you-n-g
1b426503fc
feat: data improve, support parquet ( #1966 )
...
* refactor: relocate CLI modules to qlib.cli and update references
* refactor: introduce read_as_df and rename csv_path to data_path
* lint
* refactor: rename csv_path to data_path and use QSettings.provider_uri
* fix pylint error
* fix get_data command
* add comments to CI yaml
* update docs
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2025-08-07 15:04:37 +08:00
Linlang
85cc74846b
fix bugs in the documentation ( #1918 )
...
* fix bugs in the documentation
* fix docs error
2025-04-29 17:24:06 +08:00
Ben Heckmann
82f1ef2def
DRAFT add Data Health Checker ( #1574 )
...
* #854 implement first data health checker draft
* #854 added support for qlib's data format, implemented factor check, reformatted summary
* adaptation current dataset
* format with black
* add data health check to docs
* fix sphinx error
* fix pylint error
* update code
* format with black
* format with pylint
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2025-01-09 21:35:59 +08:00
Linlang
014ff7d3fe
Fix broken URL for RL ( #1881 )
...
* fix_issue_1878
* fix_issue_1878
2025-01-02 14:41:54 +08:00
Lee Yuntong
3a348aec9f
Fix typo ( #1811 )
...
Co-authored-by: LeeYuntong <nukuihayu@outlook.com >
2024-06-20 18:12:07 +08:00
JJ
ceff886f49
Update data.rst ( #1679 )
...
Fixed a couple of small spelling errors.
2023-11-16 18:11:29 +08:00
Linlang
38edac5069
fix docs ( #1618 )
...
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2023-08-02 20:14:54 +08:00
you-n-g
be4646b4b7
Adjust rolling api ( #1594 )
...
* Intermediate version
* Fix yaml template & Successfully run rolling
* Be compatible with benchmark
* Get same results with previous linear model
* Black formatting
* Update black
* Update the placeholder mechanism
* Update CI
* Update CI
* Upgrade Black
* Fix CI and simplify code
* Fix CI
* Move the data processing caching mechanism into utils.
* Adjusting DDG-DA
* Organize import
2023-07-14 12:16:12 +08:00
Lewen Wang
b1dfc77ad7
Update qlibrl docs. ( #1588 )
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* Update qlibrl docs.
* Update docs/component/rl/guidance.rst
* Update docs/component/rl/guidance.rst
* Update docs/component/rl/guidance.rst
---------
Co-authored-by: Litzy <litzy0619owned@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2023-07-07 15:40:03 +08:00
Linlang
21f0b394e7
change get_data url ( #1558 )
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* change_url
* fix_CI
* fix_CI_2
* fix_CI_3
* fix_CI_4
* fix_CI_5
* fix_CI_6
* fix_CI_7
* fix_CI_8
* fix_CI_9
* fix_CI_10
* fix_CI_11
* fix_CI_12
* fix_CI_13
* fix_CI_13
* fix_CI_14
* fix_CI_15
* fix_CI_16
* fix_CI_17
* fix_CI_18
* fix_CI_19
* fix_CI_20
* fix_CI_21
* fix_CI_22
* fix_CI_23
* fix_CI_24
* fix_CI_25
* fix_CI_26
* fix_CI_27
* fix_get_data_error
* fix_get_data_error2
* modify_get_data
* modify_get_data2
* modify_get_data3
* modify_get_data4
* fix_CI_28
* fix_CI_29
* fix_CI_30
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2023-06-25 23:39:11 +08:00
Huoran Li
44ce91ee9d
Simple RL notebook ( #1395 )
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* Simple RL notebook
* Add link to the notebook
Co-authored-by: Young <afe.young@gmail.com >
2023-01-03 00:17:18 +08:00
Maxim Smolskiy
8802653bb9
Fix the Warnings with duplicate object description when building Qlib's documentation ( #1353 )
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* Add :noindex: to docs/advanced/task_management.rst
* Add :noindex: to docs/component/data.rst
* Add :noindex: to docs/component/model.rst
* Add :noindex: to docs/component/online.rst
* Add :noindex: to docs/component/recorder.rst
* Add :noindex: to docs/component/report.rst
* Retest
2022-11-14 18:53:25 +08:00
Maxim Smolskiy
82afd6a67a
Fix the Warnings in rst files when building Qlib's documentation ( #1349 )
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* Fix docs/advanced/alpha.rst
* Fix docs/reference/api.rst
* Fix docs/component/strategy.rst
* Fix docs/start/integration.rst
* Fix docs/component/report.rst
* Fix docs/component/data.rst
* Fix docs/component/rl/framework.rst
* Fix docs/introduction/quick.rst
* Fix docs/advanced/task_management.rst
* Fix CHANGES.rst
* Fix docs/developer/code_standard_and_dev_guide.rst
* Fix docs/hidden/client.rst
* Fix docs/component/online.rst
* Fix docs/start/getdata.rst
* Add docs/hidden to exclude patterns
* Add docs/developer/code_standard_and_dev_guide.rst to index.rst
* Change docs/developer/code_standard_and_dev_guide.rst place in index.rst
2022-11-13 22:07:08 +08:00
Lewen Wang
e182124e75
Add docs for qlib.rl ( #1322 )
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* Add docs for qlib.rl
* Update docs for qlib.rl
* Add homepage introduct to RL framework
* Update index Link
* Fix Icon
* typo
* Update catelog
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update figure
* Update docs for qlib.rl
* Update setup.py
* FIx setup.py
* Update docs and fix some typos
* Fix the reference to RL docs
* Update framework.svg
* Update framework.svg
* Update framework.svg
* Update docs for qlibrl.
