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Commit Graph

2040 Commits

Author SHA1 Message Date
Linlang
213eb6c2cd fix: the bug when auto_mount=True (#2009)
* fix: the bug when auto_mount=True

* fix: the bug when auto_mount=True
2025-09-11 20:05:17 +08:00
Linlang
94d138ec23 chore: align collect_info.py with pyproject.toml (#1997)
* chore: Align collect_info.py with pyproject.toml

* delete version info

* chore: align collect_info.py with pyproject.toml
2025-09-03 19:29:18 +08:00
Linlang
f26b341736 fix: spelling errors (#1996)
Co-authored-by: XYUU <xyuu@xyuu.net>
2025-09-01 16:11:41 +08:00
Linlang
136b2ddf9a fix: download orderbook data error (#1990) 2025-08-19 17:44:27 +08:00
Alaa Kaddour
7095e755fa fix: replace deprecated pandas fillna(method=) with ffill()/bfill() (#1987)
* fix: replace deprecated pandas fillna(method=) with ffill()/bfill()

  Replace deprecated fillna(method="ffill"/"bfill") calls with modern
  pandas ffill() and bfill() methods to fix FutureWarnings in pandas 2.x.

  Also includes black formatting fixes for compliance.

  This addresses the pandas deprecation warnings portion of issue #1981.
  Other issues (date parsing, type conversion, timezone handling) will be
  addressed in separate commits.

  Fixes:
  - Yahoo collector: 2 instances in calc_change() and adjusted_price()
  - BaoStock collector: 1 instance in calc_change()
  - Core utils: resam.py fillna operations
  - Backtest: profit_attribution.py stock data processing
  - High-freq ops: FFillNan and BFillNan operators
  - Position analysis: parse_position.py weight processing

  Partially addresses GitHub issue #1981

* lint with black

* lint with black

* limit minimum version of pandas

* limit minimum version of pandas

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-08-19 16:00:29 +08:00
Linlang
2d05a705e3 ci: auto release (#1985)
* ci: auto release

* fix: bug getting version in qlib/__init__.py

* fix: bug getting version in setup.py

* fix: bug getting version in qlib/__init__.py

* fix: make the code in CI more complete

* fix: specify the root directory in the get_verison method

* fix: parameter error

* update: optimize code && add comments
2025-08-18 17:28:00 +08:00
Linlang
da920b7f95 Update version v0.9.7 2025-08-15 16:50:57 +08:00
Linlang
d89fa0184c fix: upgrade the method of installing LightGBM on MacOS (#1980)
* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* add: comments

* test: build package && check package

* test: build package && check package

* test: build package && check package

* optimize yml
2025-08-15 15:57:55 +08:00
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
you-n-g
78b77e302b feat: use pydantic-settings for MLflow config and update dependencies (#1962)
* feat: use pydantic-settings for MLflow config and update dependencies

* docs
2025-07-01 21:32:11 +08:00
Linlang
38f02d25dc disable pylint error (#1960)
* disable pylint error

* try fix build docs error

* try fix build docs error

* optimize code
2025-06-30 18:43:34 +08:00
you-n-g
de86e46ed0 refactor: introduce BaseDataHandler and unify fetch interface (#1958)
* refactor: introduce BaseDataHandler and unify fetch interface

* refactor: include data_key in seg_kwargs and simplify segments loop

* refactor: default data_key to BaseDataHandler.DK_I in _get_df_by_key

* style: fix indentation and remove extra blank lines in data handlers

* refactor: use BaseDataHandler.DK_I as default data_key

* docs: fix BaseDataHandler docstring grammar and formatting

* refactor: remove unused **kwargs from storage fetch methods

* docs: refine BaseDataHandler and DataHandler docstrings

* refactor: rename BaseDataHandler to DataHandlerABC, update type hints

* feat: add flt_col to TSDatasetH and list-to-slice conversion in storage

* lint

* comment
2025-06-29 15:50:59 +08:00
Emre
ba8b6cc30f fix: typo (#1943) 2025-05-29 15:18:12 +08:00
Linlang
3525514704 Fixing Security Vulnerabilities (#1941)
* Fixing Security Vulnerabilities

