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mirror of https://github.com/microsoft/qlib.git synced 2026-07-02 10:31:00 +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

@@ -52,21 +52,23 @@ class GetData:
for _file in tqdm(zp.namelist()):
zp.extract(_file, str(target_dir.resolve()))
def qlib_data_cn(self, target_dir="~/.qlib/qlib_data/cn_data"):
def qlib_data_cn(self, target_dir="~/.qlib/qlib_data/cn_data", version="v1"):
"""download cn qlib data from remote
Parameters
----------
target_dir: str
data save directory
version: str
data version, value from [v0, v1], by default v1
Examples
---------
python get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
python get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data --version v1
-------
"""
file_name = "qlib_data_cn.zip"
file_name = f"qlib_data_cn_{version}.zip"
self._download_data(file_name, target_dir)
def csv_data_cn(self, target_dir="~/.qlib/csv_data/cn_data"):