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mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +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

@@ -28,7 +28,7 @@ _default_config = {
"default_disk_cache": 1, # 0:skip/1:use
"disable_disk_cache": False, # disable disk cache; if High-frequency data generally disable_disk_cache=True
"mem_cache_size_limit": 500,
# memory cache expire second, only in used 'ClientDatasetCache' and 'client D.calendar'
# memory cache expire second, only in used 'DatasetURICache' and 'client D.calendar'
# default 1 hour
"mem_cache_expire": 60 * 60,
# memory cache space limit, default 5GB, only in used client
@@ -86,8 +86,8 @@ _default_server_config = {
"redis_task_db": 1,
"kernels": 64,
# cache
"expression_cache": "ServerExpressionCache",
"dataset_cache": "ServerDatasetCache",
"expression_cache": "DiskExpressionCache",
"dataset_cache": "DiskDatasetCache",
}
_default_client_config = {
@@ -102,8 +102,8 @@ _default_client_config = {
"provider_uri": "~/.qlib/qlib_data/cn_data",
# cache
# Using parameter 'remote' to announce the client is using server_cache, and the writing access will be disabled.
"expression_cache": "ServerExpressionCache",
"dataset_cache": "ServerDatasetCache",
"expression_cache": "DiskExpressionCache",
"dataset_cache": "DiskDatasetCache",
"calendar_cache": None,
# client config
"kernels": 16,