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1,995 Commits 46 Branches 26 Tags
extra_df_dataloader
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Author SHA1 Message Date
you-n-g
2366fe1345 Update qlib/contrib/data/handler.py 2024-07-05 12:55:50 +08:00
Linlang
6c2fa0fc71 delete comments 2024-07-05 11:24:35 +08:00
Linlang
3b6c227562 fix pytest error 2024-07-05 10:36:01 +08:00
Linlang
d2c68e0cc0 fix pytest error 2024-07-05 10:11:12 +08:00
Linlang
b4879fc9da fix pylint error 2024-07-04 21:03:24 +08:00
Linlang
3f86171051 add data loder test 2024-07-04 20:43:41 +08:00
Young
ce596f9dfa Amend 2024-07-04 10:17:52 +00:00
Young
13768d1dac nested data loader 2024-07-04 10:09:43 +00:00
you-n-g
5190332c7e Add some misc features. (#1816) 
* Normal mod

* Black linting

* Linting
 2024-06-26 18:34:00 +08:00
cyncyw
cde80206e4 Update index_data.py for datatype conversion and alignment (#1813) 
* Update index_data.py for data convertion and alignment

* Update qlib/utils/index_data.py

* Update qlib/utils/index_data.py

* fix linting

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-06-24 15:34:48 +08:00
cyncyw
a339fc11d1 add a note for code standard (#1814) 
* add a note for code standard

* handle both cases

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
 2024-06-24 15:33:45 +08:00
Linlang
33482047dc change weight data download url (#1812) 2024-06-21 13:05:53 +08:00
Fivele-Li
47bd13295b Fix Yahoo daily data format inconsistent (#1517) 
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

* align index format while end date contains current day data

* fix black

* fix black

* optimize code

* optimize code

* optimize code

* fix ci error

* check ci error

* fix ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-21 11:22:23 +08:00
陈屹华
ebc0ca893e Fix TSDataSampler Slicing Bug #1716 (#1803) 
* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug with simplyer implmentation#1716
 with Simplified Implementation

* Refactor: Fix CI errors by addressing pylint formatting issues

* Refactor: Remove extraneous whitespace for improved code formatting with Black
 2024-06-21 09:25:23 +08:00
Lee Yuntong
3a348aec9f Fix typo (#1811) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-20 18:12:07 +08:00
Lee Yuntong
37b908792b Fix typo (#1809) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-19 17:31:57 +08:00
raikiriww
73ec0f4003 Add "mse" metric option to ALSTM.metric_fn (#1810) 2024-06-19 17:31:47 +08:00
Linlang
155c17f8ff fix logo display error (#1804) 2024-06-06 13:39:49 +08:00
Yang
41b94059aa fix panic during normalizing the invalid data (#1698) 
* fix panic during normalizing the invalid data

* fix yaml load

* change error to warning

* change error code

* optimize code

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-02 06:54:39 +08:00
block-gpt
7db83d84b7 Update utils.py for typo (#1751) 
Fix typo

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 19:33:23 +08:00
Hao Zhao
35e0fdd1c0 fix the bug that the HS_SYMBOLS_URL is 404 (#1758) 
* fix the bug that the HS_SYMBOLS_URL is 404

* fix bug

* format with black

* fix pylint error

* change error code

* fix ci error

* fix ci error

* optimize code

* optimize code

* add comments

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 08:07:34 +08:00
you-n-g
598017f634 Update Dev in README.md (#1800) 2024-05-29 17:44:18 +08:00
igeni
907c888c23 changed concat of strings to f-strings and redundant type conversion was removed (#1767) 
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-05-28 12:13:12 +08:00
Linlang
02fe6b6974 bump verison 2024-05-24 16:38:48 +08:00
Linlang
b892b21045 update version v0.9.5 2024-05-24 15:14:49 +08:00
Linlang
155f80323c fix get data error (#1793) 
* fix get data error

* fix get v0 data error

* optimize get_data code

* fix pylint error

* add comments
 2024-05-24 12:59:50 +08:00
you-n-g
63021018d6 Update README.md's dataset 2024-05-21 08:15:18 +08:00
Linlang
f79a0eeaff fix docs (#1788) 
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-21 04:23:55 +08:00
Linlang
8a087d0db9 fix docs (#1721) 
* fix docs

