Merge remote-tracking branch 'microsoft/main' into online_srv

README.md

@@ -49,7 +49,7 @@ Your feedbacks about the features are very important.
 | Planning-based portfolio optimization | Under review:  https://github.com/microsoft/qlib/pull/280 | 
 | Fund data supporting and analysis  |  Under review: https://github.com/microsoft/qlib/pull/292 |
 | Point-in-Time database | Under review: https://github.com/microsoft/qlib/pull/343 |
-| High-frequency trading | Initial opensource version under development | 
+| High-frequency trading | Under review: https://github.com/microsoft/qlib/pull/408 | 
 | Meta-Learning-based data selection | Initial opensource version under development |
 
 Recent released features

qlib/log.py

@@ -163,3 +163,10 @@ class LogFilter(logging.Filter):
         elif isinstance(self.param, list):
             allow = not any([self.match_msg(p, record.msg) for p in self.param])
         return allow
+
+
+def set_global_logger_level(level: int):
+    qlib_logger = logging.root.manager.loggerDict.get("qlib", None)
+    if qlib_logger is not None:
+        for _handler in qlib_logger.handlers:
+            _handler.level = level

scripts/README.md

@@ -15,7 +15,11 @@
 ### Download CN Data
 
 ```bash
+# daily data
 python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
+
+# 1min  data (Optional for running non-high-frequency strategies)
+python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --region cn --interval 1min
 ```
 
 ### Downlaod US Data