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mirror of https://github.com/microsoft/qlib.git synced 2026-07-24 12:32:45 +08:00

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13 changed files with 19 additions and 22 deletions

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@@ -324,7 +324,7 @@ We recommend users to prepare their own data if they have a high-quality dataset
```
2. Start a new Docker container
```bash
docker run -it --name <container name> -v <Mounted local directory>:/app pyqlib/qlib_image_stable:stable
docker run -it --name <container name> -v <Mounted local directory>:/app qlib_image_stable
```
3. At this point you are in the docker environment and can run the qlib scripts. An example:
```bash

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@@ -17,11 +17,11 @@ def generate_order(stock: str, start_idx: int, end_idx: int) -> bool:
if len(df) == 0 or df.isnull().values.any() or min(df["$volume0"]) < 1e-5:
return False
df["date"] = df["datetime"].dt.date.astype("datetime64[ns]")
df["date"] = df["datetime"].dt.date.astype("datetime64")
df = df.set_index(["instrument", "datetime", "date"])
df = df.groupby("date", group_keys=True).take(range(start_idx, end_idx)).droplevel(level=0)
df = df.groupby("date", group_keys=False).take(range(start_idx, end_idx)).droplevel(level=0)
order_all = pd.DataFrame(df.groupby(level=(2, 0), group_keys=True).mean().dropna())
order_all = pd.DataFrame(df.groupby(level=(2, 0), group_keys=False).mean().dropna())
order_all["amount"] = np.random.lognormal(-3.28, 1.14) * order_all["$volume0"]
order_all = order_all[order_all["amount"] > 0.0]
order_all["order_type"] = 0

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@@ -45,7 +45,7 @@ dependencies = [
"pymongo",
"loguru",
"lightgbm",
"gym",
"gymnasium<=0.26.2",
"cvxpy",
"joblib",
"matplotlib",

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@@ -140,10 +140,7 @@ def _mount_nfs_uri(provider_uri, mount_path, auto_mount: bool = False):
_command_log = [line for line in _command_log if _remote_uri in line]
if len(_command_log) > 0:
for _c in _command_log:
if isinstance(_c, str):
_temp_mount = _c.split(" ")[2]
else:
_temp_mount = _c.decode("utf-8").split(" ")[2]
_temp_mount = _c.decode("utf-8").split(" ")[2]
_temp_mount = _temp_mount[:-1] if _temp_mount.endswith("/") else _temp_mount
if _temp_mount == _mount_path:
_is_mount = True

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@@ -5,9 +5,9 @@ from __future__ import annotations
from typing import Any, Generic, TypeVar
import gym
import gymnasium as gym
import numpy as np
from gym import spaces
from gymnasium import spaces
from qlib.typehint import final
from .simulator import ActType, StateType

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@@ -8,7 +8,7 @@ from typing import Any, List, Optional, cast
import numpy as np
import pandas as pd
from gym import spaces
from gymnasium import spaces
from qlib.constant import EPS
from qlib.rl.data.base import ProcessedDataProvider

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@@ -6,11 +6,11 @@ from __future__ import annotations
from pathlib import Path
from typing import Any, Dict, Generator, Iterable, Optional, OrderedDict, Tuple, cast
import gym
import gymnasium as gym
import numpy as np
import torch
import torch.nn as nn
from gym.spaces import Discrete
from gymnasium.spaces import Discrete
from tianshou.data import Batch, ReplayBuffer, to_torch
from tianshou.policy import BasePolicy, PPOPolicy, DQNPolicy

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@@ -6,8 +6,8 @@ from __future__ import annotations
import weakref
from typing import Any, Callable, cast, Dict, Generic, Iterable, Iterator, Optional, Tuple
import gym
from gym import Space
import gymnasium as gym
from gymnasium import Space
from qlib.rl.aux_info import AuxiliaryInfoCollector
from qlib.rl.interpreter import ActionInterpreter, ObsType, PolicyActType, StateInterpreter

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@@ -13,7 +13,7 @@ import warnings
from contextlib import contextmanager
from typing import Any, Callable, Dict, Generator, List, Optional, Set, Tuple, Type, Union, cast
import gym
import gymnasium as gym
import numpy as np
from tianshou.env import BaseVectorEnv, DummyVectorEnv, ShmemVectorEnv, SubprocVectorEnv

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@@ -45,7 +45,7 @@ class InfoCollector:
"pymongo",
"loguru",
"lightgbm",
"gym",
"gymnasium",
"cvxpy",
"joblib",
"matplotlib",

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@@ -3,7 +3,7 @@
from collections import Counter
import gym
import gymnasium as gym
import numpy as np
from tianshou.data import Batch, Collector
from tianshou.policy import BasePolicy

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@@ -7,10 +7,10 @@ import logging
import re
from typing import Any, Tuple
import gym
import gymnasium as gym
import numpy as np
import pandas as pd
from gym import spaces
from gymnasium import spaces
from tianshou.data import Collector, Batch
from tianshou.policy import BasePolicy

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@@ -7,7 +7,7 @@ import pytest
import torch
import torch.nn as nn
from gym import spaces
from gymnasium import spaces
from tianshou.policy import PPOPolicy
from qlib.config import C