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

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lzh222333
2021-05-09 10:53:41 +00:00
parent 4c232610f1 aa1f9b464b
commit f5ded06a15
3 changed files with 12 additions and 1 deletions
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2
README.md
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@@ -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 | | 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 | | 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 | | 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 | | Meta-Learning-based data selection | Initial opensource version under development |
Recent released features Recent released features

7
qlib/log.py
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@@ -163,3 +163,10 @@ class LogFilter(logging.Filter):
elif isinstance(self.param, list): elif isinstance(self.param, list):
allow = not any([self.match_msg(p, record.msg) for p in self.param]) allow = not any([self.match_msg(p, record.msg) for p in self.param])
return allow 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

4
scripts/README.md
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@@ -15,7 +15,11 @@
### Download CN Data ### Download CN Data
```bash ```bash
# daily data
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn 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 ### Downlaod US Data