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Merge remote-tracking branch 'qlib/main' into qlib_register_ops
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@@ -126,17 +126,17 @@ After conversion, users can find their Qlib format data in the directory `~/.qli
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The arguments of `--include_fields` should correspond with the column names of CSV files. The columns names of dataset provided by ``Qlib`` should include open, close, high, low, volume and factor at least.
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- `open`
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The opening price
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The adjusted opening price
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- `close`
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The closing price
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The adjusted closing price
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- `high`
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The highest price
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The adjusted highest price
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- `low`
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The lowest price
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The adjusted lowest price
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- `volume`
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The trading volume
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The adjusted trading volume
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- `factor`
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The Restoration factor
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The Restoration factor. Normally, original_price = adj_price / factor
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In the convention of `Qlib` data processing, `open, close, high, low, volume, money and factor` will be set to NaN if the stock is suspended.
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@@ -296,6 +296,7 @@ The ``Processor`` module in ``Qlib`` is designed to be learnable and it is respo
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- ``RobustZScoreNorm``: `processor` that applies robust z-score normalization.
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- ``CSZScoreNorm``: `processor` that applies cross sectional z-score normalization.
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- ``CSRankNorm``: `processor` that applies cross sectional rank normalization.
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- ``CSZFillna``: `processor` that fills N/A values in a cross sectional way by the mean of the column.
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Users can also create their own `processor` by inheriting the base class of ``Processor``. Please refer to the implementation of all the processors for more information (`Processor Link <https://github.com/microsoft/qlib/blob/main/qlib/data/dataset/processor.py>`_).
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@@ -34,8 +34,9 @@ Here is a general view of the structure of the system:
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- Recorder 2
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- ...
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- ...
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This experiment management system defines a set of interface and provided a concrete implementation based on the machine learning platform: ``MLFlow`` (`link <https://mlflow.org/>`_).
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This experiment management system defines a set of interface and provided a concrete implementation ``MLflowExpManager``, which is based on the machine learning platform: ``MLFlow`` (`link <https://mlflow.org/>`_).
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If users set the implementation of ``ExpManager`` to be ``MLflowExpManager``, they can use the command `mlflow ui` to visualize and check the experiment results. For more information, pleaes refer to the related documents `here <https://www.mlflow.org/docs/latest/cli.html#mlflow-ui>`_.
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Qlib Recorder
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===================
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@@ -91,7 +92,7 @@ Record Template
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The ``RecordTemp`` class is a class that enables generate experiment results such as IC and backtest in a certain format. We have provided three different `Record Template` class:
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- ``SignalRecord``: This class generates the `preidction` results of the model.
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- ``SignalRecord``: This class generates the `prediction` results of the model.
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- ``SigAnaRecord``: This class generates the `IC`, `ICIR`, `Rank IC` and `Rank ICIR` of the model.
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- ``PortAnaRecord``: This class generates the results of `backtest`. The detailed information about `backtest` as well as the available `strategy`, users can refer to `Strategy <../component/strategy.html>`_ and `Backtest <../component/backtest.html>`_.
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@@ -103,6 +103,12 @@ After saving the config into `configuration.yaml`, users could start the workflo
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qrun configuration.yaml
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If users want to use ``qrun`` under debug mode, please use the following command:
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.. code-block:: bash
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python -m pdb qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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.. note::
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`qrun` will be placed in your $PATH directory when installing ``Qlib``.
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