mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-19 18:27:38 +08:00
Compare commits
3 Commits
fix_gen_tr
...
4933fcefc4
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
4933fcefc4 | ||
|
|
bb7ab1cf14 | ||
|
|
3dc5a7d299 |
12
CHANGELOG.md
12
CHANGELOG.md
@@ -0,0 +1,12 @@
|
||||
# Changelog
|
||||
|
||||
## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-10-17)
|
||||
|
||||
|
||||
### Bug Fixes
|
||||
|
||||
* download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0))
|
||||
* 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))
|
||||
|
||||
@@ -129,7 +129,7 @@ For example, it looks quite long and complicated:
|
||||
|
||||
|
||||
But using string is not the only way to implement the expression. You can also implement expression by code.
|
||||
Here is an exmaple which does the same thing as above examples.
|
||||
Here is an example which does the same thing as above examples.
|
||||
|
||||
|
||||
.. code-block:: python
|
||||
|
||||
@@ -71,7 +71,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
|
||||
)
|
||||
|
||||
- Override the `predict` method
|
||||
- The parameters must include the parameter `dataset`, which will be userd to get the test dataset.
|
||||
- The parameters must include the parameter `dataset`, which will be used to get the test dataset.
|
||||
- Return the `prediction score`.
|
||||
- Please refer to `Model API <../reference/api.html#module-qlib.model.base>`_ for the parameter types of the fit method.
|
||||
- Code Example: In the following example, users need to use `LightGBM` to predict the label(such as `preds`) of test data `x_test` and return it.
|
||||
|
||||
@@ -82,7 +82,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
|
||||
if bench_code.upper() == "ALL":
|
||||
|
||||
@deco_retry
|
||||
def _get_calendar(month):
|
||||
def _get_calendar_from_month(month):
|
||||
_cal = []
|
||||
try:
|
||||
resp = requests.get(
|
||||
@@ -98,7 +98,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
|
||||
month_range = pd.date_range(start="2000-01", end=pd.Timestamp.now() + pd.Timedelta(days=31), freq="M")
|
||||
calendar = []
|
||||
for _m in month_range:
|
||||
cal = _get_calendar(_m.strftime("%Y-%m"))
|
||||
cal = _get_calendar_from_month(_m.strftime("%Y-%m"))
|
||||
if cal:
|
||||
calendar += cal
|
||||
calendar = list(filter(lambda x: x <= pd.Timestamp.now(), calendar))
|
||||
|
||||
@@ -613,10 +613,6 @@ class YahooNormalize1min(YahooNormalize, ABC):
|
||||
def symbol_to_yahoo(self, symbol):
|
||||
raise NotImplementedError("rewrite symbol_to_yahoo")
|
||||
|
||||
@abc.abstractmethod
|
||||
def _get_1d_calendar_list(self) -> Iterable[pd.Timestamp]:
|
||||
raise NotImplementedError("rewrite _get_1d_calendar_list")
|
||||
|
||||
|
||||
class YahooNormalizeUS:
|
||||
def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
|
||||
|
||||
Reference in New Issue
Block a user