liuyu/qlib
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Code Activity
2,061 Commits 46 Branches 26 Tags
3097dcc9953b55556cd4ea17686cb67945d70f46
Commit Graph

72 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
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
you-n-g
32c3070b73 Refine DDG-DA (#1472) 
* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
 2023-04-07 15:00:21 +08:00
you-n-g
40de67265a Update Docs about some concepts in DataHandler (#1485) 2023-04-07 10:02:16 +08:00
you-n-g
e457ca8511 Improve annotation & documentation for handler (#1312) 
* Improve annotation & documentation for handler

* Add type
 2023-03-15 21:15:40 +08:00
Maxim Smolskiy
5b73b80293 Fix the Errors/Warnings when building Qlib's documentation (#1381) 
* Fix the Errors/Warnings when building Qlib's documentation

* Fix

* Fix

* Empty

* Test CI

* Add doc compiling checking to CI

* Fix

* Tries to be consistent with Makefile

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-12-05 09:29:03 +08:00
YQ Tsui
cc01812c62 Fix typos and grammar errors in docstrings and comments (#1366) 
* fix gramma error in doc strings

* fix typos in exchange.py

* fix typos and gramma errors

* fix typo and rename function param to avoid shading python keyword

* remove redundant parathesis; pass kwargs to parent class

* fix pyblack

* further correction

* assign -> be assigned to
 2022-11-20 14:15:59 +08:00
Maxim Smolskiy
b51e881be3 Fix the Errors with unexpected indentation when building Qlib's documentation (#1352) 
* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py

* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py

* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py

* Fix ERROR: Unexpected indentation in qlib/data/base.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py

* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py

* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py

* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py

* Fix ERROR: Unexpected indentation in qlib/strategy/base.py

* Fix qlib/data/dataset/handler.py

* Retest
 2022-11-15 08:49:36 +08:00
you-n-g
caea495f40 Update handler.py (#1044) 2022-04-22 09:16:06 +08:00
Chia-hung Tai
07f0d4f599 [930] Fix typo HasingStockStorage to HashingStockStorage. (#947) 2022-03-04 12:40:04 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888) 
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
 2022-01-26 19:27:24 +08:00
you-n-g
635632e4ed Update handler processors docs (#879) 
* Update handler.py

* Update handler.py

* Update handler.py
 2022-01-25 11:28:23 +08:00
you-n-g
da48f42f3f Make the logic of handler Clear (#877) 2022-01-20 22:36:28 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790) 
Signed-off-by: unknown <lv.linlang@qq.com>
 2021-12-31 22:14:47 +08:00
Young
5fa56703ae add handler pickle attr, enhance init_instance_by_config 2021-10-26 23:32:33 +08:00
Young
f537222ce3 make handler seperable 2021-10-21 12:38:24 +00:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* 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
bxdd
8dd5788bac fix comments & update resam ts_last method 2021-07-01 16:31:58 +00:00
bxdd
8d1b1979d9 update handler_storage test 2021-06-30 11:34:08 +08:00
bxdd
9985befe69 update HashingStockStorage 2021-06-30 11:34:08 +08:00
bxdd
e1b6f310c9 add Handler Storage 2021-06-28 20:06:15 +00:00
you-n-g
d08146c30f Merge pull request #290 from you-n-g/online_srv 
init version of online serving and rolling
 2021-05-17 17:35:29 +08:00
zhupr
9bd77bd89f Add configurable dataset to examples 2021-05-11 17:36:55 +08:00
lzh222333
84c56f13bd docs and bug fixed 2021-05-06 04:18:55 +00:00
Young
a366c11d67 Update features for hyb nn 2021-04-09 13:48:01 +00:00
lzh222333
eae94d1ee8 Merge remote-tracking branch 'microsoft/qlib/main' into online_srv 2021-03-30 07:16:56 +00:00
bxdd
7a2203f116 update comments 2021-03-30 11:03:07 +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
4ee0240c24 black format 2021-03-25 22:08:39 +08:00
bxdd
5f60d18dfe fix config_data bug 2021-03-25 22:08:23 +08:00
bxdd
f6dc25b229 update rolling process 2021-03-25 16:14:22 +08:00
lzh222333
d66d4ec93d Merge branch 'main' into online_srv 2021-03-23 11:20:02 +08:00
Young
44a7dc004d update docs and fix duplicated pred bug 2021-03-12 07:50:17 +00:00
D-X-Y
229a39d0d3 Fix typos in DataHandler's doc 2021-03-03 07:30:55 +00:00
Young
835b47a7e7 simplify parameters 2021-02-02 16:52:50 +08:00
Young
802dac81c9 move freq params to dataloader 2021-02-02 16:52:50 +08:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00
bxdd
6a145df87c fix bug 2021-01-26 07:32:06 +00:00
bxdd
06dbd02b99 black format 2021-01-25 17:59:48 +00:00
bxdd
ffedb6382f add highfreq example 2021-01-25 17:58:45 +00:00
Young
5d5f8c8868 update TimeSeriesDataset 2020-12-09 17:20:36 +08:00
Jactus
2fd982a98f Update docs and delete estimator 2020-11-26 19:40:41 +08:00
Young
3a3937aa42 Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-26 08:43:36 +00:00
Young
e2935f214a fix some typo and bug 2020-11-26 08:42:54 +00:00
Jactus
87cee85cea Update docs and fix tabnet 2020-11-26 00:55:26 +08:00
Jactus
b31480a06a Update doc strings and fix 2020-11-25 18:03:52 +08:00