* modify file extension

* modify file extension

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 19:19:45 +08:00
playfund
2ae4be426a Delete redundant copy() code to speed up (#1732) 
Delete redundant copy() code to speed up

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 18:45:07 +08:00
fei long
6ed83f7c04 data_collector: cn_index: fix missing dependencies package in requirements.txt (#1770) 
add yahooquery and openpyxl in requirements.txt

Signed-off-by: YuLong Yao <feilongphone@gmail.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 18:43:12 +08:00
Ikko Eltociear Ashimine
917e3a725e Update dump_pit.py (#1759) 
seperated -> separated

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 14:42:41 +08:00
Chuan Xu
b1e0e77c97 Fix the bug of reading string NA as NaN in the function exists_qlib_data. (#1736) 
* Fix the bug of reading NA string as NaN in exists_qlib_data.

* Fix the .gitignore file.

* Update the fix and add some comments.

* format with black

---------

Co-authored-by: Chuan Xu <chuan.xu@sas.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 13:09:39 +08:00
Linlang
ea245f5435 Fix issue 1729 (#1776) 
* fix issue 1729

* fix issue 1729

* fix issue 1729

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 11:04:59 +08:00
Linlang
3779b5186a bump version (#1784) 
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-08 13:50:55 +08:00
Young
194284b1ac Update version v0.9.4 2024-05-07 14:15:35 +08:00
Xisen Wang
1bb8f2fa23 Enhance README with LightGBM Installation Guidance for Mac M1 Users (#1766) 
* Update README.md

* Update README.md

* Update README.md
 2024-03-20 20:48:52 +08:00
Linlang
39f88daaa7 download orderbook data (#1754) 
* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2024-03-07 14:41:21 +08:00
Linlang
98f569eed2 add_baostock_collector (#1641) 
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
 2023-11-21 20:31:47 +08:00
JJ
ceff886f49 Update data.rst (#1679) 
Fixed a couple of small spelling errors.
 2023-11-16 18:11:29 +08:00
Ikko Eltociear Ashimine
15b64768e2 Update README.md (#1637) 
an -> a
 2023-11-15 17:03:26 +08:00
Andy li
8bf2678676 fix the warning (#1656) 2023-11-03 17:03:11 +08:00
JJ
fb80e318e2 Update quick.rst (#1667) 
Fixed small spelling error.
 2023-10-20 17:23:34 +08:00
zhuan
ecbeeafdc1 Update requirements.txt (#1521) 2023-09-15 17:18:04 +08:00
Fivele-Li
69e28ceab8 suppress the SettingWithCopyWarning of pandas (#1513) 
* df value is set as expected, suppress the warning;

* depress warning with pandas option_context

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-09-01 18:12:49 +08:00
Fivele-Li
4c30e5827b Troubleshooting pip version issues in CI (#1504) 
* CI failed to run on 23.1 and 23.1.1

* add pyproject.toml

* upgrade pip in slow.yml

* upgrade build-system requires

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* add qlib root path to python sys.path

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* modify pytest root;

* remove set env

* change_pytest_command_CI

* change_pytest_command_CI

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* remove_toml

* recover_toml

---------

Co-authored-by: lijinhui <362237642@qq.com>
Co-authored-by: linlang <Lv.Linlang@hotmail.com>
 2023-08-24 21:24:50 +08:00
Di
5387ea5c1f Add exploration noise to rl training collector (#1481) 
* Update vessel.py

Add exploration_noise=True  to training collector

* Update vessel.py

Reformat
 2023-08-18 17:41:02 +08:00
Di
05d67b3828 Add multi pass portfolio analysis record (#1546) 
* Add multi pass port ana record

* Add list function

* Add documentation and support <MODEL> tag

* Add drop in replacement example

* reformat

* Change according to comments

* update format

* Update record_temp.py

Fix type hint

* Update record_temp.py
 2023-08-04 17:41:12 +08:00
Linlang
38edac5069 fix docs (#1618) 
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-08-02 20:14:54 +08:00
Fivele-Li
b4b7a2fdd4 depress warning with pandas option_context (#1524) 
Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-08-01 19:02:04 +08:00