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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

9 Commits

Author SHA1 Message Date
Linlang
3097dcc995 fix(security): use RestrictedUnpickler in load_instance (#2153)
* fix(security): enforce RestrictedUnpickler for load_instance to prevent unsafe pickle deserialization

* fix: lint error
2026-03-10 20:45:38 +08:00
Linlang
fbba768006 fixed a problem with multi index caused by the default value of groupkey (#1917)
* fixed a problem with multi index caused by the default value of groupkey

* modify group_key default value

* limit pandas verion

* format with black

* fix docs error

* fix docs error

* fixed bugs caused by pandas upgrade

* remove needless code

* reformat with black

* limit version & add docs
2025-05-13 16:02:49 +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
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
you-n-g
41447f320b fix tra dataset bug (#1050) 2022-04-15 17:15:44 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790)
Signed-off-by: unknown <lv.linlang@qq.com>
2021-12-31 22:14:47 +08:00
you-n-g
e99224e5c2 Update benchmark based on new backtest (#634)
* free random seed

* update model baselines

* more robust for parameters
2021-10-07 22:57:19 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00