From d4639b7df902a1af974a9761125d88dda4341c2f Mon Sep 17 00:00:00 2001 From: you-n-g Date: Fri, 7 May 2021 10:46:45 +0800 Subject: [PATCH 1/3] Update README.md Update high-frequency trading link --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index e78ffe751..84f17ccda 100644 --- a/README.md +++ b/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 From 95a4a98de8501527678dfd9039081a04abbcc5b3 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Fri, 7 May 2021 10:56:57 +0800 Subject: [PATCH 2/3] Update README.md --- scripts/README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/scripts/README.md b/scripts/README.md index b4eac4998..ff7ba8015 100644 --- a/scripts/README.md +++ b/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 From d2daba99d38da1483fe78e5eeb64df2ecf9e304c Mon Sep 17 00:00:00 2001 From: zhupr Date: Sun, 9 May 2021 09:05:57 +0800 Subject: [PATCH 3/3] Add set_global_logger_level --- qlib/log.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/qlib/log.py b/qlib/log.py index e714bc15a..a0e4f7986 100644 --- a/qlib/log.py +++ b/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