\345\242\203\351\203\250\347\275\262(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index d8eee7d..6641f04 100755 --- "a/abupy_lecture/0-abupy\351\207\217\345\214\226\347\216\257\345\242\203\351\203\250\347\275\262(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/0-abupy\351\207\217\345\214\226\347\216\257\345\242\203\351\203\250\347\275\262(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -154,9 +154,9 @@ "cell_type": "markdown", "metadata": {}, "source": [ - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html))\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/1-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/1-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 28e2121..d1bb96e 100755 --- "a/abupy_lecture/1-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/1-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -734,9 +734,9 @@ "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/tree/master/ipython/附录B-量化相关性分析.ipynb)\n", "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/10-\346\257\224\347\211\271\345\270\201\350\216\261\347\211\271\345\270\201\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/10-\346\257\224\347\211\271\345\270\201\350\216\261\347\211\271\345\270\201\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 76610b0..8eb8e63 100755 --- "a/abupy_lecture/10-\346\257\224\347\211\271\345\270\201\350\216\261\347\211\271\345\270\201\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/10-\346\257\224\347\211\271\345\270\201\350\216\261\347\211\271\345\270\201\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -74,7 +74,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorAtrNStop, AbuFactorPreAtrNStop, AbuFactorCloseAtrNStop, AbuFactorBuyBreak, ABuProgress\n", @@ -309,7 +311,9 @@ { "cell_type": "code", "execution_count": 6, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "btc365 = btc[-365:]\n", @@ -1295,7 +1299,9 @@ { "cell_type": "code", "execution_count": 14, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 设置市场类型为港股\n", @@ -1697,7 +1703,9 @@ { "cell_type": "code", "execution_count": 26, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple, kl_pd_manger = abu.run_loop_back(read_cash,\n", @@ -1871,10 +1879,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", - "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/11-\346\234\237\350\264\247\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/11-\346\234\237\350\264\247\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index da82c1c..d0faa5b 100755 --- "a/abupy_lecture/11-\346\234\237\350\264\247\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/11-\346\234\237\350\264\247\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1522,9 +1522,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/12-\346\234\272\345\231\250\345\255\246\344\271\240\344\270\216\346\257\224\347\211\271\345\270\201\347\244\272\344\276\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/12-\346\234\272\345\231\250\345\255\246\344\271\240\344\270\216\346\257\224\347\211\271\345\270\201\347\244\272\344\276\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 5c38687..4f8cdd0 100755 --- "a/abupy_lecture/12-\346\234\272\345\231\250\345\255\246\344\271\240\344\270\216\346\257\224\347\211\271\345\270\201\347\244\272\344\276\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/12-\346\234\272\345\231\250\345\255\246\344\271\240\344\270\216\346\257\224\347\211\271\345\270\201\347\244\272\344\276\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -91,7 +91,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import abu, ml, nd, tl, pd_resample, AbuML, AbuMLPd, AbuMetricsBase \n", @@ -299,7 +301,9 @@ { "cell_type": "code", "execution_count": 7, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "def btc_siblings_df(btc_raw):\n", @@ -565,7 +569,9 @@ { "cell_type": "code", "execution_count": 9, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "btc_train1 = btc_siblings_df(btc_train_raw[1:])\n", @@ -985,7 +991,9 @@ { "cell_type": "code", "execution_count": 11, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "train_matrix = btc_train.as_matrix()\n", @@ -2061,7 +2069,9 @@ { "cell_type": "code", "execution_count": 24, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "btc_test0 = btc_siblings_df(btc_test_raw)\n", @@ -2387,10 +2397,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", - "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/13-\351\207\217\345\214\226\346\212\200\346\234\257\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/13-\351\207\217\345\214\226\346\212\200\346\234\257\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index f54eef3..b21a629 100755 --- "a/abupy_lecture/13-\351\207\217\345\214\226\346\212\200\346\234\257\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/13-\351\207\217\345\214\226\346\212\200\346\234\257\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -70,7 +70,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import abu, ml, nd, tl, pd_resample, AbuML, AbuMLPd, AbuMetricsBase\n", @@ -622,9 +624,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html))\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/14-\351\207\217\345\214\226\347\233\270\345\205\263\346\200\247\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/14-\351\207\217\345\214\226\347\233\270\345\205\263\346\200\247\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index f8953b7..c13e01b 100755 --- "a/abupy_lecture/14-\351\207\217\345\214\226\347\233\270\345\205\263\346\200\247\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/14-\351\207\217\345\214\226\347\233\270\345\205\263\346\200\247\345\210\206\346\236\220\345\272\224\347\224\250(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -69,7 +69,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import abu, ml, nd, tl, ECoreCorrType, ABuSymbolPd, ABuScalerUtil, AbuFuturesCn, ABuCorrcoef\n", @@ -1933,9 +1935,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/15-\351\207\217\345\214\226\344\272\244\346\230\223\345\222\214\346\220\234\347\264\242\345\274\225\346\223\216(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/15-\351\207\217\345\214\226\344\272\244\346\230\223\345\222\214\346\220\234\347\264\242\345\274\225\346\223\216(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 69c27e2..03c2480 100755 --- "a/abupy_lecture/15-\351\207\217\345\214\226\344\272\244\346\230\223\345\222\214\346\220\234\347\264\242\345\274\225\346\223\216(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/15-\351\207\217\345\214\226\344\272\244\346\230\223\345\222\214\346\220\234\347\264\242\345\274\225\346\223\216(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1529,9 +1529,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/16-UMP\344\270\273\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/16-UMP\344\270\273\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 5c701e3..85fb4cd 100755 --- "a/abupy_lecture/16-UMP\344\270\273\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/16-UMP\344\270\273\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -68,7 +68,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorAtrNStop, AbuFactorPreAtrNStop, AbuFactorCloseAtrNStop, AbuFactorBuyBreak, ABuProgress\n", @@ -89,7 +91,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "us_choice_symbols = ['usTSLA', 'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usWUBA', 'usVIPS']\n", @@ -565,7 +569,9 @@ { "cell_type": "code", "execution_count": 9, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 不使用主裁拦截\n", @@ -629,7 +635,9 @@ { "cell_type": "code", "execution_count": 11, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abupy.env.g_enable_ump_main_deg_block = True\n", @@ -945,7 +953,9 @@ { "cell_type": "code", "execution_count": 14, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "class AbuFactorBuyBreakUmpDemo(AbuFactorBuyBreak):\n", @@ -981,7 +991,9 @@ { "cell_type": "code", "execution_count": 15, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "buy_factors = [{'xd': 60, 'class': AbuFactorBuyBreakUmpDemo},\n", @@ -1081,7 +1093,9 @@ { "cell_type": "code", "execution_count": 18, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "buy_factors = [{'xd': 60, 'class': AbuFactorBuyBreakReocrdHitDemo},\n", @@ -1292,7 +1306,9 @@ { "cell_type": "code", "execution_count": 22, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "buy_factors = [{'hit_ml':hit_ml, 'xd': 60, 'class': AbuFactorBuyBreakHitPredictDemo},\n", @@ -1406,9 +1422,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/17-UMP\350\276\271\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/17-UMP\350\276\271\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index c401ccf..588edc7 100755 --- "a/abupy_lecture/17-UMP\350\276\271\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/17-UMP\350\276\271\350\243\201\344\272\244\346\230\223\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -63,7 +63,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorAtrNStop, AbuFactorPreAtrNStop, AbuFactorCloseAtrNStop, AbuFactorBuyBreak, ABuProgress\n", @@ -84,7 +86,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "us_choice_symbols = ['usTSLA', 'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usWUBA', 'usVIPS']\n", @@ -1029,7 +1033,9 @@ { "cell_type": "code", "execution_count": 12, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 不使用边裁拦截\n", @@ -1307,7 +1313,9 @@ { "cell_type": "code", "execution_count": 17, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 开启边裁\n", @@ -1456,9 +1464,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/18-\350\207\252\345\256\232\344\271\211\350\243\201\345\210\244\345\206\263\347\255\226\344\272\244\346\230\223(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/18-\350\207\252\345\256\232\344\271\211\350\243\201\345\210\244\345\206\263\347\255\226\344\272\244\346\230\223(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 8732001..db117af 100755 --- "a/abupy_lecture/18-\350\207\252\345\256\232\344\271\211\350\243\201\345\210\244\345\206\263\347\255\226\344\272\244\346\230\223(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/18-\350\207\252\345\256\232\344\271\211\350\243\201\345\210\244\345\206\263\347\255\226\344\272\244\346\230\223(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -69,7 +69,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorAtrNStop, AbuFactorPreAtrNStop, AbuFactorCloseAtrNStop, AbuFactorBuyBreak, ABuProgress\n", @@ -90,7 +92,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "us_choice_symbols = ['usTSLA', 'usNOAH', 'usSFUN', 'usBIDU', 'usAAPL', 'usGOOG', 'usWUBA', 'usVIPS']\n", @@ -177,7 +181,9 @@ { "cell_type": "code", "execution_count": 4, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "class AbuUmpMainMul(AbuUmpMainBase, BuyUmpMixin):\n", @@ -381,7 +387,9 @@ { "cell_type": "code", "execution_count": 8, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test_ump_main_user, _ = abu.run_loop_back(read_cash,\n", @@ -428,7 +436,9 @@ { "cell_type": "code", "execution_count": 10, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 关闭用户自定义裁判开关\n", @@ -475,7 +485,9 @@ { "cell_type": "code", "execution_count": 12, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 开启内置跳空主裁\n", @@ -754,7 +766,9 @@ { "cell_type": "code", "execution_count": 17, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test_ump_user_edge, _ = abu.run_loop_back(read_cash,\n", @@ -799,7 +813,9 @@ { "cell_type": "code", "execution_count": 19, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 开启内置价格边裁\n", @@ -1435,7 +1451,9 @@ { "cell_type": "code", "execution_count": 37, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test_ump_extend_deg, _ = abu.run_loop_back(read_cash,\n", @@ -1682,7 +1700,9 @@ { "cell_type": "code", "execution_count": 48, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test_ump_edge_extend_deg, _ = abu.run_loop_back(read_cash,\n", @@ -1778,7 +1798,9 @@ { "cell_type": "code", "execution_count": 53, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test_ump_end, _ = abu.run_loop_back(read_cash,\n", @@ -1891,9 +1913,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/19-\346\225\260\346\215\256\346\272\220(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/19-\346\225\260\346\215\256\346\272\220(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index f050866..b0d2944 100755 --- "a/abupy_lecture/19-\346\225\260\346\215\256\346\272\220(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/19-\346\225\260\346\215\256\346\272\220(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -2362,9 +2362,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/2-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\344\274\230\345\214\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/2-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\344\274\230\345\214\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 621eeaf..1d13a48 100755 --- "a/abupy_lecture/2-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\344\274\230\345\214\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/2-\346\213\251\346\227\266\347\255\226\347\225\245\347\232\204\344\274\230\345\214\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -385,9 +385,9 @@ "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", @@ -395,15 +395,6 @@ "\n", "![](./image/qrcode.jpg)" ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "collapsed": true - }, - "outputs": [], - "source": [] } ], "metadata": { diff --git "a/abupy_lecture/20-A\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/20-A\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 2fe7205..24f58a3 100755 --- "a/abupy_lecture/20-A\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/20-A\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -137,7 +137,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "def bd_cn():\n", @@ -622,9 +624,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/21-A\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/21-A\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index fb31c3f..b246789 100755 --- "a/abupy_lecture/21-A\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/21-A\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1002,7 +1002,9 @@ { "cell_type": "code", "execution_count": 20, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "feature.clear_user_feature()\n", @@ -1233,10 +1235,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", - "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/22-\347\276\216\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/22-\347\276\216\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 201b110..e64ecb5 100755 --- "a/abupy_lecture/22-\347\276\216\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/22-\347\276\216\350\202\241\345\205\250\345\270\202\345\234\272\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -132,7 +132,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "def tx_us():\n", @@ -154,7 +156,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 初始化资金500万\n", @@ -443,7 +447,9 @@ { "cell_type": "code", "execution_count": 14, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple_test = None\n", @@ -753,10 +759,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", - "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/23-\347\276\216\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/23-\347\276\216\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index bef5b28..445ec38 100755 --- "a/abupy_lecture/23-\347\276\216\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/23-\347\276\216\350\202\241UMP\345\206\263\347\255\226(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -582,7 +582,9 @@ { "cell_type": "code", "execution_count": 16, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abupy.env.g_market_target = EMarketTargetType.E_MARKET_TARGET_US\n", @@ -747,9 +749,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/24-\346\257\224\347\211\271\345\270\201vs\351\273\204\351\207\221,\350\216\261\347\211\271\345\270\201vs\347\231\275\351\223\266(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/24-\346\257\224\347\211\271\345\270\201vs\351\273\204\351\207\221,\350\216\261\347\211\271\345\270\201vs\347\231\275\351\223\266(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 6cf1ad7..24455f1 100755 --- "a/abupy_lecture/24-\346\257\224\347\211\271\345\270\201vs\351\273\204\351\207\221,\350\216\261\347\211\271\345\270\201vs\347\231\275\351\223\266(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/24-\346\257\224\347\211\271\345\270\201vs\351\273\204\351\207\221,\350\216\261\347\211\271\345\270\201vs\347\231\275\351\223\266(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1437,9 +1437,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", @@ -1458,7 +1458,7 @@ "language_info": { "codemirror_mode": { "name": "ipython", - "version": 3.0 + "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", @@ -1469,5 +1469,5 @@ } }, "nbformat": 4, - "nbformat_minor": 0 -} \ No newline at end of file + "nbformat_minor": 2 +} diff --git "a/abupy_lecture/25-\346\234\237\350\264\247\345\270\202\345\234\272\345\206\205\345\244\226\347\233\230\344\275\216\351\242\221\347\273\237\350\256\241\345\245\227\345\210\251.ipynb" "b/abupy_lecture/25-\346\234\237\350\264\247\345\270\202\345\234\272\345\206\205\345\244\226\347\233\230\344\275\216\351\242\221\347\273\237\350\256\241\345\245\227\345\210\251.ipynb" index de3675a..299ac4d 100755 --- "a/abupy_lecture/25-\346\234\237\350\264\247\345\270\202\345\234\272\345\206\205\345\244\226\347\233\230\344\275\216\351\242\221\347\273\237\350\256\241\345\245\227\345\210\251.ipynb" +++ "b/abupy_lecture/25-\346\234\237\350\264\247\345\270\202\345\234\272\345\206\205\345\244\226\347\233\230\344\275\216\351\242\221\347\273\237\350\256\241\345\245\227\345\210\251.ipynb" @@ -1177,9 +1177,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/26-\346\230\237\346\234\237\345\207\240\346\230\257\350\277\231\344\270\252\350\202\241\347\245\250\347\232\204\345\245\275\346\227\245\345\255\220.ipynb" "b/abupy_lecture/26-\346\230\237\346\234\237\345\207\240\346\230\257\350\277\231\344\270\252\350\202\241\347\245\250\347\232\204\345\245\275\346\227\245\345\255\220.ipynb" index 2859cfb..2fba42c 100755 --- "a/abupy_lecture/26-\346\230\237\346\234\237\345\207\240\346\230\257\350\277\231\344\270\252\350\202\241\347\245\250\347\232\204\345\245\275\346\227\245\345\255\220.ipynb" +++ "b/abupy_lecture/26-\346\230\237\346\234\237\345\207\240\346\230\257\350\277\231\344\270\252\350\202\241\347\245\250\347\232\204\345\245\275\346\227\245\345\255\220.ipynb" @@ -70,7 +70,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import abu, AbuFactorBuyTD, BuyCallMixin, ABuSymbolPd, ABuKLUtil\n", @@ -816,7 +818,9 @@ { "cell_type": "code", "execution_count": 12, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "class AbuFactorBuyWD(AbuFactorBuyTD, BuyCallMixin):\n", @@ -1193,9 +1197,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/3-\346\273\221\347\202\271\347\255\226\347\225\245\344\270\216\344\272\244\346\230\223\346\211\213\347\273\255\350\264\271(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/3-\346\273\221\347\202\271\347\255\226\347\225\245\344\270\216\344\272\244\346\230\223\346\211\213\347\273\255\350\264\271(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index d8c7340..c2a8995 100755 --- "a/abupy_lecture/3-\346\273\221\347\202\271\347\255\226\347\225\245\344\270\216\344\272\244\346\230\223\346\211\213\347\273\255\350\264\271(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/3-\346\273\221\347\202\271\347\255\226\347\225\245\344\270\216\344\272\244\346\230\223\346\211\213\347\273\255\350\264\271(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -76,7 +76,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorBuyBreak, AbuFactorSellBreak\n", @@ -149,7 +151,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuSlippageBuyBase, slippage\n", @@ -827,9 +831,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/4-\345\244\232\346\224\257\350\202\241\347\245\250\346\213\251\346\227\266\345\233\236\346\265\213\344\270\216\344\273\223\344\275\215\347\256\241\347\220\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/4-\345\244\232\346\224\257\350\202\241\347\245\250\346\213\251\346\227\266\345\233\236\346\265\213\344\270\216\344\273\223\344\275\215\347\256\241\347\220\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 3e231a4..17b02e9 100755 --- "a/abupy_lecture/4-\345\244\232\346\224\257\350\202\241\347\245\250\346\213\251\346\227\266\345\233\236\346\265\213\344\270\216\344\273\223\344\275\215\347\256\241\347\220\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/4-\345\244\232\346\224\257\350\202\241\347\245\250\346\213\251\346\227\266\345\233\236\346\265\213\344\270\216\344\273\223\344\275\215\347\256\241\347\220\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -75,7 +75,9 @@ { "cell_type": "code", "execution_count": 2, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorBuyBreak, AbuFactorSellBreak\n", @@ -1217,9 +1219,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/5-\351\200\211\350\202\241\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/5-\351\200\211\350\202\241\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 29c6a11..9d29186 100755 --- "a/abupy_lecture/5-\351\200\211\350\202\241\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/5-\351\200\211\350\202\241\347\255\226\347\225\245\347\232\204\345\274\200\345\217\221(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -86,7 +86,9 @@ { "cell_type": "code", "execution_count": 3, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuPickStockBase, ps, ABuRegUtil\n", @@ -675,9 +677,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/6-\345\233\236\346\265\213\347\273\223\346\236\234\347\232\204\345\272\246\351\207\217(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/6-\345\233\236\346\265\213\347\273\223\346\236\234\347\232\204\345\272\246\351\207\217(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index cf16958..e8c85f2 100755 --- "a/abupy_lecture/6-\345\233\236\346\265\213\347\273\223\346\236\234\347\232\204\345\272\246\351\207\217(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/6-\345\233\236\346\265\213\347\273\223\346\236\234\347\232\204\345\272\246\351\207\217(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -697,9 +697,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/7-\345\257\273\346\211\276\347\255\226\347\225\245\346\234\200\344\274\230\345\217\202\346\225\260\345\222\214\350\257\204\345\210\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/7-\345\257\273\346\211\276\347\255\226\347\225\245\346\234\200\344\274\230\345\217\202\346\225\260\345\222\214\350\257\204\345\210\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 63828da..9357b25 100755 --- "a/abupy_lecture/7-\345\257\273\346\211\276\347\255\226\347\225\245\346\234\200\344\274\230\345\217\202\346\225\260\345\222\214\350\257\204\345\210\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/7-\345\257\273\346\211\276\347\255\226\347\225\245\346\234\200\344\274\230\345\217\202\346\225\260\345\222\214\350\257\204\345\210\206(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1319,9 +1319,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/8-A\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/8-A\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 462ee0c..d0c2511 100755 --- "a/abupy_lecture/8-A\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/8-A\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -1541,10 +1541,9 @@ "\n", "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", - "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n", diff --git "a/abupy_lecture/9-\346\270\257\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" "b/abupy_lecture/9-\346\270\257\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" index 32aba1f..3451d25 100755 --- "a/abupy_lecture/9-\346\270\257\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" +++ "b/abupy_lecture/9-\346\270\257\350\202\241\345\270\202\345\234\272\347\232\204\345\233\236\346\265\213(ABU\351\207\217\345\214\226\344\275\277\347\224\250\346\226\207\346\241\243).ipynb" @@ -161,7 +161,9 @@ { "cell_type": "code", "execution_count": 5, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple, kl_pd_manger = abu.run_loop_back(read_cash,\n", @@ -557,7 +559,9 @@ { "cell_type": "code", "execution_count": 16, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorBuyXD, BuyCallMixin\n", @@ -621,7 +625,9 @@ { "cell_type": "code", "execution_count": 11, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "buy_factors = [{'xd': 60, 'class': AbuSDBreak}, \n", @@ -631,7 +637,9 @@ { "cell_type": "code", "execution_count": 12, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "# 使用run_loop_back运行策略\n", @@ -862,7 +870,9 @@ { "cell_type": "code", "execution_count": 17, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "from abupy import AbuFactorBuyTD, BuyCallMixin\n", @@ -907,7 +917,9 @@ { "cell_type": "code", "execution_count": 18, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "buy_factors = [{'class': AbuTwoDayBuy, 'poly': 2}]" @@ -923,7 +935,9 @@ { "cell_type": "code", "execution_count": 19, - "metadata": {}, + "metadata": { + "collapsed": true + }, "outputs": [], "source": [ "abu_result_tuple, kl_pd_manger = abu.run_loop_back(read_cash,\n", @@ -1092,9 +1106,9 @@ "[更多阿布量化量化技术文章](http://www.abuquant.com/article)\n", "\n", "\n", - "更多关于量化交易相关请稍后阅读[《量化交易之路》](https://union-click.jd.com/jdc?d=GRFXUK)\n", + "更多关于量化交易相关请阅读[《量化交易之路》](http://www.abuquant.com/books/quantify-trading-road.html)\n", "\n", - "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://union-click.jd.com/jdc?d=ddV9Uw)\n", + "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http://www.abuquant.com/books/machine-learning-road.html)\n", "\n", "更多关于abu量化系统请关注微信公众号: abu_quant\n", "\n",