From c72ee9091e80ce458e15061dc57b73cd101b2298 Mon Sep 17 00:00:00 2001 From: Dong Zhou Date: Tue, 18 May 2021 22:12:41 +0800 Subject: [PATCH 1/6] fix picker error on importlib loaded module --- qlib/utils/__init__.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py index 77857182d..fe039df4f 100644 --- a/qlib/utils/__init__.py +++ b/qlib/utils/__init__.py @@ -8,6 +8,7 @@ from __future__ import print_function import os import pickle import re +import sys import copy import json import yaml @@ -178,8 +179,10 @@ def get_module_by_module_path(module_path: Union[str, ModuleType]): module = module_path else: if module_path.endswith(".py"): - module_spec = importlib.util.spec_from_file_location("", module_path) + module_name = "dummy" + module_spec = importlib.util.spec_from_file_location(module_name, module_path) module = importlib.util.module_from_spec(module_spec) + sys.modules[module_name] = module module_spec.loader.exec_module(module) else: module = importlib.import_module(module_path) From 2fa7ef32fbfec1bbb83ab96b0465bf3a6891579f Mon Sep 17 00:00:00 2001 From: Dong Zhou Date: Tue, 18 May 2021 22:37:31 +0800 Subject: [PATCH 2/6] fix picker error on importlib loaded module --- qlib/utils/__init__.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py index fe039df4f..dbbe69d43 100644 --- a/qlib/utils/__init__.py +++ b/qlib/utils/__init__.py @@ -179,7 +179,7 @@ def get_module_by_module_path(module_path: Union[str, ModuleType]): module = module_path else: if module_path.endswith(".py"): - module_name = "dummy" + module_name = re.sub("^[^a-zA-Z_]+", "", re.sub("[^0-9a-zA-Z_]", "", module_path[:-3].replace("/", "_"))) module_spec = importlib.util.spec_from_file_location(module_name, module_path) module = importlib.util.module_from_spec(module_spec) sys.modules[module_name] = module From 2ac5ceb4de2d230ce874c7a0e80c00a0df592e9e Mon Sep 17 00:00:00 2001 From: you-n-g Date: Sat, 22 May 2021 17:58:21 +0800 Subject: [PATCH 3/6] Update README.md --- README.md | 28 +++++++++++++++------------- 1 file changed, 15 insertions(+), 13 deletions(-) diff --git a/README.md b/README.md index a14ab5c31..c068936c4 100644 --- a/README.md +++ b/README.md @@ -7,6 +7,20 @@ [![License](https://img.shields.io/pypi/l/pyqlib)](LICENSE) [![Join the chat at https://gitter.im/Microsoft/qlib](https://badges.gitter.im/Microsoft/qlib.svg)](https://gitter.im/Microsoft/qlib?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) +## :newspaper: **What's NEW!**   :sparkling_heart: +Recent released features +| Feature | Status | +| -- | ------ | +| Online serving and automatic model rolling | Released: https://github.com/microsoft/qlib/pull/290 | +| DoubleEnsemble Model | Released https://github.com/microsoft/qlib/pull/286 | +| High-frequency data processing example | Released https://github.com/microsoft/qlib/pull/257 | +| High-frequency trading example | Part of code released https://github.com/microsoft/qlib/pull/227 | +| High-frequency data(1min) | Released https://github.com/microsoft/qlib/pull/221 | +| Tabnet Model | Released https://github.com/microsoft/qlib/pull/205 | + +Features released before 2021 are not listed here. + +

@@ -21,7 +35,7 @@ With Qlib, users can easily try ideas to create better Quant investment strategi For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative Investment Platform"](https://arxiv.org/abs/2009.11189). -- [**News and Plans**](#news-and-plans) +- [**Plans**](#plans) - [Framework of Qlib](#framework-of-qlib) - [Quick Start](#quick-start) - [Installation](#installation) @@ -51,18 +65,6 @@ Your feedbacks about the features are very important. | High-frequency trading | Under review: https://github.com/microsoft/qlib/pull/408 | | Meta-Learning-based data selection | Initial opensource version under development | -Recent released features -| Feature | Status | -| -- | ------ | -| Online serving and automatic model rolling | Released: https://github.com/microsoft/qlib/pull/290 | -| DoubleEnsemble Model | Released https://github.com/microsoft/qlib/pull/286 | -| High-frequency data processing example | Released https://github.com/microsoft/qlib/pull/257 | -| High-frequency trading example | Part of code released https://github.com/microsoft/qlib/pull/227 | -| High-frequency data(1min) | Released https://github.com/microsoft/qlib/pull/221 | -| Tabnet Model | Released https://github.com/microsoft/qlib/pull/205 | - -Features released before 2021 are not listed here. - # Framework of Qlib

From 369177acf97933ef5a6f2e2374d5af88540b1862 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Sat, 22 May 2021 19:00:14 +0800 Subject: [PATCH 4/6] Update README.md --- README.md | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/README.md b/README.md index c068936c4..dcbecb201 100644 --- a/README.md +++ b/README.md @@ -11,12 +11,12 @@ Recent released features | Feature | Status | | -- | ------ | -| Online serving and automatic model rolling | Released: https://github.com/microsoft/qlib/pull/290 | -| DoubleEnsemble Model | Released https://github.com/microsoft/qlib/pull/286 | -| High-frequency data processing example | Released https://github.com/microsoft/qlib/pull/257 | -| High-frequency trading example | Part of code released https://github.com/microsoft/qlib/pull/227 | -| High-frequency data(1min) | Released https://github.com/microsoft/qlib/pull/221 | -| Tabnet Model | Released https://github.com/microsoft/qlib/pull/205 | +| Online serving and automatic model rolling | :star: [Released](https://github.com/microsoft/qlib/pull/290) on May 17, 2021 | +| DoubleEnsemble Model | [Released](https://github.com/microsoft/qlib/pull/286) on Mar 2, 2021 | +| High-frequency data processing example | [Released](https://github.com/microsoft/qlib/pull/257) on Feb 5, 2021 | +| High-frequency trading example | [Part of code released](https://github.com/microsoft/qlib/pull/227) on Jan 28, 2021 | +| High-frequency data(1min) | [Released](https://github.com/microsoft/qlib/pull/221) on Jan 27, 2021 | +| Tabnet Model | [Released](https://github.com/microsoft/qlib/pull/205) on Jan 22, 2021 | Features released before 2021 are not listed here. From a80369b80ad2bff1258d0c171474666a319d34f7 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Sat, 22 May 2021 19:00:43 +0800 Subject: [PATCH 5/6] Update README.md --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index dcbecb201..8276c4951 100644 --- a/README.md +++ b/README.md @@ -54,7 +54,7 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative - [Contributing](#contributing) -# News And Plans +# Plans New features under development(order by estimated release time). Your feedbacks about the features are very important. | Feature | Status | From ae32d795493f7513a4b4e6fa593526b3d14caeb0 Mon Sep 17 00:00:00 2001 From: al Date: Sun, 23 May 2021 16:54:14 +0800 Subject: [PATCH 6/6] Update README.md fix typo --- scripts/README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/scripts/README.md b/scripts/README.md index ff7ba8015..ff2e7f402 100644 --- a/scripts/README.md +++ b/scripts/README.md @@ -22,7 +22,7 @@ python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --region cn --interval 1min ``` -### Downlaod US Data +### Download US Data ```bash