From d6dd423dc223447dc74f3d7a97b37fec73413323 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Fri, 11 Dec 2020 09:55:37 +0800
Subject: [PATCH 01/23] Update benchmark performance

---
 .github/workflows/test.yml    |  1 -
 examples/benchmarks/README.md | 10 +++++-----
 2 files changed, 5 insertions(+), 6 deletions(-)

diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
index be6f6b75d..64ff99dfe 100644
--- a/.github/workflows/test.yml
+++ b/.github/workflows/test.yml
@@ -26,7 +26,6 @@ jobs:
     - name: Install dependencies
       run:   |
         if [ "$RUNNER_OS" == "Windows" ]; then
-          $CONDA\\python.exe -m pip install --upgrade cython
           $CONDA\\python.exe -m pip install --upgrade cython
           $CONDA\\python.exe -m pip install numpy jupyter jupyter_contrib_nbextensions
           $CONDA\\python.exe -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md
index c561906d6..37677a99e 100644
--- a/examples/benchmarks/README.md
+++ b/examples/benchmarks/README.md
@@ -25,8 +25,8 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
 | XGBoost | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
 | LightGBM | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
 | MLP | Alpha158 | 0.0363±0.00 | 0.2770±0.02| 0.0421±0.00 | 0.3167±0.01 | 0.0856±0.01 | 1.0397±0.12| -0.1134±0.01 |
-| TFT | Alpha158 (with selected 20 features) | 0.0335±0.00 | 0.2009±0.01| 0.0090±0.00 | 0.0553±0.01 | 0.0605±0.01 | 0.5438±0.12| -0.1772±0.03 |
-| GRU | Alpha158 (with selected 20 features) | 0.0313±0.00 | 0.2427±0.01 | 0.0416±0.00 | 0.3370±0.01 | 0.0335±0.01 | 0.4808±0.22 | -0.1112±0.03 |
-| LSTM | Alpha158 (with selected 20 features) | 0.0337±0.01 | 0.2562±0.05 | 0.0427±0.01 | 0.3392±0.04 | 0.0269±0.06 | 0.3385±0.74 | -0.1285±0.04 |
-| ALSTM | Alpha158 (with selected 20 features) | 0.0366±0.00 | 0.2803±0.04 | 0.0478±0.00 | 0.3770±0.02 | 0.0520±0.03 | 0.7115±0.30 | -0.0986±0.01 |
-| GATs | Alpha158 (with selected 20 features) | 0.0355±0.00 | 0.2576±0.02 | 0.0465±0.00 | 0.3585±0.00 | 0.0509±0.02 | 0.7212±0.22 | -0.0821±0.01 |
\ No newline at end of file
+| TFT | Alpha158 (with selected 20 features) | 0.0344±0.00 | 0.2071±0.02| 0.0103±0.00 | 0.0632±0.01 | 0.0638±0.00 | 0.5845±0.8| -0.1754±0.02 |
+| GRU | Alpha158 (with selected 20 features) | 0.0302±0.00 | 0.2353±0.03| 0.0411±0.00 | 0.3309±0.03 | 0.0302±0.02 | 0.4353±0.28| -0.1140±0.02 |
+| LSTM | Alpha158 (with selected 20 features) | 0.0359±0.01 | 0.2774±0.06| 0.0448±0.01 | 0.3597±0.05 | 0.0402±0.03 | 0.5743±0.41| -0.1152±0.03 |
+| ALSTM | Alpha158 (with selected 20 features) | 0.0329±0.01 | 0.2465±0.07| 0.0450±0.01 | 0.3485±0.06 | 0.0288±0.04 | 0.4163±0.50| -0.1269±0.04 |
+| GATs | Alpha158 (with selected 20 features) | 0.0349±0.00 | 0.2526±0.01| 0.0454±0.00 | 0.3531±0.01 | 0.0561±0.01 | 0.7992±0.19| -0.0751±0.02 |
\ No newline at end of file

From bba94d72dc60ba558faef3dff63cbe1c2b62c0f3 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Fri, 11 Dec 2020 14:54:08 +0800
Subject: [PATCH 02/23] Add author names

---
 README.md                         | 18 +++++++++---------
 examples/benchmarks/README.md     | 30 +++++++++++++++---------------
 examples/benchmarks/SFM/README.md |  2 +-
 3 files changed, 25 insertions(+), 25 deletions(-)

diff --git a/README.md b/README.md
index ca91925dc..e39071fdb 100644
--- a/README.md
+++ b/README.md
@@ -191,16 +191,16 @@ The automatic workflow may not suite the research workflow of all Quant research
 # [Quant Model Zoo](examples/benchmarks)
 
 Here is a list of models built on `Qlib`.
-- [GBDT based on LightGBM](qlib/contrib/model/gbdt.py)
-- [GBDT based on Catboost](qlib/contrib/model/catboost_model.py)
-- [GBDT based on XGBoost](qlib/contrib/model/xgboost.py)
+- [GBDT based on LightGBM (Guolin Ke, et al.)](qlib/contrib/model/gbdt.py)
+- [GBDT based on Catboost (Liudmila Prokhorenkova, et al.)](qlib/contrib/model/catboost_model.py)
+- [GBDT based on XGBoost (Tianqi Chen, et al.)](qlib/contrib/model/xgboost.py)
 - [MLP based on pytorch](qlib/contrib/model/pytorch_nn.py)
-- [GRU based on pytorch](qlib/contrib/model/pytorch_gru.py)
-- [LSTM based on pytorcn](qlib/contrib/model/pytorch_lstm.py)
-- [ALSTM based on pytorcn](qlib/contrib/model/pytorch_alstm.py)
-- [GATs based on pytorch](qlib/contrib/model/pytorch_gats.py)
-- [SFM based on pytorch](qlib/contrib/model/pytorch_sfm.py)
-- [TFT based on tensorflow](examples/benchmarks/TFT/tft.py)
+- [GRU based on pytorch (Kyunghyun Cho, et al.)](qlib/contrib/model/pytorch_gru.py)
+- [LSTM based on pytorcn (Sepp Hochreiter, et al.)](qlib/contrib/model/pytorch_lstm.py)
+- [ALSTM based on pytorcn (Yao Qin, et al.)](qlib/contrib/model/pytorch_alstm.py)
+- [GATs based on pytorch (Petar Velickovic, et al.)](qlib/contrib/model/pytorch_gats.py)
+- [SFM based on pytorch (Liheng Zhang, et al.)](qlib/contrib/model/pytorch_sfm.py)
+- [TFT based on tensorflow (Bryan Lim, et al.)](examples/benchmarks/TFT/tft.py)
 
 Your PR of new Quant models is highly welcomed.
 
diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md
index 37677a99e..634c88a7b 100644
--- a/examples/benchmarks/README.md
+++ b/examples/benchmarks/README.md
@@ -8,25 +8,25 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
 | Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |
 |---|---|---|---|---|---|---|---|---|
 | Linear | Alpha360 | 0.0150±0.00 | 0.1049±0.00| 0.0284±0.00 | 0.1970±0.00 | -0.0655±0.00 | -0.6985±0.00| -0.2961±0.00 |
-| CatBoost | Alpha360 | 0.0397±0.00 | 0.2878±0.00| 0.0470±0.00 | 0.3703±0.00 | 0.0342±0.00 | 0.4092±0.00| -0.1057±0.00 |
-| XGBoost | Alpha360 | 0.0400±0.00 | 0.3031±0.00| 0.0461±0.00 | 0.3862±0.00 | 0.0528±0.00 | 0.6307±0.00| -0.1113±0.00 |
-| LightGBM | Alpha360 | 0.0399±0.00 | 0.3075±0.00| 0.0492±0.00 | 0.4019±0.00 | 0.0323±0.00 | 0.4370±0.00| -0.0917±0.00 |
+| CatBoost (Liudmila Prokhorenkova, et al.) | Alpha360 | 0.0397±0.00 | 0.2878±0.00| 0.0470±0.00 | 0.3703±0.00 | 0.0342±0.00 | 0.4092±0.00| -0.1057±0.00 |
+| XGBoost (Tianqi Chen, et al.) | Alpha360 | 0.0400±0.00 | 0.3031±0.00| 0.0461±0.00 | 0.3862±0.00 | 0.0528±0.00 | 0.6307±0.00| -0.1113±0.00 |
+| LightGBM (Guolin Ke, et al.) | Alpha360 | 0.0399±0.00 | 0.3075±0.00| 0.0492±0.00 | 0.4019±0.00 | 0.0323±0.00 | 0.4370±0.00| -0.0917±0.00 |
 | MLP | Alpha360 | 0.0253±0.01 | 0.1954±0.05| 0.0329±0.00 | 0.2687±0.04 | 0.0161±0.01 | 0.1989±0.19| -0.1275±0.03 |
-| GRU | Alpha360 | 0.0503±0.01 | 0.3946±0.06| 0.0588±0.00 | 0.4737±0.05 | 0.0799±0.02 | 1.0940±0.26| -0.0810±0.03 |
-| LSTM | Alpha360 | 0.0466±0.01 | 0.3644±0.06| 0.0555±0.00 | 0.4451±0.04 | 0.0783±0.05 | 1.0539±0.65| -0.0844±0.03 |
-| ALSTM | Alpha360 | 0.0472±0.00 | 0.3558±0.04| 0.0577±0.00 | 0.4522±0.04 | 0.0522±0.02 | 0.7090±0.32| -0.1059±0.03 |
-| GATs | Alpha360 | 0.0480±0.00 | 0.3555±0.02| 0.0598±0.00 | 0.4616±0.01 | 0.0857±0.03 | 1.1317±0.42| -0.0917±0.01 |
+| GRU (Kyunghyun Cho, et al.) | Alpha360 | 0.0503±0.01 | 0.3946±0.06| 0.0588±0.00 | 0.4737±0.05 | 0.0799±0.02 | 1.0940±0.26| -0.0810±0.03 |
+| LSTM (Sepp Hochreiter, et al.) | Alpha360 | 0.0466±0.01 | 0.3644±0.06| 0.0555±0.00 | 0.4451±0.04 | 0.0783±0.05 | 1.0539±0.65| -0.0844±0.03 |
+| ALSTM (Yao Qin, et al.) | Alpha360 | 0.0472±0.00 | 0.3558±0.04| 0.0577±0.00 | 0.4522±0.04 | 0.0522±0.02 | 0.7090±0.32| -0.1059±0.03 |
+| GATs (Petar Velickovic, et al.) | Alpha360 | 0.0480±0.00 | 0.3555±0.02| 0.0598±0.00 | 0.4616±0.01 | 0.0857±0.03 | 1.1317±0.42| -0.0917±0.01 |
 
 ## Alpha158 dataset
 | Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |
 |---|---|---|---|---|---|---|---|---|
 | Linear | Alpha158 | 0.0393±0.00 | 0.2980±0.00| 0.0475±0.00 | 0.3546±0.00 | 0.0795±0.00 | 1.0712±0.00| -0.1449±0.00 |
-| CatBoost | Alpha158 | 0.0503±0.00 | 0.3586±0.00| 0.0483±0.00 | 0.3667±0.00 | 0.1080±0.00 | 1.1567±0.00| -0.0787±0.00 |
-| XGBoost | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
-| LightGBM | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
+| CatBoost (Liudmila Prokhorenkova, et al.) | Alpha158 | 0.0503±0.00 | 0.3586±0.00| 0.0483±0.00 | 0.3667±0.00 | 0.1080±0.00 | 1.1567±0.00| -0.0787±0.00 |
+| XGBoost (Tianqi Chen, et al.) | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
+| LightGBM (Guolin Ke, et al.) | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
 | MLP | Alpha158 | 0.0363±0.00 | 0.2770±0.02| 0.0421±0.00 | 0.3167±0.01 | 0.0856±0.01 | 1.0397±0.12| -0.1134±0.01 |
-| TFT | Alpha158 (with selected 20 features) | 0.0344±0.00 | 0.2071±0.02| 0.0103±0.00 | 0.0632±0.01 | 0.0638±0.00 | 0.5845±0.8| -0.1754±0.02 |
-| GRU | Alpha158 (with selected 20 features) | 0.0302±0.00 | 0.2353±0.03| 0.0411±0.00 | 0.3309±0.03 | 0.0302±0.02 | 0.4353±0.28| -0.1140±0.02 |
-| LSTM | Alpha158 (with selected 20 features) | 0.0359±0.01 | 0.2774±0.06| 0.0448±0.01 | 0.3597±0.05 | 0.0402±0.03 | 0.5743±0.41| -0.1152±0.03 |
-| ALSTM | Alpha158 (with selected 20 features) | 0.0329±0.01 | 0.2465±0.07| 0.0450±0.01 | 0.3485±0.06 | 0.0288±0.04 | 0.4163±0.50| -0.1269±0.04 |
-| GATs | Alpha158 (with selected 20 features) | 0.0349±0.00 | 0.2526±0.01| 0.0454±0.00 | 0.3531±0.01 | 0.0561±0.01 | 0.7992±0.19| -0.0751±0.02 |
\ No newline at end of file
+| TFT (Bryan Lim, et al.) | Alpha158 (with selected 20 features) | 0.0344±0.00 | 0.2071±0.02| 0.0103±0.00 | 0.0632±0.01 | 0.0638±0.00 | 0.5845±0.08| -0.1754±0.02 |
+| GRU (Kyunghyun Cho, et al.) | Alpha158 (with selected 20 features) | 0.0302±0.00 | 0.2353±0.03| 0.0411±0.00 | 0.3309±0.03 | 0.0302±0.02 | 0.4353±0.28| -0.1140±0.02 |
+| LSTM (Sepp Hochreiter, et al.) | Alpha158 (with selected 20 features) | 0.0359±0.01 | 0.2774±0.06| 0.0448±0.01 | 0.3597±0.05 | 0.0402±0.03 | 0.5743±0.41| -0.1152±0.03 |
+| ALSTM (Yao Qin, et al.) | Alpha158 (with selected 20 features) | 0.0329±0.01 | 0.2465±0.07| 0.0450±0.01 | 0.3485±0.06 | 0.0288±0.04 | 0.4163±0.50| -0.1269±0.04 |
+| GATs (Petar Velickovic, et al.) | Alpha158 (with selected 20 features) | 0.0349±0.00 | 0.2526±0.01| 0.0454±0.00 | 0.3531±0.01 | 0.0561±0.01 | 0.7992±0.19| -0.0751±0.02 |
\ No newline at end of file
diff --git a/examples/benchmarks/SFM/README.md b/examples/benchmarks/SFM/README.md
index 5f74c15d2..ff54145af 100644
--- a/examples/benchmarks/SFM/README.md
+++ b/examples/benchmarks/SFM/README.md
@@ -1,3 +1,3 @@
 # State-Frequency-Memory
 - State Frequency Memory (SFM) is a novel recurrent network that uses Discrete Fourier Transform to decompose the hidden states of memory cells and capture the multi-frequency trading patterns from past market data to make stock price predictions. 
-- Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. [https://www.cs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.](https://www.cs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.)
\ No newline at end of file
+- Paper: Stock Price Prediction via Discovering Multi-Frequency Trading Patterns. [http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf.](http://www.eecs.ucf.edu/~gqi/publications/kdd2017_stock.pdf)
\ No newline at end of file

