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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 04:20:57 +08:00

Improve the style of documentation (#1132)

This commit improves the documentation (rst files) only in the
following three ways:

* Aligned section headers with their underline/overline punctuation characters

* Deleted all trailling whitespaces in rst files

* Deleted a few trailling newlines at the end of the rst files

Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
This commit is contained in:
YaOzI
2022-07-07 19:42:27 +08:00
committed by GitHub
parent e62684eddf
commit 1dededa33f
29 changed files with 400 additions and 411 deletions

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@@ -1,14 +1,14 @@
.. _pit:
===========================
============================
(P)oint-(I)n-(T)ime Database
===========================
============================
.. currentmodule:: qlib
Introduction
------------
Point-in-time data is a very important consideration when performing any sort of historical market analysis.
Point-in-time data is a very important consideration when performing any sort of historical market analysis.
For example, lets say we are backtesting a trading strategy and we are using the past five years of historical data as our input.
Our model is assumed to trade once a day, at the market close, and well say we are calculating the trading signal for 1 January 2020 in our backtest. At that point, we should only have data for 1 January 2020, 31 December 2019, 30 December 2019 etc.

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@@ -1,12 +1,12 @@
.. _alpha:
===========================
Building Formulaic Alphas
===========================
=========================
Building Formulaic Alphas
=========================
.. currentmodule:: qlib
Introduction
===================
============
In quantitative trading practice, designing novel factors that can explain and predict future asset returns are of vital importance to the profitability of a strategy. Such factors are usually called alpha factors, or alphas in short.
@@ -15,28 +15,28 @@ A formulaic alpha, as the name suggests, is a kind of alpha that can be presente
Building Formulaic Alphas in ``Qlib``
======================================
=====================================
In ``Qlib``, users can easily build formulaic alphas.
Example
-----------------
-------
`MACD`, short for moving average convergence/divergence, is a formulaic alpha used in technical analysis of stock prices. It is designed to reveal changes in the strength, direction, momentum, and duration of a trend in a stock's price.
`MACD` can be presented as the following formula:
.. math::
.. math::
MACD = 2\times (DIF-DEA)
.. note::
`DIF` means Differential value, which is 12-period EMA minus 26-period EMA.
.. math::
DIF = \frac{EMA(CLOSE, 12) - EMA(CLOSE, 26)}{CLOSE}
DIF = \frac{EMA(CLOSE, 12) - EMA(CLOSE, 26)}{CLOSE}
`DEA`means a 9-period EMA of the DIF.
@@ -65,7 +65,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
>> print(df)
feature label
MACD LABEL
datetime instrument
datetime instrument
2010-01-04 SH600000 -0.011547 -0.019672
SH600004 0.002745 -0.014721
SH600006 0.010133 0.002911
@@ -79,7 +79,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
SZ300315 -0.030557 0.012455
Reference
===========
=========
To learn more about ``Data Loader``, please refer to `Data Loader <../component/data.html#data-loader>`_

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@@ -1,26 +1,26 @@
.. _serial:
=================================
=============
Serialization
=================================
=============
.. currentmodule:: qlib
Introduction
===================
``Qlib`` supports dumping the state of ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc. into a disk and reloading them.
============
``Qlib`` supports dumping the state of ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc. into a disk and reloading them.
Serializable Class
========================
==================
``Qlib`` provides a base class ``qlib.utils.serial.Serializable``, whose state can be dumped into or loaded from disk in `pickle` format.
``Qlib`` provides a base class ``qlib.utils.serial.Serializable``, whose state can be dumped into or loaded from disk in `pickle` format.
When users dump the state of a ``Serializable`` instance, the attributes of the instance whose name **does not** start with `_` will be saved on the disk.
However, users can use ``config`` method or override ``default_dump_all`` attribute to prevent this feature.
Users can also override ``pickle_backend`` attribute to choose a pickle backend. The supported value is "pickle" (default and common) and "dill" (dump more things such as function, more information in `here <https://pypi.org/project/dill/>`_).
Example
==========================
``Qlib``'s serializable class includes ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc., which are subclass of ``qlib.utils.serial.Serializable``.
=======
``Qlib``'s serializable class includes ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc., which are subclass of ``qlib.utils.serial.Serializable``.
Specifically, ``qlib.data.dataset.DatasetH`` is one of them. Users can serialize ``DatasetH`` as follows.
.. code-block:: Python
@@ -33,7 +33,7 @@ Specifically, ``qlib.data.dataset.DatasetH`` is one of them. Users can serialize
dataset = pickle.load(file_dataset)
.. note::
Only state of ``DatasetH`` should be saved on the disk, such as some `mean` and `variance` used for data normalization, etc.
Only state of ``DatasetH`` should be saved on the disk, such as some `mean` and `variance` used for data normalization, etc.
After reloading the ``DatasetH``, users need to reinitialize it. It means that users can reset some states of ``DatasetH`` or ``QlibDataHandler`` such as `instruments`, `start_time`, `end_time` and `segments`, etc., and generate new data according to the states (data is not state and should not be saved on the disk).
@@ -41,5 +41,5 @@ A more detailed example is in this `link <https://github.com/microsoft/qlib/tree
API
===================
===
Please refer to `Serializable API <../reference/api.html#module-qlib.utils.serial.Serializable>`_.

