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>

qlib/contrib/tuner/config.py

@@ -61,26 +61,26 @@ class OptimizationConfig(object):
             "pred_long",
             "pred_long_short",
             "pred_short",
-            "sub_bench",
-            "sub_cost",
+            "excess_return_without_cost",
+            "excess_return_with_cost",
             "model",
         ]:
             raise ValueError(
-                "report_type should be one of pred_long, pred_long_short, pred_short, sub_bench, sub_cost and model"
+                "report_type should be one of pred_long, pred_long_short, pred_short, excess_return_without_cost, excess_return_with_cost and model"
             )
 
-        self.report_factor = config.get("report_factor", "sharpe")
+        self.report_factor = config.get("report_factor", "information_ratio")
         if self.report_factor not in [
-            "annual",
-            "sharpe",
-            "mdd",
+            "annualized_return",
+            "information_ratio",
+            "max_drawdown",
             "mean",
             "std",
             "model_score",
             "model_pearsonr",
         ]:
             raise ValueError(
-                "report_factor should be one of annual, sharpe, mdd, mean, std, model_pearsonr and model_score"
+                "report_factor should be one of annualized_return, information_ratio, max_drawdown, mean, std, model_pearsonr and model_score"
             )
 
         self.optim_type = config.get("optim_type", "max")