From 8ea45802df084f17dc50084903dd30307a2ddb8c Mon Sep 17 00:00:00 2001
From: you-n-g <you-n-g@users.noreply.github.com>
Date: Sat, 12 Dec 2020 14:04:21 +0800
Subject: [PATCH 03/23] Update README.md

---
 README.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/README.md b/README.md
index e39071fdb..f2186c2af 100644
--- a/README.md
+++ b/README.md
@@ -71,6 +71,8 @@ Users can easily install ``Qlib`` by pip according to the following command
   pip install pyqlib
 ```
 
+**NOTE**: pip will install latest stable qlib. However the main branch of qlib is in active development. If you want to test the latest scripts or functions in main branch. Please install qlib with the methods below.
+
 Also, users can install ``Qlib`` by the source code according to the following steps:
 
 * Before installing ``Qlib`` from source, users need to install some dependencies:

From b0e7a856010c0b9f41b3d296df26df6f077c3884 Mon Sep 17 00:00:00 2001
From: bxdd <bxd98@126.com>
Date: Sat, 12 Dec 2020 08:34:52 +0000
Subject: [PATCH 04/23] update readme

---
 README.md | 25 +++++++++++++++----------
 1 file changed, 15 insertions(+), 10 deletions(-)

diff --git a/README.md b/README.md
index f2186c2af..41ea11cbe 100644
--- a/README.md
+++ b/README.md
@@ -71,9 +71,9 @@ Users can easily install ``Qlib`` by pip according to the following command
   pip install pyqlib
 ```
 
-**NOTE**: pip will install latest stable qlib. However the main branch of qlib is in active development. If you want to test the latest scripts or functions in main branch. Please install qlib with the methods below.
+**NOTE**: pip will install the latest stable qlib. However, the main branch of qlib is in active development. If you want to test the latest scripts or functions in the main branch. Please install qlib with the methods below.
 
-Also, users can install ``Qlib`` by the source code according to the following steps:
+Also, users can install the latest developed ``Qlib`` by the source code according to the following steps:
 
 * Before installing ``Qlib`` from source, users need to install some dependencies:
 
@@ -81,15 +81,20 @@ Also, users can install ``Qlib`` by the source code according to the following s
   pip install numpy
   pip install --upgrade  cython
   ```
-  **Note**: please pay attention that installing cython in Python 3.6 will raise some error when installing ``Qlib`` from source. If users use Python 3.6 on their machines, it is recommended to *upgrade* Python to version 3.7 or use `conda`'s Python to install ``Qlib`` from source.
-
-* Clone the repository and install ``Qlib``:
-
-  ```bash
-  git clone https://github.com/microsoft/qlib.git && cd qlib
-  python setup.py install
-  ```
+  **Note**: Please pay attention that installing cython in Python 3.6 will raise some error when installing ``Qlib`` from source. If users use Python 3.6 on their machines, it is recommended to *upgrade* Python to version 3.7 or use `conda`'s Python to install ``Qlib`` from source.
 
+* Clone the repository and install ``Qlib`` as follows.
+  * If you haven't installed qlib by the command ``pip install pyqlib`` before:
+    ```bash
+    git clone https://github.com/microsoft/qlib.git && cd qlib
+    python setup.py install
+    ```
+  * If you have installed the stable by the command ``pip install pyqlib``:
+    ```bash
+    git clone https://github.com/microsoft/qlib.git && cd qlib
+    pip install .
+    ```
+  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't** do.
 
 ## Data Preparation
 Load and prepare data by running the following code:

From 9d19294f159ca02ac90e84b580ed09f880acf1e0 Mon Sep 17 00:00:00 2001
From: bxdd <bxd98@126.com>
Date: Sat, 12 Dec 2020 08:42:25 +0000
Subject: [PATCH 05/23] update Note

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 41ea11cbe..b4fb14e1f 100644
--- a/README.md
+++ b/README.md
@@ -71,7 +71,7 @@ Users can easily install ``Qlib`` by pip according to the following command
   pip install pyqlib
 ```
 
-**NOTE**: pip will install the latest stable qlib. However, the main branch of qlib is in active development. If you want to test the latest scripts or functions in the main branch. Please install qlib with the methods below.
+**Note**: pip will install the latest stable qlib. However, the main branch of qlib is in active development. If you want to test the latest scripts or functions in the main branch. Please install qlib with the methods below.
 
 Also, users can install the latest developed ``Qlib`` by the source code according to the following steps:
 

From e49b59032204b46db0fad6bfdc34b0f2e5cb9df7 Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Sat, 12 Dec 2020 09:51:52 +0000
Subject: [PATCH 06/23] Release qlib 0.6.1

---
 README.md        | 6 +++---
 qlib/__init__.py | 2 +-
 setup.py         | 2 +-
 3 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/README.md b/README.md
index b4fb14e1f..121d88f4f 100644
--- a/README.md
+++ b/README.md
@@ -73,7 +73,7 @@ Users can easily install ``Qlib`` by pip according to the following command
 
 **Note**: pip will install the latest stable qlib. However, the main branch of qlib is in active development. If you want to test the latest scripts or functions in the main branch. Please install qlib with the methods below.
 
-Also, users can install the latest developed ``Qlib`` by the source code according to the following steps:
+Also, users can install the latest dev version ``Qlib`` by the source code according to the following steps:
 
 * Before installing ``Qlib`` from source, users need to install some dependencies:
 
@@ -89,12 +89,12 @@ Also, users can install the latest developed ``Qlib`` by the source code accordi
     git clone https://github.com/microsoft/qlib.git && cd qlib
     python setup.py install
     ```
-  * If you have installed the stable by the command ``pip install pyqlib``:
+  * If you have already installed the stable version by the command ``pip install pyqlib``:
     ```bash
     git clone https://github.com/microsoft/qlib.git && cd qlib
     pip install .
     ```
-  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't** do.
+  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't**.
 
