mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-05 20:11:08 +08:00
release-0.5.0 (#1)
* init commit * change the version number * rich the docs&fix cache docs * update index readme * Modify cache class name * Modify sharpe to information_ratio * Modify Group- to Group * add the description of graphical results & fix the backtest docs * fix docs in details * update docs * Update introduction.rst * Update README.md * Update introduction.rst * Update introduction.rst * Update introduction.rst * Update installation.rst * Update installation.rst * Update initialization.rst * Update getdata.rst * Update integration.rst * Update initialization.rst * Update getdata.rst * Update estimator.rst Modify some typos. * Update README.md Modify the typos. * Update initialization.rst * Update data.rst * Update report.rst * Update estimator.rst * Update cumulative_return.py * Update model.rst * Update rank_label.py * Update cumulative_return.py * Update strategy.rst * Update getdata.rst * Update backtest.rst * Update integration.rst * Update getdata.rst * Update introduction.rst * Update introduction.rst * Update README.md * Update report.rst * Update integration.rst Fix typos * Update installation.rst Fix typos * Update getdata.rst * Update initialization.rst Fix typos. * add quick start docs&fix detials * fix estimator docs & fix strategy docs * fix the cahce in data.rst * update documents * Fix Corr && Rsquare * fix data retrival example to csi300 & fix a data bug * fix filter bug * Fix data collector * Modift model args * add the log & fix README.md\quick.rst * add enviroment depend & add intoduction of qlib-server online mode * fix image center fomat & set log_only of docs is True * fix README.md format * update data preparation & readme logo image * get_data support version * Modify analysis names * Modify analysis graph * update report.rst & data.rst * commmit estimator for merge * minimal requirements * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update READEME.md * Update READEME.md * update estimator * Fix doc urls * fix get_data.py docstring * update test_get_data.py * Upate docs * Upate docs * Upate docs Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com> Co-authored-by: Wendi Li <wendili.academic@qq.com> Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com> Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com> Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
This commit is contained in:
@@ -6,14 +6,14 @@ Interday Model: Model Training & Prediction
|
||||
Introduction
|
||||
===================
|
||||
|
||||
``Interday Model`` is designed to make the prediction score about stocks. Users can use the ``Interday Model`` in an automatic workflow by ``Estimator``, please refer to `Estimator <estimator.html>`_.
|
||||
``Interday Model`` is designed to make the `prediction score` about stocks. Users can use the ``Interday Model`` in an automatic workflow by ``Estimator``, please refer to `Estimator <estimator.html>`_.
|
||||
|
||||
Because the components in ``Qlib`` are designed in a loosely-coupled way, ``Interday Model`` can be used as a independent module also.
|
||||
Because the components in ``Qlib`` are designed in a loosely-coupled way, ``Interday Model`` can be used as an independent module also.
|
||||
|
||||
Base Class & Interface
|
||||
======================
|
||||
|
||||
``Qlib`` provides a base class `qlib.contrib.model.base.Model <../reference/api.html#module-qlib.contrib.model.base>`_, which all models should inherit from.
|
||||
``Qlib`` provides a base class `qlib.contrib.model.base.Model <../reference/api.html#module-qlib.contrib.model.base>`_ from which all models should inherit.
|
||||
|
||||
The base class provides the following interfaces:
|
||||
|
||||
@@ -48,7 +48,7 @@ The base class provides the following interfaces:
|
||||
|
||||
.. note::
|
||||
|
||||
The number and names of the columns is determined by the data handler, please refer to `Data Handler <data.html#data-handler>`_ and `Estimator Data <estimator.html#about-data>`_.
|
||||
The number and names of the columns are determined by the data handler, please refer to `Data Handler <data.html#data-handler>`_ and `Estimator Data <estimator.html#about-data>`_.
|
||||
|
||||
- `y_train`, pd.DataFrame type, train label
|
||||
The following example explains the value of `y_train`:
|
||||
@@ -73,7 +73,7 @@ The base class provides the following interfaces:
|
||||
|
||||
.. note::
|
||||
|
||||
The number and names of the columns is determined by the ``Data Handler``, please refer to `Data Handler <data.html#data-handler>`_.
|
||||
The number and names of the columns are determined by the ``Data Handler``, please refer to `Data Handler <data.html#data-handler>`_.
|
||||
|
||||
- `x_valid`, pd.DataFrame type, validation feature
|
||||
The format of `x_valid` is same as `x_train`
|
||||
@@ -86,7 +86,7 @@ The base class provides the following interfaces:
|
||||
`w_train` is a pandas DataFrame, whose shape and index is same as `x_train`. The float value in `w_train` represents the weight of the feature at the same position in `x_train`.
|
||||
|
||||
- `w_train`(Optional args, default is None), pd.DataFrame type, validation weight
|
||||
`w_train` is a pandas DataFrame, whose shape and index is same as `x_valid`. The float value in `w_train` represents the weight of the feature at the same position in `x_train`.
|
||||
`w_train` is a pandas DataFrame, whose shape and index is the same as `x_valid`. The float value in `w_train` represents the weight of the feature at the same position in `x_train`.
|
||||
|
||||
- `predict(self, x_test, **kwargs)`
|
||||
- Predict test data 'x_test'
|
||||
@@ -115,10 +115,10 @@ For other interfaces such as `save`, `load`, `finetune`, please refer to `Model
|
||||
Example
|
||||
==================
|
||||
|
||||
``Qlib`` provides ``LightGBM`` and ``DNN`` models as the baseline, the following steps shows how to run`` LightGBM`` as an independent module.
|
||||
``Qlib`` provides ``LightGBM`` and ``DNN`` models as the baseline, the following steps show how to run`` LightGBM`` as an independent module.
|
||||
|
||||
- Initialize ``Qlib`` with `qlib.init` first, please refer to `initialization <initialization.rst>`_.
|
||||
- Run the following code to get the prediction score `pred_score`
|
||||
- Initialize ``Qlib`` with `qlib.init` first, please refer to `initialization <../start/initialization.html>`_.
|
||||
- Run the following code to get the `prediction score` `pred_score`
|
||||
.. code-block:: Python
|
||||
|
||||
from qlib.contrib.estimator.handler import QLibDataHandlerClose
|
||||
|
||||
Reference in New Issue
Block a user