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>

tests/test_all_pipeline.py

@@ -123,8 +123,8 @@ def backtest(pred):
 
 def analyze(report_normal):
     _analysis = dict()
-    _analysis["sub_bench"] = risk_analysis(report_normal["return"] - report_normal["bench"])
-    _analysis["sub_cost"] = risk_analysis(report_normal["return"] - report_normal["bench"] - report_normal["cost"])
+    _analysis["excess_return_without_cost"] = risk_analysis(report_normal["return"] - report_normal["bench"])
+    _analysis["excess_return_with_cost"] = risk_analysis(report_normal["return"] - report_normal["bench"] - report_normal["cost"])
     analysis_df = pd.concat(_analysis)  # type: pd.DataFrame
     print(analysis_df)
     return analysis_df
@@ -157,7 +157,7 @@ class TestAllFlow(unittest.TestCase):
         )
         analyze_df = analyze(TestAllFlow.REPORT_NORMAL)
         self.assertGreaterEqual(
-            analyze_df.loc(axis=0)["sub_cost", "annual"].values[0], 0.10, "backtest failed",
+            analyze_df.loc(axis=0)["excess_return_with_cost", "annualized_return"].values[0], 0.10, "backtest failed",
         )
 
 

tests/test_dump_data.py

@@ -37,7 +37,7 @@ class TestDumpData(unittest.TestCase):
     def setUpClass(cls) -> None:
         GetData().csv_data_cn(SOURCE_DIR)
         TestDumpData.DUMP_DATA = DumpData(csv_path=SOURCE_DIR, qlib_dir=QLIB_DIR)
-        TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.iterdir()))
+        TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
         provider_uri = str(QLIB_DIR.resolve())
         qlib.init(
             provider_uri=provider_uri,

tests/test_get_data.py

@@ -45,7 +45,7 @@ class TestGetData(unittest.TestCase):
     def test_1_csv_data(self):
         GetData().csv_data_cn(SOURCE_DIR)
         stock_name = set(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
-        self.assertEqual(len(stock_name), 96, "get csv data failed")
+        self.assertEqual(len(stock_name), 85, "get csv data failed")
 
 
 if __name__ == "__main__":