 ## Data Preparation
 Load and prepare data by running the following code:
diff --git a/qlib/__init__.py b/qlib/__init__.py
index f79b8c4f5..a637b8e3a 100644
--- a/qlib/__init__.py
+++ b/qlib/__init__.py
@@ -2,7 +2,7 @@
 # Licensed under the MIT License.
 
 
-__version__ = "0.6.0.dev"
+__version__ = "0.6.1"
 
 
 import os
diff --git a/setup.py b/setup.py
index 065e30605..dc67f71c0 100644
--- a/setup.py
+++ b/setup.py
@@ -11,7 +11,7 @@ NAME = "pyqlib"
 DESCRIPTION = "A Quantitative-research Platform"
 REQUIRES_PYTHON = ">=3.5.0"
 
-VERSION = "0.6.0.dev"
+VERSION = "0.6.1"
 
 # Detect Cython
 try:

From e2bdef7ffef91624b36a306303d5b1902f472b43 Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Sat, 12 Dec 2020 10:09:18 +0000
Subject: [PATCH 07/23] update version number to dev

---
 qlib/__init__.py | 2 +-
 setup.py         | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/qlib/__init__.py b/qlib/__init__.py
index a637b8e3a..98920ed04 100644
--- a/qlib/__init__.py
+++ b/qlib/__init__.py
@@ -2,7 +2,7 @@
 # Licensed under the MIT License.
 
 
-__version__ = "0.6.1"
+__version__ = "0.6.1.dev"
 
 
 import os
diff --git a/setup.py b/setup.py
index dc67f71c0..109a6b032 100644
--- a/setup.py
+++ b/setup.py
@@ -11,7 +11,7 @@ NAME = "pyqlib"
 DESCRIPTION = "A Quantitative-research Platform"
 REQUIRES_PYTHON = ">=3.5.0"
 
-VERSION = "0.6.1"
+VERSION = "0.6.1.dev"
 
 # Detect Cython
 try:

From c8f9b1162d1c63bdc9b87e21e2c2ce7709162040 Mon Sep 17 00:00:00 2001
From: bxdd <45119470+bxdd@users.noreply.github.com>
Date: Sat, 12 Dec 2020 19:01:00 +0800
Subject: [PATCH 08/23] Update README.md

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 121d88f4f..1fa3f8cc7 100644
--- a/README.md
+++ b/README.md
@@ -94,7 +94,7 @@ Also, users can install the latest dev version ``Qlib`` by the source code accor
     git clone https://github.com/microsoft/qlib.git && cd qlib
     pip install .
     ```
-  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't**.
+  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't** do.
 
 ## Data Preparation
 Load and prepare data by running the following code:

From 422d1d8c932abcaf5a3d9b8eb73a22765809c69e Mon Sep 17 00:00:00 2001
From: bxdd <45119470+bxdd@users.noreply.github.com>
Date: Sat, 12 Dec 2020 19:41:16 +0800
Subject: [PATCH 09/23] Update README.md

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 1fa3f8cc7..fdb3267c4 100644
--- a/README.md
+++ b/README.md
@@ -94,7 +94,7 @@ Also, users can install the latest dev version ``Qlib`` by the source code accor
     git clone https://github.com/microsoft/qlib.git && cd qlib
     pip install .
     ```
-  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, which the command ``python setup.py install`` **can't** do.
+  **Note**: **Only** the command ``pip install .`` **can** overwrite the stable version installed by ``pip install pyqlib``, while the command ``python setup.py install`` **can't**.
 
 ## Data Preparation
 Load and prepare data by running the following code:

From 1bab07e419c9a6bc42f4f7bdcf86b6c922a1718b Mon Sep 17 00:00:00 2001
From: you-n-g <you-n-g@users.noreply.github.com>
Date: Sun, 13 Dec 2020 22:45:07 +0800
Subject: [PATCH 10/23] Update README.md

---
 README.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index fdb3267c4..5d65aa579 100644
--- a/README.md
+++ b/README.md
@@ -138,10 +138,10 @@ Users could create the same dataset with it.
 ## Auto Quant Research Workflow
 Qlib provides a tool named `qrun` to run the whole workflow automatically (including building dataset, training models, backtest and evaluation). You can start an auto quant research workflow and have a graphical reports analysis according to the following steps: 
 
-1. Quant Research Workflow: Run  `qrun` with lightgbm workflow config ([workflow_config_lightgbm.yaml](examples/benchmarks/LightGBM/workflow_config_lightgbm.yaml)) as following.
+1. Quant Research Workflow: Run  `qrun` with lightgbm workflow config ([workflow_config_lightgbm_Alpha158.yaml](examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml) as following.
     ```bash
       cd examples  # Avoid running program under the directory contains `qlib`
-      qrun benchmarks/LightGBM/workflow_config_lightgbm.yaml
+      qrun benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
     ```
     The result of `qrun` is as follows, please refer to please refer to [Intraday Trading](https://qlib.readthedocs.io/en/latest/component/backtest.html) for more details about the result. 
 

From ea4fe1577b843f27f4d3fce2c1b0cf29d423f1a0 Mon Sep 17 00:00:00 2001
From: you-n-g <you-n-g@users.noreply.github.com>
Date: Mon, 14 Dec 2020 13:05:12 +0800
Subject: [PATCH 11/23] Update README.md

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 5d65aa579..701006992 100644
--- a/README.md
+++ b/README.md
@@ -65,7 +65,7 @@ This quick start guide tries to demonstrate
 
