chore(main): release 0.9.8

CHANGELOG.md

@@ -0,0 +1,13 @@
+# Changelog
+
+## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-11-06)
+
+
+### Bug Fixes
+
+* download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0))
+* **macd:** remove extra division by close in DEA calculation to ensure dimension consistency ([#2046](https://github.com/microsoft/qlib/issues/2046)) ([66c3622](https://github.com/microsoft/qlib/commit/66c36226aafceabe497e5967f67921e5d3c9d497))
+* replace deprecated pandas fillna(method=) with ffill()/bfill() ([#1987](https://github.com/microsoft/qlib/issues/1987)) ([7095e75](https://github.com/microsoft/qlib/commit/7095e755fa57e011f0483d24b45fc5bd5a4deaf8))
+* spelling errors ([#1996](https://github.com/microsoft/qlib/issues/1996)) ([f26b341](https://github.com/microsoft/qlib/commit/f26b3417363410531dbbb39e425bce6cf05528a1))
+* the bug when auto_mount=True ([#2009](https://github.com/microsoft/qlib/issues/2009)) ([213eb6c](https://github.com/microsoft/qlib/commit/213eb6c2cd12342b6ec98f21300217e1659f3d58))
+* typo in integration documentation: 'userd' -> 'used' ([#2034](https://github.com/microsoft/qlib/issues/2034)) ([3dc5a7d](https://github.com/microsoft/qlib/commit/3dc5a7d299074f0fa45a4b7bb50ab446a8824a32))

docs/advanced/alpha.rst

@@ -42,7 +42,7 @@ Example
 
     .. math::
 
-        DEA = \frac{EMA(DIF, 9)}{CLOSE}
+        DEA = EMA(DIF, 9)
 
 Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
 
@@ -51,7 +51,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
 .. code-block:: python
 
     >> from qlib.data.dataset.loader import QlibDataLoader
-    >> MACD_EXP = '(EMA($close, 12) - EMA($close, 26))/$close - EMA((EMA($close, 12) - EMA($close, 26))/$close, 9)/$close'
+    >> MACD_EXP = '2 * ((EMA($close, 12) - EMA($close, 26))/$close - EMA((EMA($close, 12) - EMA($close, 26))/$close, 9))'
     >> fields = [MACD_EXP] # MACD
     >> names = ['MACD']
     >> labels = ['Ref($close, -2)/Ref($close, -1) - 1'] # label
@@ -66,17 +66,17 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
                             feature     label
                                MACD     LABEL
     datetime   instrument
-    2010-01-04 SH600000   -0.011547 -0.019672
+    2010-01-04 SH600000    0.008781 -0.019672
-               SH600004    0.002745 -0.014721
+               SH600004    0.006699 -0.014721
-               SH600006    0.010133  0.002911
+               SH600006    0.005714  0.002911
-               SH600008   -0.001113  0.009818
+               SH600008    0.000798  0.009818
-               SH600009    0.025878 -0.017758
+               SH600009    0.017015 -0.017758
     ...                         ...       ...
-    2017-12-29 SZ300124    0.007306 -0.005074
+    2017-12-29 SZ300124    0.015071 -0.005074
-               SZ300136   -0.013492  0.056352
+               SZ300136   -0.015466  0.056352
-               SZ300144   -0.000966  0.011853
+               SZ300144    0.013082  0.011853
-               SZ300251    0.004383  0.021739
+               SZ300251   -0.001026  0.021739
-               SZ300315   -0.030557  0.012455
+               SZ300315   -0.007559  0.012455
 
 Reference
 =========