Merge branch 'main' of github.com:microsoft/qlib into fshare

docs/FAQ/FAQ.rst

@@ -70,3 +70,31 @@ If the issue is not resolved, use ``keys *`` to find if multiple keys exist. If
 
 
 Also, feel free to post a new issue in our GitHub repository. We always check each issue carefully and try our best to solve them.
+
+3. ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
+------------------------------------------------------------------------------------------------------------------------------------
+
+.. code-block:: python
+
+    #### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####
+    Traceback (most recent call last):
+    File "<stdin>", line 1, in <module>
+    File "qlib/qlib/__init__.py", line 19, in init
+        from .data.cache import H
+    File "qlib/qlib/data/__init__.py", line 8, in <module>
+        from .data import (
+    File "qlib/qlib/data/data.py", line 20, in <module>
+        from .cache import H
+    File "qlib/qlib/data/cache.py", line 36, in <module>
+        from .ops import Operators
+    File "qlib/qlib/data/ops.py", line 19, in <module>
+        from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
+    ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
+
+- If the error occurs when importing ``qlib`` package with ``PyCharm`` IDE, users can execute the following command in the project root folder to compile Cython files and generate executable files:
+
+    .. code-block:: bash
+
+        python setup.py build_ext --inplace
+
+- If the error occurs when importing ``qlib`` package with command ``python`` , users need to change the running directory to ensure that the script does not run in the project directory.

qlib/data/ops.py

@@ -1182,7 +1182,7 @@ class Slope(Rolling):
     Returns
     ----------
     Expression
-        a feature instance with regression slope of given window
+        a feature instance with linear regression slope of given window
     """
 
     def __init__(self, feature, N):
@@ -1210,7 +1210,7 @@ class Rsquare(Rolling):
     Returns
     ----------
     Expression
-        a feature instance with regression r-value square of given window
+        a feature instance with linear regression r-value square of given window
     """
 
     def __init__(self, feature, N):

scripts/data_collector/us_index/README.md

@@ -10,10 +10,10 @@ pip install -r requirements.txt
 
 ```bash
 # parse instruments, using in qlib/instruments.
-python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments
+python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method parse_instruments
 
 # parse new companies
-python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
+python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method save_new_companies
 
 # index_name support: SP500, NASDAQ100, DJIA, SP400
 # help

scripts/data_collector/yahoo/README.md

@@ -48,7 +48,7 @@ python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d -
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="CN")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="cn")
 df = D.features(D.instruments("all"), ["$close"], freq="day")
 ```
 
@@ -78,7 +78,7 @@ python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1min", region="CN")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1min", region="cn")
 df = D.features(D.instruments("all"), ["$close"], freq="1min")
 
 ```
@@ -97,7 +97,7 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d
 
 # dump data
 cd qlib/scripts
-python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
+python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/us_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
 ```
 
 #### 1d from qlib
@@ -113,7 +113,7 @@ python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1d -
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="US")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="us")
 df = D.features(D.instruments("all"), ["$close"], freq="day")
 
 ```