 ## Installation
 
-Users can easily install ``Qlib`` by pip according to the following command
+Users can easily install ``Qlib`` by pip according to the following command(Currently, Qlib only support Python 3.6, 3.7 and 3.8). 
 
 ```bash
   pip install pyqlib

From c217e7c479a09eb41a57f9f26a23dcf0ad2332c5 Mon Sep 17 00:00:00 2001
From: Yifan Deng <dyfmail@whu.edu.cn>
Date: Mon, 14 Dec 2020 01:35:03 +0800
Subject: [PATCH 12/23] Update ops.py

Fix the bug when Sign followed by True/False
---
 qlib/data/ops.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/qlib/data/ops.py b/qlib/data/ops.py
index e17c0e4e6..72cfa4520 100644
--- a/qlib/data/ops.py
+++ b/qlib/data/ops.py
@@ -143,6 +143,11 @@ class Sign(ElemOperator):
     def __init__(self, feature):
         super(Sign, self).__init__(feature, "sign")
 
+    def _load_internal(self, instrument, start_index, end_index, freq):
+        series = self.feature.load(instrument, start_index, end_index, freq)
+        series = series.astype(np.float32)
+        return getattr(np, self.func)(series)
+
 
 class Log(ElemOperator):
     """Feature Log

From 6b8824dd298c33872a1364057204b5871b79444a Mon Sep 17 00:00:00 2001
From: "Yifan Deng (FA Talent)" <v-yifand@microsoft.com>
Date: Mon, 14 Dec 2020 16:09:21 +0800
Subject: [PATCH 13/23] Update Sign in ops.py

---
 qlib/data/ops.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/qlib/data/ops.py b/qlib/data/ops.py
index 72cfa4520..8c7699fb8 100644
--- a/qlib/data/ops.py
+++ b/qlib/data/ops.py
@@ -144,7 +144,11 @@ class Sign(ElemOperator):
         super(Sign, self).__init__(feature, "sign")
 
     def _load_internal(self, instrument, start_index, end_index, freq):
+        """
+        To avoid error raised by bool type input, we transform the data into float32.
+        """
         series = self.feature.load(instrument, start_index, end_index, freq)
+        # TODO:  More precision types should be configurable
         series = series.astype(np.float32)
         return getattr(np, self.func)(series)
 

From cb0b6fcdaa727f70f76eef22018e1d00dc1f5f41 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Mon, 14 Dec 2020 18:08:24 +0800
Subject: [PATCH 14/23] Update CI and script

---
 .github/workflows/test.yml | 86 ++++++++++++++++++++++++--------------
 examples/run_all_model.py  |  3 +-
 2 files changed, 56 insertions(+), 33 deletions(-)

diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
index 64ff99dfe..637b0c291 100644
--- a/.github/workflows/test.yml
+++ b/.github/workflows/test.yml
@@ -22,9 +22,58 @@ jobs:
       uses: actions/setup-python@v2
       with:
         python-version: ${{ matrix.python-version }}
+
+    - name: Lint with Black
+      run: |
+        cd ..
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m pip install black
+          $CONDA\\python.exe -m black qlib -l 120 --check --diff
+        else
+          sudo $CONDA/bin/python -m pip install black
+          $CONDA/bin/python -m black qlib -l 120 --check --diff
+        fi
+      shell: bash
+
+    # Test Qlib installed with pip
+    - name: Install Qlib with pip
+      run: |
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe -m pip install pyqlib --ignore-installed ruamel.yaml --user
+        else
+          sudo $CONDA/bin/python -m pip install pyqlib --ignore-installed ruamel.yaml
+        fi
+      shell: bash
     
-    - name: Install dependencies
-      run:   |
+    - name: Install Lightgbm for MacOS
+      if: runner.os == 'macOS'
+      run: |
+        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
+        HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
+
+    - name: Test data downloads
+      run: |
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        else
+          $CONDA/bin/python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+        fi
+      shell: bash
+
+    - name: Test workflow by config (install from pip)
+      run: |
+        if [ "$RUNNER_OS" == "Windows" ]; then
+          $CONDA\\python.exe qlib\\workflow\\cli.py examples\\benchmarks\\LightGBM\\workflow_config_lightgbm_Alpha158.yaml 
+          $CONDA\\python.exe -m pip uninstall -y pyqlib
+        else
+          $CONDA/bin/python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml 
+          sudo $CONDA/bin/python -m pip uninstall -y pyqlib
+        fi
+      shell: bash
+      
+    # Test Qlib installed from source
+    - name: Install Qlib from source
+      run: |
         if [ "$RUNNER_OS" == "Windows" ]; then
           $CONDA\\python.exe -m pip install --upgrade cython
           $CONDA\\python.exe -m pip install numpy jupyter jupyter_contrib_nbextensions
@@ -36,13 +85,7 @@ jobs:
           sudo $CONDA/bin/python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
           sudo $CONDA/bin/python setup.py install
         fi
-      shell: bash        
-
-    - name: Install Lightgbm for MacOS
-      if: runner.os == 'macOS'
-      run: |
-        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Microsoft/qlib/main/.github/brew_install.sh)"
-        HOMEBREW_NO_AUTO_UPDATE=1 brew install lightgbm
+      shell: bash
 
     - name: Install test dependencies
       run: |
@@ -54,16 +97,6 @@ jobs:
           sudo $CONDA/bin/python -m pip install black pytest
         fi
       shell: bash 
-        
-    - name: Lint with Black
-      run: |
-        cd ..
-        if [ "$RUNNER_OS" == "Windows" ]; then
-          $CONDA\\python.exe -m black qlib -l 120 --check --diff
-        else
-          $CONDA/bin/python -m black qlib -l 120 --check --diff
-        fi
-      shell: bash 
 
     - name: Unit tests with Pytest
       run: |
@@ -73,22 +106,13 @@ jobs:
         else
           $CONDA/bin/python -m pytest . --durations=0
         fi
-      shell: bash 
+      shell: bash
 
-    - name: Test data downloads
-      run: |
-        if [ "$RUNNER_OS" == "Windows" ]; then
-          $CONDA\\python.exe scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
-        else
-          $CONDA/bin/python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
-        fi
-      shell: bash 
-
-    - name: Test workflow by config
+    - name: Test workflow by config (install from source)
       run: |
         if [ "$RUNNER_OS" == "Windows" ]; then
           $CONDA\\python.exe qlib\\workflow\\cli.py examples\\benchmarks\\LightGBM\\workflow_config_lightgbm_Alpha158.yaml 
         else
           $CONDA/bin/python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml 
         fi
-      shell: bash
+      shell: bash
\ No newline at end of file
diff --git a/examples/run_all_model.py b/examples/run_all_model.py
index 505a20bcb..31a82a569 100644
--- a/examples/run_all_model.py
+++ b/examples/run_all_model.py
@@ -68,10 +68,9 @@ def only_allow_defined_args(function_to_decorate):
 def handler(signum, frame):
     os.system("kill -9 %d" % os.getpid())
 
-
-signal.signal(signal.SIGTSTP, handler)
 signal.signal(signal.SIGINT, handler)
 
+
 # function to calculate the mean and std of a list in the results dictionary
 def cal_mean_std(results) -> dict:
