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mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 13:00:58 +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:
you-n-g
2020-09-23 23:01:39 -05:00
committed by GitHub
parent 99ebd87cba
commit de9e13b171
82 changed files with 1580 additions and 1145 deletions

View File

@@ -9,17 +9,16 @@ Qlib Initialization
Initialization
=========================
Please execute the following process to initialize ``Qlib``.
Please follow the steps below to initialize ``Qlib``.
- Download and prepare the Data: execute the following command to download the stock data.
- Download and prepare the Data: execute the following command to download stock data.
.. code-block:: bash
python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
Know more about how to use ``get_data.py``, refer to `Raw Data <../advanced/data.html#raw-data>`_.
Please refer to `Raw Data <../component/data.html>`_ for more information about ``get_data.py``,
- Run the initialization code: run the following code in python:
- Initialize Qlib before calling other APIs: run following code in python.
.. code-block:: Python
@@ -34,17 +33,17 @@ Please execute the following process to initialize ``Qlib``.
Parameters
-------------------
In fact, in addition to `provider_uri` and `region`, `qlib.init` has other parameters. The following are all the parameters of `qlib.init`:
Besides `provider_uri` and `region`, `qlib.init` has other parameters. The following are several important parameters of `qlib.init`:
- `provider_uri`
Type: str. The local directory where the data loaded by ``get_data.py`` is stored.
Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by ``get_data.py`` are stored.
- `region`
Type: str, optional parameter(default: ``qlib.config.REG_CN``).
Currently: ``qlib.config.REG_US``('us') and ``qlib.config.REG_CN``('cn') is supported. Different value of ``region`` will
result in different stock market mode.
Type: str, optional parameter(default: `qlib.config.REG_CN`).
Currently: ``qlib.config.REG_US`` ('us') and ``qlib.config.REG_CN`` ('cn') is supported. Different value of `region` will result in different stock market mode.
- ``qlib.config.REG_US``: US stock market.
- ``qlib.config.REG_CN``: China stock market.
Different modse will result in different trading limitations and costs.
- `redis_host`
Type: str, optional parameter(default: "127.0.0.1"), host of `redis`
The lock and cache mechanism relies on redis.
@@ -57,4 +56,4 @@ In fact, in addition to `provider_uri` and `region`, `qlib.init` has other param
.. note::
If redis connection failed with `redis_host` and `redis_port`, cache will not be used! Please refer to `Cache <../advanced/cache.rst>`_.
If Qlib fails to connect redis via `redis_host` and `redis_port`, cache mechanism will not be used! Please refer to `Cache <../component/data.html#cache>`_ for details.