1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Commit Graph

20 Commits

Author SHA1 Message Date
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
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
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
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
Young
194284b1ac Update version 2024-05-07 14:15:35 +08:00
Linlang
98f569eed2 add_baostock_collector (#1641)
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
2023-11-21 20:31:47 +08:00
Fivele-Li
4c30e5827b Troubleshooting pip version issues in CI (#1504)
* CI failed to run on 23.1 and 23.1.1

* add pyproject.toml

* upgrade pip in slow.yml

* upgrade build-system requires

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* add qlib root path to python sys.path

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* modify pytest root;

* remove set env

* change_pytest_command_CI

* change_pytest_command_CI

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* remove_toml

* recover_toml

---------

Co-authored-by: lijinhui <362237642@qq.com>
Co-authored-by: linlang <Lv.Linlang@hotmail.com>
2023-08-24 21:24:50 +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
Linlang
21f0b394e7 change get_data url (#1558)
* change_url

* fix_CI

* fix_CI_2

* fix_CI_3

* fix_CI_4

* fix_CI_5

* fix_CI_6

* fix_CI_7

* fix_CI_8

* fix_CI_9

* fix_CI_10

* fix_CI_11

* fix_CI_12

* fix_CI_13

* fix_CI_13

* fix_CI_14

* fix_CI_15

* fix_CI_16

* fix_CI_17

* fix_CI_18

* fix_CI_19

* fix_CI_20

* fix_CI_21

* fix_CI_22

* fix_CI_23

* fix_CI_24

* fix_CI_25

* fix_CI_26

* fix_CI_27

* fix_get_data_error

* fix_get_data_error2

* modify_get_data

* modify_get_data2

* modify_get_data3

* modify_get_data4

* fix_CI_28

* fix_CI_29

* fix_CI_30

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-06-25 23:39:11 +08:00
Fivele-Li
46264dfec9 normpath for Windows (#1495)
* path on Windows contains double '/' which may cause open file failed.

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-04-26 16:26:12 +08:00
Fivele-Li
754799ab05 update ubuntu CI version; (#1488)
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)

* update ubuntu CI version;

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-04-10 17:06:48 +08:00
Linlang
0e8bfcb5d3 fix_pylint_w0719 (#1463)
* fix_pylint_w0719

* remove_fixme
2023-03-17 19:25:49 +08:00
Cadenza-Li
76f2fb1a1a Add ipynb format check (#1439)
* Update test_qlib_from_source.yml

* add ipynb format check to workflow

* test ipynb CI

* modify nbqa check path

* add pylint flake8 mypy check to ipynb

* check ipynb with black and pylint

* reformat .ipynb files

* format line length

nbqa black . -l 120

* update nbqa .ipynb format CI

* format old ipynb files

* add nbconvert check to CI

* adjust CI order to avoid repeating download data
2023-02-21 09:23:22 +08:00
Huoran Li
5eb5ac1f1f RL backtest pipeline on 5-min data (#1417)
* Workflow runnable

* CI

* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.

* Train experiment successful

* Refine handler & provider

* test passed

* Ready to test on server

* Minor

* Test passed

* TWAP training

* Add PPOReward

* Add a FIXME

* Refine PPO reward according to PR comments

* Minor

* Resolve PR comments

* CI issues

* CI issues

* CI issues
2023-02-13 12:43:22 +08:00
Linlang
756bd0f65b Fix ZScoreNorm processor bug (#1398)
* fix_ZScoreNorm_bug

* fix_CI_error

* fix_CI_error

* add_test_processor

* fix_pylint_error

* fix_some_error_and_optimize_code

* modify_terrible_code

* optimize_code

* optimize_code
2022-12-30 20:42:37 +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
Linlang
1861c8edaf optimize_CI (#1314) 2022-10-20 08:38:05 +08:00
you-n-g
a6700d81ff Update test_qlib_from_source_slow.yml's timeout setting. (#1178)
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py
2022-07-06 20:44:10 +08:00
you-n-g
5e404909cf Add retry for git actions & Fix MacOS Segment Error (#1173)
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_pip.yml

* Update test_qlib_from_source.yml
2022-07-01 09:52:42 +08:00
Linlang
50d74b5560 split_CI (#1141) 2022-06-28 10:17:29 +08:00