     mean_std = dict()

From 8f6ab0af54dcb7bbbc0f11f3ecebd7496a164743 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Mon, 14 Dec 2020 18:11:12 +0800
Subject: [PATCH 15/23] Format

---
 examples/run_all_model.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/examples/run_all_model.py b/examples/run_all_model.py
index 31a82a569..d587eff15 100644
--- a/examples/run_all_model.py
+++ b/examples/run_all_model.py
@@ -68,6 +68,7 @@ def only_allow_defined_args(function_to_decorate):
 def handler(signum, frame):
     os.system("kill -9 %d" % os.getpid())
 
+
 signal.signal(signal.SIGINT, handler)
 
 

From 3d47dd78c880f2ae0428e445411694773329ad86 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Maciej=20Domaga=C5=82a?=
 <54290898+maciejdomagala@users.noreply.github.com>
Date: Tue, 15 Dec 2020 09:19:42 +0100
Subject: [PATCH 16/23] Typo fix

---
 docs/component/recorder.rst | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/component/recorder.rst b/docs/component/recorder.rst
index baf12448b..baf8f2bca 100644
--- a/docs/component/recorder.rst
+++ b/docs/component/recorder.rst
@@ -91,7 +91,7 @@ Record Template
 
 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:
 
-- ``SignalRecord``: This class generates the `preidction` results of the model.
+- ``SignalRecord``: This class generates the `prediction` results of the model.
 - ``SigAnaRecord``: This class generates the `IC`, `ICIR`, `Rank IC` and `Rank ICIR` of the model.
 - ``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>`_.
 

From 911edd78393b736959c0aff2f9f6eeae60c52570 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Tue, 15 Dec 2020 17:32:16 +0800
Subject: [PATCH 17/23] Add stale bot

---
 .github/stale.yml | 62 +++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 62 insertions(+)
 create mode 100644 .github/stale.yml

diff --git a/.github/stale.yml b/.github/stale.yml
new file mode 100644
index 000000000..3d025c987
--- /dev/null
+++ b/.github/stale.yml
@@ -0,0 +1,62 @@
+# Configuration for probot-stale - https://github.com/probot/stale
+
+# Number of days of inactivity before an Issue or Pull Request becomes stale
+daysUntilStale: 60
+
+# Number of days of inactivity before an Issue or Pull Request with the stale label is closed.
+# Set to false to disable. If disabled, issues still need to be closed manually, but will remain marked as stale.
+daysUntilClose: 7
+
+# Only issues or pull requests with all of these labels are check if stale. Defaults to `[]` (disabled)
+onlyLabels: []
+
+# Issues or Pull Requests with these labels will never be considered stale. Set to `[]` to disable
+exemptLabels:
+  - bug
+  - pinned
+  - security
+  - "[Status] Maybe Later"
+
+# Set to true to ignore issues in a project (defaults to false)
+exemptProjects: false
+
+# Set to true to ignore issues in a milestone (defaults to false)
+exemptMilestones: false
+
+# Set to true to ignore issues with an assignee (defaults to false)
+exemptAssignees: false
+
+# Label to use when marking as stale
+staleLabel: wontfix
+
+# Comment to post when marking as stale. Set to `false` to disable
+markComment: >
+  This issue has been automatically marked as stale because it has not had
+  recent activity. It will be closed if no further activity occurs. Thank you
+  for your contributions.
+
+# Comment to post when removing the stale label.
+# unmarkComment: >
+#   Your comment here.
+
+# Comment to post when closing a stale Issue or Pull Request.
+# closeComment: >
+#   Your comment here.
+
+# Limit the number of actions per hour, from 1-30. Default is 30
+limitPerRun: 30
+
+# Limit to only `issues` or `pulls`
+# only: issues
+
+# Optionally, specify configuration settings that are specific to just 'issues' or 'pulls':
+# pulls:
+#   daysUntilStale: 30
+#   markComment: >
+#     This pull request has been automatically marked as stale because it has not had
+#     recent activity. It will be closed if no further activity occurs. Thank you
+#     for your contributions.
+
+# issues:
+#   exemptLabels:
+#     - confirmed
\ No newline at end of file

From 192c2dc5ef5fea3b2cd24efca51d95e72012401f Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Tue, 15 Dec 2020 16:15:33 +0800
Subject: [PATCH 18/23] Add demo

---
 README.md            |  7 +++++--
 docs/_static/demo.sh | 12 ++++++++++++
 2 files changed, 17 insertions(+), 2 deletions(-)
 create mode 100644 docs/_static/demo.sh

diff --git a/README.md b/README.md
index 701006992..2ae36827e 100644
--- a/README.md
+++ b/README.md
@@ -61,7 +61,10 @@ At the module level, Qlib is a platform that consists of the above components. T
 
 This quick start guide tries to demonstrate
 1. It's very easy to build a complete Quant research workflow and try your ideas with _Qlib_.
-1. Though with *public data* and *simple models*, machine learning technologies **work very well** in practical Quant investment.
+2. Though with *public data* and *simple models*, machine learning technologies **work very well** in practical Quant investment.
+
+Here is a quick **[demo](https://terminalizer.com/view/3f24561a4470)** shows how to install ``Qlib``, and run LightGBM with ``qrun``. **But**, please make sure you have already prepared the data following the [instruction](#data-preparation).
+
 
 ## Installation
 
@@ -303,4 +306,4 @@ provided by the bot. You will only need to do this once across all repos using o
 
 This project has adopted the [Microsoft Open Source Code of Conduct](https://opensource.microsoft.com/codeofconduct/).
 For more information see the [Code of Conduct FAQ](https://opensource.microsoft.com/codeofconduct/faq/) or
-contact [opencode@microsoft.com](mailto:opencode@microsoft.com) with any additional questions or comments.
+contact [opencode@microsoft.com](mailto:opencode@microsoft.com) with any additional questions or comments.
\ No newline at end of file
diff --git a/docs/_static/demo.sh b/docs/_static/demo.sh
new file mode 100644
index 000000000..bd2367a92
--- /dev/null
+++ b/docs/_static/demo.sh
@@ -0,0 +1,12 @@
+#!/bin/sh
+git clone https://github.com/microsoft/qlib.git
+cd qlib
+ls
+pip install pyqlib
+# or
+# pip install numpy
+# pip install --upgrade cython
+# python setup.py install
+cd examples
+ls
+qrun benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
\ No newline at end of file

From 3f85af05e5a2da0d2f37f1428248a52f3de837a6 Mon Sep 17 00:00:00 2001
From: G_will <g_will@ieqi.com>
Date: Tue, 15 Dec 2020 10:50:17 +0800
Subject: [PATCH 19/23] Refactor to Python3 style

---
 examples/benchmarks/TFT/expt_settings/configs.py | 2 +-
 examples/benchmarks/TFT/libs/tft_model.py        | 6 +++---
 qlib/contrib/backtest/__init__.py                | 1 -
 qlib/contrib/model/pytorch_nn.py                 | 2 +-
 qlib/contrib/model/pytorch_sfm.py                | 2 +-
 qlib/contrib/online/operator.py                  | 2 +-
 qlib/contrib/report/graph.py                     | 4 ++--
 qlib/contrib/tuner/config.py                     | 6 +++---