* Update docs for qlibrl.
* Update docs for Qlibrl.
* Update docs for qlibrl.
* Update docs for qlibrl.
* Update docs for qlibrl.
* Add new framework
* Update jpg
* Update framework.svg
* Update framework.svg
* Update Qlib framework and description
* Update grammar
* Update README.md
* Update README.md
* Update docs/component/rl.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/component/rl.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs for qlib.rl
* Change theme for docs.
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl.
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-11-10 21:10:44 +08:00
animic
157ef529bb
update recorder.rst ( #1264 )
2022-08-29 17:50:51 +08:00
Di
86f08e47e8
Qlib data doc ( #1207 )
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* Explain data crawler structure
* Add documentation for data and feature
* Update scripts/data_collector/yahoo/README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Remove some confusing wording
* Add third party data source
* Fix command typo
* Update commands
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-07-22 09:24:58 +08:00
you-n-g
792285b64f
Update data.rst
2022-07-14 18:25:23 +08:00
YaOzI
1dededa33f
Improve the style of documentation ( #1132 )
...
This commit improves the documentation (rst files) only in the
following three ways:
* Aligned section headers with their underline/overline punctuation characters
* Deleted all trailling whitespaces in rst files
* Deleted a few trailling newlines at the end of the rst files
Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com >
2022-07-07 19:42:27 +08:00
YaOzI
3e6e2865ce
Fixed a few mixed Chinese punctuation typos ( #1123 )
2022-06-14 20:12:14 +08:00
Linlang
2de9903200
fix_issue_1060 ( #1092 )
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* fix_issue_1060
* fix_import_error
2022-05-07 20:59:06 +08:00
金戈
00e40e775b
Fixed typos in workflow.rst ( #1068 )
...
* Update workflow.rst
Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.
* Fix typo. `preprossing` should be `preprocessing`
* Update data.rst
Remove extra `of`.
2022-04-27 18:36:47 +08:00
Chao Wang
fe155703b0
update doc for TopK-Drop ( #1015 )
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updated doc for TopK-Drop.
2022-03-29 09:18:37 +08:00
you-n-g
ff4724e248
Known Limitations In Recroder ( #999 )
2022-03-22 09:21:48 +08:00
you-n-g
b7988e6428
Add backtest example to online simulation ( #984 )
2022-03-19 01:53:14 +08:00
Linlang
705354cc28
fix-issue948 ( #986 )
...
