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mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 16:56:54 +08:00
Signed-off-by: unknown <lv.linlang@qq.com>
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SunsetWolf
2021-12-31 22:14:47 +08:00
committed by GitHub
parent f59cfe51e0
commit dfc0ed3c01
56 changed files with 92 additions and 92 deletions

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@@ -30,7 +30,7 @@ Version 0.2.1
--------------------
- Support registering user-defined ``Provider``.
- Support use operators in string format, e.g. ``['Ref($close, 1)']`` is valid field format.
- Support dynamic fields in ``$some_field`` format. And exising fields like ``Close()`` may be deprecated in the future.
- Support dynamic fields in ``$some_field`` format. And existing fields like ``Close()`` may be deprecated in the future.
Version 0.2.2
--------------------
@@ -78,7 +78,7 @@ Version 0.3.5
- Support multi-label training, you can provide multiple label in ``handler``. (But LightGBM doesn't support due to the algorithm itself)
- Refactor ``handler`` code, dataset.py is no longer used, and you can deploy your own labels and features in ``feature_label_config``
- Handler only offer DataFrame. Also, ``trainer`` and model.py only receive DataFrame
- Change ``split_rolling_data``, we roll the data on market calender now, not on normal date
- Change ``split_rolling_data``, we roll the data on market calendar now, not on normal date
- Move some date config from ``handler`` to ``trainer``
Version 0.4.0
@@ -167,11 +167,11 @@ Version 0.8.0
- There are lots of changes for daily trading, it is hard to list all of them. But a few important changes could be noticed
- The trading limitation is more accurate;
- In `previous version <https://github.com/microsoft/qlib/blob/v0.7.2/qlib/contrib/backtest/exchange.py#L160>`_, longing and shorting actions share the same action.
- In `current verison <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/backtest/exchange.py#L304>`_, the trading limitation is different between loging and shorting action.
- In `current version <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/backtest/exchange.py#L304>`_, the trading limitation is different between logging and shorting action.
- The constant is different when calculating annualized metrics.
- `Current version <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/contrib/evaluate.py#L42>`_ uses more accurate constant than `previous version <https://github.com/microsoft/qlib/blob/v0.7.2/qlib/contrib/evaluate.py#L22>`_
- `A new version <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/tests/data.py#L17>`_ of data is released. Due to the unstability of Yahoo data source, the data may be different after downloading data again.
- Users could chec kout the backtesting results between `Current version <https://github.com/microsoft/qlib/tree/7c31012b507a3823117bddcc693fc64899460b2a/examples/benchmarks>`_ and `previous version <https://github.com/microsoft/qlib/tree/v0.7.2/examples/benchmarks>`_
- Users could check out the backtesting results between `Current version <https://github.com/microsoft/qlib/tree/7c31012b507a3823117bddcc693fc64899460b2a/examples/benchmarks>`_ and `previous version <https://github.com/microsoft/qlib/tree/v0.7.2/examples/benchmarks>`_
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