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

20 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
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
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811)
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Chao Ning
6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781)
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
zhupr
ef11a9d95c modify the default value of exists_skip in the GetData.qlib_data parameter to False 2021-05-28 14:57:06 +08:00
zhupr
98eacf8f88 add test/config.py 2021-05-28 13:24:47 +08:00
bxdd
136830bc2b update comments 2021-03-30 00:38:15 +08:00
bxdd
8743576f72 black format 2021-03-29 20:16:00 +08:00
bxdd
fb7f84f31e fix ubg 2021-03-29 20:15:42 +08:00
bxdd
31bc85bf86 restructure data layer config & setup 2021-03-29 19:49:30 +08:00
bxdd
f6dc25b229 update rolling process 2021-03-25 16:14:22 +08:00
bxdd
cbf97f56a4 fix market 2021-02-05 16:09:06 +08:00
bxdd
d702c8bcb1 add Cut ops 2021-02-05 16:09:06 +08:00
bxdd
8a91e7d34d black format 2021-02-05 12:33:47 +08:00
bxdd
4ed8b8e233 add docs & fix reinit of datatset 2021-02-05 12:33:47 +08:00
bxdd
090b68e44e Update workflow.py 2021-02-03 13:12:19 +08:00
bxdd
76cf9dad99 update 2021-01-28 14:30:20 +00:00
bxdd
ffa68fd010 update 2021-01-28 14:25:55 +00:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00