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-03-17 19:24:17 +08:00
you-n-g
1b5d0d4d6d
Update report.rst ( #980 )
2022-03-15 21:30:50 +08:00
you-n-g
4bf127eba5
Some links about high-frequency trading ( #884 )
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* Some links about high-frequency trading
* Update highfreq.rst
* Update highfreq.rst
* Update highfreq.rst
2022-02-13 20:22:05 +08:00
you-n-g
c149c8616c
Update strategy.rst
2022-02-12 23:10:46 +08:00
you-n-g
79355666a9
Docs improvement of backtest ( #885 )
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* Docs improvement of backtest
* Update strategy.rst
2022-01-26 19:59:59 +08:00
you-n-g
d533219738
Update data.rst ( #878 )
2022-01-21 14:08:59 +08:00
you-n-g
7f274b1e4e
Fix code and docs for issues ( #853 )
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* Docs for model and strategy
* add some docs about workflow and online
* safe_load yaml
* DDG-DA paper link and comments for code
2022-01-17 13:57:44 +08:00
you-n-g
d6f69aefea
Update data.rst
2022-01-15 19:22:31 +08:00
you-n-g
7a4a92bc69
Update data.rst
2022-01-14 13:17:52 +08:00
you-n-g
271782c9dd
Update data.rst
2022-01-14 09:19:12 +08:00
you-n-g
cf35562e84
DDG-DA paper code ( #743 )
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* Merge data selection to main
* Update trainer for reweighter
* Typos fixed.
* update data selection interface
* successfully run exp after refactor some interface
* data selection share handler & trainer
* fix meta model time series bug
* fix online workflow set_uri bug
* fix set_uri bug
* updawte ds docs and delay trainer bug
* docs
* resume reweighter
* add reweighting result
* fix qlib model import
* make recorder more friendly
* fix experiment workflow bug
* commit for merging master incase of conflictions
* Successful run DDG-DA with a single command
* remove unused code
* asdd more docs
* Update README.md
* Update & fix some bugs.
* Update configuration & remove debug functions
* Update README.md
* Modfify horizon from code rather than yaml
* Update performance in README.md
* fix part comments
* Remove unfinished TCTS.
* Fix some details.
* Update meta docs
* Update README.md of the benchmarks_dynamic
* Update README.md files
* Add README.md to the rolling_benchmark baseline.
* Refine the docs and link
* Rename README.md in benchmarks_dynamic.
* Remove comments.
* auto download data
Co-authored-by: wendili-cs <wendili.academic@qq.com >
Co-authored-by: demon143 <785696300@qq.com >
2022-01-10 16:52:37 +08:00
Chia-hung Tai
184ce34a34
[807] Move the REG_CONSTANT/EPS to constant.py. ( #811 )
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* [807] Move the REG_CONSTANT to constant.py.
* import REG_US.
* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Chia-hung Tai
c633d3fec0
Fix BaseStrategy path. ( #801 )
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qlib.strategy.base.BaseStrategy is the current path.
2022-01-04 18:55:40 +08:00
you-n-g
0b6d99bd38
Add a more understandable example of data workflow ( #797 )
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* Update data.rst
* Update data.rst
2022-01-04 09:07:44 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
...
Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
Dong Zhou
1b8f0b4575
support optimization based strategy ( #754 )
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* support optimization based strategy
* fix riskdata not found & update doc
* refactor signal_strategy
* add portfolio example
* Update examples/portfolio/prepare_riskdata.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* update doc
* fix riskmodel doc
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-12-28 18:44:20 +08:00
Chia-hung Tai
f490708025
Fix typo leanable to learnable. ( #774 )
2021-12-25 16:07:40 +08:00
you-n-g
41a5778684
Update strategy.rst
...
Add docs for the prediction score
2021-12-25 15:24:58 +08:00
you-n-g
ae83f9056f
docs improvement ( #730 )
2021-12-07 21:45:29 +08:00
Pengrong Zhu
c276de4040
Fix backtest ( #719 )
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* modify FileStorage to support multiple freqs
* modify backtest's sample documentation
* change the logging level of read data exception from error to debug
* fix the backtest exception when volume is 0 or np.nan
* fix test_storage.py
* add backtest_daily
* modify backtest_daily's docstring
* add __repr__/__str__ to Position
* fix the bug of nested_decision_execution example
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-12-07 19:04:23 +08:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* MVP for Indian Stocks in qlib using yahooquery
* cleaned with black
* cleaned with black
* add YahooNormalizeIN and YahooNormalizeIN1d
* cleaned the code
* added 1min for IN and also updated readme
* update comments
* fix comments
* recorder support upload both raw file and directory
* fix comments
* Update README.md
* Fix docs of QlibRecorder
* sort index after loader (#538 )
make sure the fetch method is based on a index-sorted pd.DataFrame
