Merge branch 'main' into online_srv

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.

docs/component/data.rst

@@ -61,7 +61,7 @@ In addition to China-Stock data, ``Qlib`` also includes a US-Stock dataset, whic
 
     python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
 
-After running the above command, users can find china-stock and us-stock data in ``Qlib`` format in the ``~/.qlib/csv_data/cn_data`` directory and ``~/.qlib/csv_data/us_data`` directory respectively.
+After running the above command, users can find china-stock and us-stock data in ``Qlib`` format in the ``~/.qlib/qlib_data/cn_data`` directory and ``~/.qlib/qlib_data/us_data`` directory respectively.
 
 ``Qlib`` also provides the scripts in ``scripts/data_collector`` to help users crawl the latest data on the Internet and convert it to qlib format.
 
@@ -163,7 +163,7 @@ The `trade unit` defines the unit number of stocks can be used in a trade, and t
 - If users use ``Qlib`` in china-stock mode, china-stock data is required. Users can use ``Qlib`` in china-stock mode according to the following steps:
     - Download china-stock in qlib format, please refer to section `Qlib Format Dataset <#qlib-format-dataset>`_.
     - Initialize ``Qlib`` in china-stock mode
-        Supposed that users download their Qlib format data in the directory ``~/.qlib/csv_data/cn_data``. Users only need to initialize ``Qlib`` as follows.
+        Supposed that users download their Qlib format data in the directory ``~/.qlib/qlib_data/cn_data``. Users only need to initialize ``Qlib`` as follows.
         
         .. code-block:: python
 
@@ -174,7 +174,7 @@ The `trade unit` defines the unit number of stocks can be used in a trade, and t
 - If users use ``Qlib`` in US-stock mode, US-stock data is required. ``Qlib`` also provides a script to download US-stock data. Users can use ``Qlib`` in US-stock mode according to the following steps:
     - Download us-stock in qlib format, please refer to section `Qlib Format Dataset <#qlib-format-dataset>`_.
     - Initialize ``Qlib`` in US-stock mode
-        Supposed that users prepare their Qlib format data in the directory ``~/.qlib/csv_data/us_data``. Users only need to initialize ``Qlib`` as follows.
+        Supposed that users prepare their Qlib format data in the directory ``~/.qlib/qlib_data/us_data``. Users only need to initialize ``Qlib`` as follows.
         
         .. code-block:: python
 
@@ -218,6 +218,25 @@ Filter
     - `cross-sectional features filter` \: rule_expression = '$rank($close)<10'
     - `time-sequence features filter`: rule_expression = '$Ref($close, 3)>100'
 
+Here is a simple example showing how to use filter in a basic ``Qlib`` workflow configuration file:
+
+.. code-block:: yaml
+
+    filter: &filter
+        filter_type: ExpressionDFilter
+        rule_expression: "Ref($close, -2) / Ref($close, -1) > 1"
+        filter_start_time: 2010-01-01
+        filter_end_time: 2010-01-07
+        keep: False
+
+    data_handler_config: &data_handler_config
+        start_time: 2010-01-01
+        end_time: 2021-01-22
+        fit_start_time: 2010-01-01
+        fit_end_time: 2015-12-31
+        instruments: *market
+        filter_pipe: [*filter]
+
 To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_.
 
 Reference