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@@ -1,15 +1,15 @@
.. _server:
=================================
=============================
``Online`` & ``Offline`` mode
=================================
=============================
.. currentmodule:: qlib
Introduction
=============
============
``Qlib`` supports ``Online`` mode and ``Offline`` mode. Only the ``Offline`` mode is introduced in this document.
``Qlib`` supports ``Online`` mode and ``Offline`` mode. Only the ``Offline`` mode is introduced in this document.
The ``Online`` mode is designed to solve the following problems:
@@ -18,12 +18,12 @@ The ``Online`` mode is designed to solve the following problems:
- Make the data can be accessed in a remote way.
Qlib-Server
===============
===========
``Qlib-Server`` is the assorted server system for ``Qlib``, which utilizes ``Qlib`` for basic calculations and provides extensive server system and cache mechanism. With QLibServer, the data provided for ``Qlib`` can be managed in a centralized manner. With ``Qlib-Server``, users can use ``Qlib`` in ``Online`` mode.
``Qlib-Server`` is the assorted server system for ``Qlib``, which utilizes ``Qlib`` for basic calculations and provides extensive server system and cache mechanism. With QLibServer, the data provided for ``Qlib`` can be managed in a centralized manner. With ``Qlib-Server``, users can use ``Qlib`` in ``Online`` mode.
Reference
=================
If users are interested in ``Qlib-Server`` and ``Online`` mode, please refer to `Qlib-Server Project <https://github.com/microsoft/qlib-server>`_ and `Qlib-Server Document <https://qlib-server.readthedocs.io/en/latest/>`_.
=========
If users are interested in ``Qlib-Server`` and ``Online`` mode, please refer to `Qlib-Server Project <https://github.com/microsoft/qlib-server>`_ and `Qlib-Server Document <https://qlib-server.readthedocs.io/en/latest/>`_.

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@@ -1,13 +1,13 @@
.. _task_management:
=================================
===============
Task Management
=================================
===============
.. currentmodule:: qlib
Introduction
=============
============
The `Workflow <../component/introduction.html>`_ part introduces how to run research workflow in a loosely-coupled way. But it can only execute one ``task`` when you use ``qrun``.
To automatically generate and execute different tasks, ``Task Management`` provides a whole process including `Task Generating`_, `Task Storing`_, `Task Training`_ and `Task Collecting`_.
@@ -36,7 +36,7 @@ Here is the base class of ``TaskGen``:
This class allows users to verify the effect of data from different periods on the model in one experiment. More information is `here <../reference/api.html#TaskGen>`_.
Task Storing
===============
============
To achieve higher efficiency and the possibility of cluster operation, ``Task Manager`` will store all tasks in `MongoDB <https://www.mongodb.com/>`_.
``TaskManager`` can fetch undone tasks automatically and manage the lifecycle of a set of tasks with error handling.
Users **MUST** finish the configuration of `MongoDB <https://www.mongodb.com/>`_ when using this module.
@@ -57,7 +57,7 @@ Users need to provide the MongoDB URL and database name for using ``TaskManager`
More information of ``Task Manager`` can be found in `here <../reference/api.html#TaskManager>`_.
Task Training
===============
=============
After generating and storing those ``task``, it's time to run the ``task`` which is in the *WAITING* status.
``Qlib`` provides a method called ``run_task`` to run those ``task`` in task pool, however, users can also customize how tasks are executed.
An easy way to get the ``task_func`` is using ``qlib.model.trainer.task_train`` directly.