* refactor online serving rolling api
* refactor TRA
* format by black
* fix horizon
* fix TRA when use single head
* clean up
* improve pretrain
* update README
* fix tra when logdir is None
* fix tra when logdir is None
* Update strategy.py
* Update README.md
* Update README.md
* Conda Suggestion
* code standard docs
* Update ensemble.py (#560 )
* Fix CI Bug (#575 )
Co-authored-by: yuxwang <anduinnn@foxmail.com >
* Update gen.py (#576 )
* Fix multi-process loop calls (#574 )
* check lexsort in the 'lazy_sort_index' function (#566 )
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* Delete .DS_Store
* Update README.md
* bug fix & use oracle transport pretrain
* mend
* Add `backend_freq_config` parameter, support multi-freq uri
* Add sample_config to QlibDataLoader, support multi-freq
* add multi-freq example
* get_cls_kwargs renamed get_callable_kwargs
* support multi-freq uri
* Add inst_processors to D.features
* Fix typo
* Fix the index type of the multi-freq example
* Fix duplicate mlflow directories in tests
* Add DataPathManager to QlibConfig && modify inst_processors to supports list only
* Modify the default value in the multi_freq example
* Modify client-server mode and dataset-cache to disable inst_processor
* Add wheel package to github CI
* fix comment
* Update FAQ.rst
* Update README.md
Fix wrong link
* Update the docs of TaskManager (#586 )
* Update manage.py
* update yaml
* update run_all_model
* Modify the Feature to be case sensitive (#589 )
* update README
* remove verbose
* fix spell bug
* fix typos (#592 )
* Update Release Note
* fix portfolio bug
* Add calendar support for resample
* add freq kwargs
* test.yml: Remove redundant code (#595 )
* Supporting shared processor (#596 )
* Supporting shared processor
* fix readonly reverse bug
* remove pytests dependency
* with fit bug
* fix parameter error
* fix comments
* Fix undefined names in Python code (#599 )
* Update pytorch_tabnet.py
$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
self.independ.append(GLU(inp, out_dim, vbs=vbs))
^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
^
2 F821 undefined name 'task_train'
2
```
* Fix undefined names in Python code
* from qlib.model.trainer import task_train
* update seed
* fix some docstring
* add comments
* Fix SimpleDatasetCache
* Update setup.py
updated classifiers
* Update setup.py
change to matplotlib==3.3
* Update python-publish.yml
added python 3.9
* updategrade version number
* Update model list
* fix the type of filter_pipe
* fix comment
* fix record_temp
* update cvxpy version
* Update code_standard.rst (#587 )
* Update code_standard.rst
* Update docs/developer/code_standard.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Add file lock for MLflowExpManager (#619 )
* fix torch version
* Share version number (#620 )
* Update initialization.rst (#622 )
* Update initialization.rst
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix bugs for running previous exmaple
* fix deal amount bug
* update change doc (#623 )
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Delete change doc.gif
* Add files via upload
* Update README.md
* Delete change doc.gif
* Add files via upload
* Delete change doc.gif
* Add files via upload
* Update README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* update doc
* simplify run all model
* fix run all model bug
* Fix Models (#483 )
* fix gat dataset
* fix tft model
* Update tft.py
* Fix tft.py
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
* type and skip empty exp
* fix model yaml config
* fix tft import bug
* skip empty result
* fix model and yaml bug
* fix wrong generate parameter
* Modify multi-freq example (#626 )
* modify the example of multi-freq
* add Copyright
* add a comment to average_ops.py
* modify the example of multi-freq
* add comment to multi_freq_handler.py
* add the Ref expression description to multi_freq_handler.py
* add expression description to multi_freq_handler.py
* update images
* fix workflow and update framework
Co-authored-by: Gaurav <2796gaurav@gmail.com >
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com >
Co-authored-by: bxdd <bxd98@126.com >
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn >
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com >
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
Co-authored-by: yuxwang <anduinnn@foxmail.com >
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com >
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com >
Co-authored-by: Christian Clauss <cclauss@me.com >
Co-authored-by: Anurag Kumar <mailanu98@gmail.com >
Co-authored-by: demon143 <785696300@qq.com >
2021-10-01 02:15:30 +08:00
panshuaiyin
3810a4cd33
Update data.rst
...
use own alpha-factor
2021-07-22 20:07:04 +08:00
you-n-g
3b8087677c
Update online.rst
2021-07-16 12:24:33 +08:00
xiaowuhu
dafef0ac08
Update workflow.rst
...
should be China instead of china
2021-07-06 09:22:11 +08:00
xiaowuhu
1cb43ea69b
Update workflow.rst
...
remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here
2021-07-06 09:21:14 +08:00
