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release-0.5.0 (#1)

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* 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
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14
qlib/contrib/online/operator.py
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@@ -279,7 +279,7 @@ class Operator(object):
self.show(id, path, bench)
def show(self, id, path, bench="SH000905"):
"""show the newly report (mean, std, sharpe, annual)
"""show the newly report (mean, std, information_ratio, annualized_return)
Parameters
----------
@@ -299,14 +299,14 @@ class Operator(object):
report["bench"] = bench
analysis_result = {}
r = (report["return"] - report["bench"]).dropna()
analysis_result["sub_bench"] = risk_analysis(r)
analysis_result["excess_return_without_cost"] = risk_analysis(r)
r = (report["return"] - report["bench"] - report["cost"]).dropna()
analysis_result["sub_cost"] = risk_analysis(r)
analysis_result["excess_return_with_cost"] = risk_analysis(r)
print("Result:")
print("sub_bench:")
print(analysis_result["sub_bench"])
print("sub_cost:")
print(analysis_result["sub_cost"])
print("excess_return_without_cost:")
print(analysis_result["excess_return_without_cost"])
print("excess_return_with_cost:")
print(analysis_result["excess_return_with_cost"])
def run():