 qlib/contrib/tuner/pipeline.py                   | 2 +-
 qlib/contrib/tuner/tuner.py                      | 2 +-
 qlib/data/_libs/expanding.pyx                    | 2 +-
 qlib/data/_libs/rolling.pyx                      | 2 +-
 qlib/data/cache.py                               | 6 +++---
 qlib/data/client.py                              | 2 +-
 qlib/log.py                                      | 2 +-
 qlib/portfolio/optimizer.py                      | 2 +-
 qlib/utils/__init__.py                           | 2 +-
 17 files changed, 23 insertions(+), 24 deletions(-)

diff --git a/examples/benchmarks/TFT/expt_settings/configs.py b/examples/benchmarks/TFT/expt_settings/configs.py
index 6aef0c395..62aa68c38 100644
--- a/examples/benchmarks/TFT/expt_settings/configs.py
+++ b/examples/benchmarks/TFT/expt_settings/configs.py
@@ -25,7 +25,7 @@ import os
 import data_formatters.qlib_Alpha158
 
 
-class ExperimentConfig(object):
+class ExperimentConfig:
     """Defines experiment configs and paths to outputs.
 
     Attributes:
diff --git a/examples/benchmarks/TFT/libs/tft_model.py b/examples/benchmarks/TFT/libs/tft_model.py
index 658bae60f..b39f17825 100644
--- a/examples/benchmarks/TFT/libs/tft_model.py
+++ b/examples/benchmarks/TFT/libs/tft_model.py
@@ -320,7 +320,7 @@ class InterpretableMultiHeadAttention:
         return outputs, attn
 
 
-class TFTDataCache(object):
+class TFTDataCache:
     """Caches data for the TFT."""
 
     _data_cache = {}
@@ -348,7 +348,7 @@ class TFTDataCache(object):
 
 
 # TFT model definitions.
-class TemporalFusionTransformer(object):
+class TemporalFusionTransformer:
     """Defines Temporal Fusion Transformer.
 
     Attributes:
@@ -972,7 +972,7 @@ class TemporalFusionTransformer(object):
             valid_quantiles = self.quantiles
             output_size = self.output_size
 
-            class QuantileLossCalculator(object):
+            class QuantileLossCalculator:
                 """Computes the combined quantile loss for prespecified quantiles.
 
                 Attributes:
diff --git a/qlib/contrib/backtest/__init__.py b/qlib/contrib/backtest/__init__.py
index 31746819c..6fcdf2142 100644
--- a/qlib/contrib/backtest/__init__.py
+++ b/qlib/contrib/backtest/__init__.py
@@ -1,7 +1,6 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-# -*- coding: utf-8 -*-
 from .order import Order
 from .account import Account
 from .position import Position
diff --git a/qlib/contrib/model/pytorch_nn.py b/qlib/contrib/model/pytorch_nn.py
index 308494443..a41eeabbb 100644
--- a/qlib/contrib/model/pytorch_nn.py
+++ b/qlib/contrib/model/pytorch_nn.py
@@ -296,7 +296,7 @@ class DNNModelPytorch(Model):
         self._fitted = True
 
 
-class AverageMeter(object):
+class AverageMeter:
     """Computes and stores the average and current value"""
 
     def __init__(self):
diff --git a/qlib/contrib/model/pytorch_sfm.py b/qlib/contrib/model/pytorch_sfm.py
index 15d945c89..ae175a202 100644
--- a/qlib/contrib/model/pytorch_sfm.py
+++ b/qlib/contrib/model/pytorch_sfm.py
@@ -464,7 +464,7 @@ class SFM(Model):
         return pd.Series(np.concatenate(preds), index=index)
 
 
-class AverageMeter(object):
+class AverageMeter:
     """Computes and stores the average and current value"""
 
     def __init__(self):
diff --git a/qlib/contrib/online/operator.py b/qlib/contrib/online/operator.py
index a00e17d40..c8b44f578 100644
--- a/qlib/contrib/online/operator.py
+++ b/qlib/contrib/online/operator.py
@@ -21,7 +21,7 @@ from .executor import SimulatorExecutor
 from .executor import save_score_series, load_score_series
 
 
-class Operator(object):
+class Operator:
     def __init__(self, client: str):
         """
         Parameters
diff --git a/qlib/contrib/report/graph.py b/qlib/contrib/report/graph.py
index 3fa688d36..70e382fb1 100644
--- a/qlib/contrib/report/graph.py
+++ b/qlib/contrib/report/graph.py
@@ -17,7 +17,7 @@ from plotly.figure_factory import create_distplot
 from ...utils import get_module_by_module_path
 
 
-class BaseGraph(object):
+class BaseGraph:
     """"""
 
     _name = None
@@ -204,7 +204,7 @@ class HistogramGraph(BaseGraph):
         return _data
 
 
-class SubplotsGraph(object):
+class SubplotsGraph:
     """Create subplots same as df.plot(subplots=True)
 
     Simple package for `plotly.tools.subplots`
diff --git a/qlib/contrib/tuner/config.py b/qlib/contrib/tuner/config.py
index 4825ca092..f23d1b874 100644
--- a/qlib/contrib/tuner/config.py
+++ b/qlib/contrib/tuner/config.py
@@ -6,7 +6,7 @@ import copy
 import os
 
 
-class TunerConfigManager(object):
+class TunerConfigManager:
     def __init__(self, config_path):
 
         if not config_path:
@@ -27,7 +27,7 @@ class TunerConfigManager(object):
         self.qlib_client_config = config.get("qlib_client", dict())
 
 
-class PipelineExperimentConfig(object):
+class PipelineExperimentConfig:
     def __init__(self, config, TUNER_CONFIG_MANAGER):
         """
         :param config:  The config dict for tuner experiment
@@ -53,7 +53,7 @@ class PipelineExperimentConfig(object):
             yaml.dump(TUNER_CONFIG_MANAGER.config, fp)
 
 
-class OptimizationConfig(object):
+class OptimizationConfig:
     def __init__(self, config, TUNER_CONFIG_MANAGER):
 
         self.report_type = config.get("report_type", "pred_long")
diff --git a/qlib/contrib/tuner/pipeline.py b/qlib/contrib/tuner/pipeline.py
index 3a76d071d..ee92db529 100644
--- a/qlib/contrib/tuner/pipeline.py
+++ b/qlib/contrib/tuner/pipeline.py
@@ -11,7 +11,7 @@ from ...log import get_module_logger, TimeInspector
 from ...utils import get_module_by_module_path
 
 
-class Pipeline(object):
+class Pipeline:
 
     GLOBAL_BEST_PARAMS_NAME = "global_best_params.json"
 
diff --git a/qlib/contrib/tuner/tuner.py b/qlib/contrib/tuner/tuner.py
index 8da40bc69..2ce957859 100644
--- a/qlib/contrib/tuner/tuner.py
+++ b/qlib/contrib/tuner/tuner.py
@@ -19,7 +19,7 @@ from hyperopt import fmin, tpe
 from hyperopt import STATUS_OK, STATUS_FAIL
 
 
-class Tuner(object):
+class Tuner:
     def __init__(self, tuner_config, optim_config):
 
         self.logger = get_module_logger("Tuner", sh_level=logging.INFO)
diff --git a/qlib/data/_libs/expanding.pyx b/qlib/data/_libs/expanding.pyx
index 47bc49610..6c27c07eb 100644
--- a/qlib/data/_libs/expanding.pyx
+++ b/qlib/data/_libs/expanding.pyx
@@ -8,7 +8,7 @@ from libc.math cimport sqrt, isnan, NAN
 from libcpp.vector cimport vector
 
 
-cdef class Expanding(object):
+cdef class Expanding:
     """1-D array expanding"""
     cdef vector[double] barv
     cdef int na_count
diff --git a/qlib/data/_libs/rolling.pyx b/qlib/data/_libs/rolling.pyx
index 37d27ffa4..a18679a99 100644
--- a/qlib/data/_libs/rolling.pyx
+++ b/qlib/data/_libs/rolling.pyx
@@ -8,7 +8,7 @@ from libc.math cimport sqrt, isnan, NAN
 from libcpp.deque cimport deque
 
 
-cdef class Rolling(object):
+cdef class Rolling:
     """1-D array rolling"""
     cdef int window
     cdef deque[double] barv
diff --git a/qlib/data/cache.py b/qlib/data/cache.py