* Fixing Pylint Error

* Fixing Security Vulnerabilities windows

* format with black

* using returncode to locate problems

* fix pylint error
2025-05-28 20:43:58 +08:00
you-n-g
3e72593b8c Update README.md (#1940) 2025-05-27 21:32:22 +08:00
Linlang
c38e799ce7 Implement geometric accumulation mode for risk_analysis function (#964) (#1938)
Co-authored-by: eabjab <buege.ethan@gmail.com>
2025-05-27 14:24:16 +08:00
Di
14d54aa2a1 Add util function to help automatically get horizon (#1509)
* Add util function to help automatically get horizon

* Reformat for CI

* Leverage horizon change

* Udpate config yaml

* Update for formatting

* Adapt to pickled handler

* Fix CI error

* remove blank

* Fix lint

* Update tests

* Remove redundant check

* modify the code as suggested

* format code with pylint

* fix pytest error

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-05-26 22:08:43 +08:00
you-n-g
89ae312109 doc: update README.md (#1929)
* Update README.md

* Update README.md
2025-05-22 15:34:19 +08:00
ziphei
3ea30c0290 The plotly figure is empty in the code block "Basic data" (#1902)
* Update detailed_workflow.ipynb

the result figure is empty

* Update detailed_workflow.ipynb

fix issue: the plotly figure is empty

* The error message indicated that my code did not
comply with the code style guidelines.
Specifically, I had used double quotes "notebook"
for the string, whereas the required format was
single quotes 'notebook'.
This has now been corrected.

* comply with the code style guidelines.
Specifically, I had used double quotes "notebook"
for the string, whereas the required format was
single quotes 'notebook'.
This has now been corrected.

* I didn't use nbqa black to reformat my code. Now
is done!

* recover_code

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-05-21 14:34:40 +08:00
Yuante Li
4b8d70df1b [feat] fix a bug and adapt general_nn for use with rdagent_qlib (#1928)
* update qlib general_nn for rdagent_qlib

* fix install lightgbm error

* fix install lightgbm error & format with black

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-05-20 17:04:09 +08:00
炼金术师华华
a2996f7046 [Fix]Update data preparation part in README.md (#1924) 2025-05-13 18:40:31 +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
Dred
df557d29d5 [fix] keep group_keys=False in Average Ensemble (#1913) 2025-05-08 15:03:46 +08:00
Linlang
be9cd9fe23 fix ci error (#1921)
* fix ci error

* fix ci error

* add comments

* add comments
2025-05-07 16:35:22 +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
Linlang
950408ef46 Fix issue 1892 (#1916)
* fix: resolve #1892 by retriving the data page by page

* fix: resolve #1892 by retriving the data page by page

* reformat with black

---------

Co-authored-by: shengyuhong <shengyuhong@bytedance.com>
Co-authored-by: fibers <yu8582@126.com>
2025-04-27 13:58:10 +08:00
Linlang
320bd65e19 fix fillna bug (#1914)
* fix fillna bug

* fix flake8 error

* fix pylint error

* update ubuntu version for action

* fix pytest error

* fix pylint error

* fix black error

* fix pylint error

* add Fillna test

* fix black error

* add  instruments

* remove code
2025-04-25 11:18:09 +08:00
Linlang
e7a1b5ea1f fix col name error when fetch data (#1904)
* fix col name error when fetch data

* fix col name error when fetch data

* fix install qlib error

* optimize code

* optimize code

* optimize code
2025-04-02 18:50:52 +08:00
you-n-g
67feeaeb00 docs: fix README.md link 2025-03-24 09:44:11 +08:00
Linlang
4d621bff99 fix pkl file not loading in StaticDataLoader (#1896)
* fix pkl file not loading in StaticDataLoader

* resolve hard code

* resolve hard code
2025-03-18 16:05:24 +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
186512f272 Fix csi300 constituents url (#1883)
* fix_csi300_constituents_url

* Fix issue in readme

* format with black
2025-01-03 16:57:17 +08:00
codecnotsupported
bda374180a Update links to chenditc/investment_data to always point to latest release (#1877)
* Update README.md

Link to latest release.
https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release

* Update README.md

Link to latest release.
https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release

* Update README.md

Link to latest release.
https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release

* Update README.md

Link to latest release.
https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release

* Update README.md

* Update README.md
2025-01-03 13:56:49 +08:00
Linlang
014ff7d3fe Fix broken URL for RL (#1881)
* fix_issue_1878

* fix_issue_1878
2025-01-02 14:41:54 +08:00
Chia-hung Tai
23d9d5a0a9 Fix the empty price_s case and self.instruments in SBBStrategyEMA. (#1677)
* Fix the empty price_s case and self.instruments in SBBStrategyEMA.

