liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
2,016 Commits 46 Branches 26 Tags
85cc74846b5af2e3e6d18666a2f6e399396980b9
Commit Graph

2016 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
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
cyncyw
c9ed050ef0 Ptnn4both datatypes and alignment tests (#1827) 
* Init model for both dataset

* Remove some deprecated code

* Add model template;

* We must align with previous results

* We choose another mode as the initial version

* Almost success to run GRU

* Successfully run training

* Passed general_nn test

* gru test

* Alignment test passed

* comment

* fix readme & minor errors

* general nn updates & benchmarks

* Update examples/benchmarks/GeneralPtNN/workflow_config_gru2mlp.yaml

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-07-11 17:59:18 +08:00
Linlang
2c33332dd6 More dataloader example (#1823) 
* More dataloader example

* optimize code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* fix pylint error

* fix CI error

* fix CI error

* Comments

* fix error type

---------

Co-authored-by: Young <afe.young@gmail.com>
 2024-07-10 14:48:44 +08:00
you-n-g
a7d5a9b500 Nested data loader (#1822) 
* nested data loader

* Amend

* add data loder test

* fix pylint error

* fix pytest error

* fix pytest error

* delete comments

* Update qlib/contrib/data/handler.py

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-07-05 15:44:16 +08:00
you-n-g
5190332c7e Add some misc features. (#1816) 
* Normal mod

* Black linting

* Linting
 2024-06-26 18:34:00 +08:00
cyncyw
cde80206e4 Update index_data.py for datatype conversion and alignment (#1813) 
* Update index_data.py for data convertion and alignment

* Update qlib/utils/index_data.py

* Update qlib/utils/index_data.py

* fix linting

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-06-24 15:34:48 +08:00
cyncyw
a339fc11d1 add a note for code standard (#1814) 
* add a note for code standard

* handle both cases

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
 2024-06-24 15:33:45 +08:00
Linlang
33482047dc change weight data download url (#1812) 2024-06-21 13:05:53 +08:00
Fivele-Li
47bd13295b Fix Yahoo daily data format inconsistent (#1517) 
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

* align index format while end date contains current day data

* fix black

* fix black

* optimize code

* optimize code

* optimize code

* fix ci error

* check ci error

* fix ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-21 11:22:23 +08:00
陈屹华
ebc0ca893e Fix TSDataSampler Slicing Bug #1716 (#1803) 
* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug with simplyer implmentation#1716
 with Simplified Implementation

* Refactor: Fix CI errors by addressing pylint formatting issues

* Refactor: Remove extraneous whitespace for improved code formatting with Black
 2024-06-21 09:25:23 +08:00
Lee Yuntong
3a348aec9f Fix typo (#1811) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-20 18:12:07 +08:00
Lee Yuntong
37b908792b Fix typo (#1809) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-19 17:31:57 +08:00
raikiriww
73ec0f4003 Add "mse" metric option to ALSTM.metric_fn (#1810) 2024-06-19 17:31:47 +08:00
Linlang
155c17f8ff fix logo display error (#1804) 2024-06-06 13:39:49 +08:00
Yang
41b94059aa fix panic during normalizing the invalid data (#1698) 
* fix panic during normalizing the invalid data

* fix yaml load

* change error to warning

* change error code

* optimize code

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-02 06:54:39 +08:00
block-gpt
7db83d84b7 Update utils.py for typo (#1751) 
Fix typo

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 19:33:23 +08:00
Hao Zhao
35e0fdd1c0 fix the bug that the HS_SYMBOLS_URL is 404 (#1758) 
* fix the bug that the HS_SYMBOLS_URL is 404

* fix bug

* format with black

* fix pylint error

* change error code

* fix ci error

* fix ci error

* optimize code

* optimize code

* add comments

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 08:07:34 +08:00
you-n-g
598017f634 Update Dev in README.md (#1800) 2024-05-29 17:44:18 +08:00
igeni
907c888c23 changed concat of strings to f-strings and redundant type conversion was removed (#1767) 
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-05-28 12:13:12 +08:00
Linlang
02fe6b6974 bump verison 2024-05-24 16:38:48 +08:00
Linlang
b892b21045 update version v0.9.5 2024-05-24 15:14:49 +08:00
Linlang
155f80323c fix get data error (#1793) 
* fix get data error

* fix get v0 data error

* optimize get_data code

* fix pylint error

* add comments
 2024-05-24 12:59:50 +08:00
you-n-g
63021018d6 Update README.md's dataset 2024-05-21 08:15:18 +08:00
Linlang
f79a0eeaff fix docs (#1788) 
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-21 04:23:55 +08:00
Linlang
8a087d0db9 fix docs (#1721) 
* fix docs

* modify file extension

* modify file extension

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 19:19:45 +08:00