index 3fab2b527..d53f578b1 100644
--- a/qlib/data/cache.py
+++ b/qlib/data/cache.py
@@ -68,7 +68,7 @@ class MemCacheUnit(OrderedDict):
                 self.popitem(last=False)
 
 
-class MemCache(object):
+class MemCache:
     """Memory cache."""
 
     def __init__(self, mem_cache_size_limit=None, limit_type="length"):
@@ -140,7 +140,7 @@ class MemCacheExpire:
         return value, expire
 
 
-class CacheUtils(object):
+class CacheUtils:
     LOCK_ID = "QLIB"
 
     @staticmethod
@@ -224,7 +224,7 @@ class CacheUtils(object):
             current_cache_wlock.release()
 
 
-class BaseProviderCache(object):
+class BaseProviderCache:
     """Provider cache base class"""
 
     def __init__(self, provider):
diff --git a/qlib/data/client.py b/qlib/data/client.py
index 65a830f20..5244a7e45 100644
--- a/qlib/data/client.py
+++ b/qlib/data/client.py
@@ -12,7 +12,7 @@ from ..log import get_module_logger
 import pickle
 
 
-class Client(object):
+class Client:
     """A client class
 
     Provide the connection tool functions for ClientProvider.
diff --git a/qlib/log.py b/qlib/log.py
index 422a4c00b..6553dcb11 100644
--- a/qlib/log.py
+++ b/qlib/log.py
@@ -36,7 +36,7 @@ def get_module_logger(module_name, level=None):
     return module_logger
 
 
-class TimeInspector(object):
+class TimeInspector:
 
     timer_logger = get_module_logger("timer", level=logging.WARNING)
 
diff --git a/qlib/portfolio/optimizer.py b/qlib/portfolio/optimizer.py
index 534a66e2d..0e7d27254 100644
--- a/qlib/portfolio/optimizer.py
+++ b/qlib/portfolio/optimizer.py
@@ -9,7 +9,7 @@ import scipy.optimize as so
 from typing import Optional, Union, Callable, List
 
 
-class PortfolioOptimizer(object):
+class PortfolioOptimizer:
     """Portfolio Optimizer
 
     The following optimization algorithms are supported:
diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py
index ab67b67e3..ddc17c478 100644
--- a/qlib/utils/__init__.py
+++ b/qlib/utils/__init__.py
@@ -686,7 +686,7 @@ def flatten_dict(d, parent_key="", sep="."):
 
 
 #################### Wrapper #####################
-class Wrapper(object):
+class Wrapper:
     """Wrapper class for anything that needs to set up during qlib.init"""
 
     def __init__(self):

From aefbf3b5f147b8c8d31c9d520e373bc373e03a7e Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Tue, 15 Dec 2020 13:24:29 +0000
Subject: [PATCH 20/23] update collect info

---
 scripts/collect_info.py | 84 ++++++++++++++++++++++++++++++-----------
 1 file changed, 61 insertions(+), 23 deletions(-)

diff --git a/scripts/collect_info.py b/scripts/collect_info.py
index c9a9440b9..ba53deb30 100644
--- a/scripts/collect_info.py
+++ b/scripts/collect_info.py
@@ -1,28 +1,66 @@
-import sys, platform
+import sys
+import platform
 import qlib
+import fire
+import pkg_resources
+from pathlib import Path
+
+QLIB_PATH = Path(__file__).absolute().resolve().parent.parent
 
 
-def linux_distribution():
-    try:
-        return platform.linux_distribution()
-    except:
-        return "N/A"
+class InfoCollector:
+    def sys(self):
+        """collect system related info"""
+        for method in ["system", "machine", "platform", "version"]:
+            print(getattr(platform, method)())
+
+    def py(self):
+        """collect Python related info"""
+        print("Python version: {}".format(sys.version.replace("\n", " ")))
+
+    def qlib(self):
+        """collect qlib related info"""
+        print("Qlib version: {}".format(qlib.__version__))
+        REQUIRED = [
+            "numpy",
+            "pandas",
+            "scipy",
+            "requests",
+            "sacred",
+            "pymongo",
+            "python-socketio",
+            "redis",
+            "python-redis-lock",
+            "schedule",
+            "cvxpy",
+            "hyperopt",
+            "fire",
+            "statsmodels",
+            "xlrd",
+            "plotly",
+            "matplotlib",
+            "tables",
+            "pyyaml",
+            "mlflow",
+            "tqdm",
+            "loguru",
+            "lightgbm",
+            "tornado",
+            "joblib",
+            "fire",
+            "ruamel.yaml",
+        ]
+
+        for package in REQUIRED:
+            version = pkg_resources.get_distribution(package).version
+            print(f"{package}=={version}")
+
+    def all(self):
+        """collect all info"""
+        for method in ["sys", "py", "qlib"]:
+            getattr(self, method)()
+            print()
 
 
-print("Qlib version: {} \n".format(qlib.__version__))
-print(
-    """Python version: {} \n
-linux_distribution: {}
-system: {}
-machine: {}
-platform: {}
-version: {}
-""".format(
-        sys.version.split("\n"),
-        linux_distribution(),
-        platform.system(),
-        platform.machine(),
-        platform.platform(),
-        platform.version(),
-    )
-)
+if __name__ == "__main__":
+    fire.Fire(InfoCollector)

From f7e775f941073f3b060e4dcbb0ce635c8072d38b Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Wed, 16 Dec 2020 02:14:38 +0000
Subject: [PATCH 21/23] make message more friendly

---
 qlib/data/ops.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/qlib/data/ops.py b/qlib/data/ops.py
index 8c7699fb8..2067991fc 100644
--- a/qlib/data/ops.py
+++ b/qlib/data/ops.py
@@ -18,7 +18,7 @@ try:
     from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
     from ._libs.expanding import expanding_slope, expanding_rsquare, expanding_resi
 except ImportError as err:
-    print("Do not import qlib package in the repository directory!")
+    print("#### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####")
     raise
 
 __all__ = (

From 9b60214e0c52fda8adf3b587e367629247d31b0c Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Wed, 16 Dec 2020 02:16:06 +0000
Subject: [PATCH 22/23] make info more friendly

---
 qlib/data/ops.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/qlib/data/ops.py b/qlib/data/ops.py
index 2067991fc..7c13d345f 100644
--- a/qlib/data/ops.py
+++ b/qlib/data/ops.py
@@ -18,7 +18,9 @@ try:
     from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
     from ._libs.expanding import expanding_slope, expanding_rsquare, expanding_resi
 except ImportError as err:
-    print("#### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####")
+    print(
+        "#### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####"
+    )
     raise
 
 __all__ = (

From 7d40ba753aca35c8452b1ba209aeff8ea37749a0 Mon Sep 17 00:00:00 2001
From: you-n-g <you-n-g@users.noreply.github.com>
Date: Thu, 17 Dec 2020 00:35:35 +0800
Subject: [PATCH 23/23] Update README.md

---
 examples/README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/examples/README.md b/examples/README.md
index b3728a1ec..124c34363 100644
--- a/examples/README.md
+++ b/examples/README.md
@@ -1,6 +1,6 @@
 # Requirements
 
-Here is the minimal hardware requirements to run the example.
+Here is the minimal hardware requirements to run the `workflow_by_code` example.
 - Memory: 16G
 - Free Disk: 5G