* Update qlib/contrib/strategy/rule_strategy.py

* Update qlib/contrib/strategy/rule_strategy.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2024-12-26 15:56:41 +08:00
Linlang
7ce97c9da5 Bump version (#1872)
* bump version

* bump version

* Update README.md

* fix_ci_error

* fix_ci_error

* fix_ci_error

* fix_ci_error

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-12-26 14:35:37 +08:00
Linlang
5a84aaf1dc Update version v0.9.6 2024-12-23 14:28:09 +08:00
Linlang
afbb178e24 Update publish (#1871)
* update publish

* reformat with black
2024-12-23 13:22:24 +08:00
Linlang
a0cef033cb update python version (#1868)
* update python version

* fix: Correct selector handling and add time filtering in storage.py

* fix: convert index and columns to list in repr methods

* feat: Add Makefile for managing project prerequisites

* feat: Add Cython extensions for rolling and expanding operations

* resolve install error

* fix lint error

* fix lint error

* fix lint error

* fix lint error

* fix lint error

* update build package

* update makefile

* update ci yaml

* fix docs build error

* fix ubuntu install error

* fix docs build error

* fix install error

* fix install error

* fix install error

* fix install error

* fix pylint error

* fix pylint error

* fix pylint error

* fix pylint error

* fix pylint error E1123

* fix pylint error R0917

* fix pytest error

* fix pytest error

* fix pytest error

* update code

* update code

* fix ci error

* fix pylint error

* fix black error

* fix pytest error

* fix CI error

* fix CI error

* add python version to CI

* add python version to CI

* add python version to CI

* fix pylint error

* fix pytest general nn error

* fix CI error

* optimize code

* add coments

* Extended macos version

* remove build package

---------

Co-authored-by: Young <afe.young@gmail.com>
2024-12-17 11:30:06 +08:00
you-n-g
7acb4f3484 Fix Async Call (#1869) 2024-12-16 18:32:46 +08:00
YQ Tsui
431f574967 fix duplicate log (#1661)
* fix duplicate log

* fix unit test

* fix log

* fix_duplicate_log

* fix_duplicate_log

* add comments

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2024-12-09 15:45:31 +08:00
you-n-g
b604fe56b3 Update README.md 2024-12-05 10:21:37 +08:00
Linlang
af4b8772d2 Saurabh12571257/main (#1866)
* Update README.md

* test macos ci

* test macos ci

* test macos ci

* fix ci error

* fix ci error

---------

Co-authored-by: saurabh dave <87791567+saurabh12571257@users.noreply.github.com>
2024-12-04 16:23:21 +08:00
Di
18fcdf1521 Update requirements.txt (#1829)
Update urllib3 dependency according to https://github.com/advisories/GHSA-34jh-p97f-mpxf
2024-12-04 12:10:05 +08:00
Linlang
f2caf452e9 add dockerfile (#1817)
* add dockerfile

* add execute script

* add docs

* optimize docs

* optimize dockerfile

* optimize docs

* optimize dockerfile

* update code & update README

* doc build error

* update docs

* update code
2024-11-13 11:41:06 +08:00
Xu Yang
ca9f1861a4 Update README.md to show rdagent in qlib front page (#1848)
* update readme

* Update README.md

add english and chinese link to rdagent

* add the logo of rdagent to readme

add the logo of rdagent to readme

* adjust the height of the logo

* improve some works in readme

* add a line
2024-09-12 23:44:27 +08:00
Another
b45b006ef2 Update README.md (#1839)
Update data example to 20240809
2024-08-30 17:01:55 +08:00
Linlang
82cf438401 fix break img (#1842) 2024-08-14 14:59:28 +08:00
you-n-g
9e635168c0 Update README.md 2024-08-09 20:23:13 +08:00
you-n-g
b7ace1a622 🔥LLM-driven Auto Quant Factory🔥 (#1840)
* Update README.md

* Update README.md
2024-08-09 20:14:58 +08:00