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26 Commits

Author SHA1 Message Date
Linlang
304f586f45 optimize README 2024-03-06 19:22:30 +08:00
Linlang
467b352553 optimize get_data code 2024-03-06 15:46:26 +08:00
Linlang
e85580600c optimize get_data code 2024-03-06 15:17:42 +08:00
Linlang
fd0863b0bb optimize get_data code 2024-03-06 15:17:04 +08:00
Linlang
0c14952136 test fix CI error 2024-03-06 13:57:37 +08:00
Linlang
e979590083 test fix CI error 2024-03-06 13:20:42 +08:00
Linlang
4023277874 test fix CI error 2024-03-06 12:53:52 +08:00
Linlang
f206f0a6da test fix CI error 2024-03-06 12:32:13 +08:00
Linlang
cac66e9c9d test fix CI error 2024-03-06 11:17:41 +08:00
Linlang
cb0712a953 test fix CI error 2024-03-06 10:55:07 +08:00
Linlang
1dc5e7308d test fix CI error 2024-03-06 10:51:55 +08:00
Linlang
240cdff0f3 test fix CI error 2024-03-06 10:47:21 +08:00
Linlang
25a6ff0812 test fix CI error 2024-03-06 10:42:26 +08:00
Linlang
f568c2f126 test fix CI error 2024-03-06 10:19:54 +08:00
Linlang
1f390feafd test fix CI error 2024-03-06 10:14:28 +08:00
Linlang
f095792231 test fix CI error 2024-03-05 23:29:20 +08:00
Linlang
835ef12c20 test fix CI error 2024-03-05 23:21:22 +08:00
Linlang
77b6fcb92a test fix CI error 2024-03-05 23:13:23 +08:00
Linlang
66fad0a92e test fix CI error 2024-03-05 23:10:28 +08:00
Linlang
5af52c2472 test fix CI error 2024-03-05 23:09:09 +08:00
Linlang
3f41787dea test fix CI error 2024-03-05 23:03:49 +08:00
Linlang
e71ee221f9 test fix CI error 2024-03-05 23:00:56 +08:00
Linlang
9f1808378d test fix CI error 2024-03-05 22:25:22 +08:00
Linlang
8cf7bb3aaf fix CI error 2024-03-05 17:24:03 +08:00
Linlang
6ea921bd84 fix CI error 2024-03-05 17:14:36 +08:00
Linlang
fbe5695eda download orderbook data 2024-03-05 17:01:13 +08:00
8 changed files with 16 additions and 26 deletions

View File

@@ -51,8 +51,8 @@ jobs:
python setup.py bdist_wheel
- name: Build and publish
env:
TWINE_USERNAME: __token__
TWINE_PASSWORD: ${{ secrets.PYPI_TOKEN }}
TWINE_USERNAME: ${{ secrets.PYPI_USERNAME }}
TWINE_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
run: |
twine upload dist/*
@@ -72,10 +72,10 @@ jobs:
python-version: 3.7
- name: Install dependencies
run: |
pip install twine
pip install twine
- name: Build and publish
env:
TWINE_USERNAME: __token__
TWINE_PASSWORD: ${{ secrets.PYPI_TOKEN }}
TWINE_USERNAME: ${{ secrets.PYPI_USERNAME }}
TWINE_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
run: |
twine upload dist/pyqlib-*-manylinux*.whl

View File

@@ -6,14 +6,8 @@ on:
branches:
- main
permissions:
contents: read
jobs:
update_release_draft:
permissions:
contents: write
pull-requests: read
runs-on: ubuntu-latest
steps:
# Drafts your next Release notes as Pull Requests are merged into "master"

View File

@@ -13,10 +13,7 @@ jobs:
runs-on: ${{ matrix.os }}
strategy:
matrix:
# Since macos-latest changed from 12.7.4 to 14.4.1,
# the minimum python version that matches a 14.4.1 version of macos is 3.10,
# so we limit the macos version to macos-12.
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12]
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-latest]
# not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
python-version: [3.7, 3.8]

View File

@@ -14,10 +14,7 @@ jobs:
runs-on: ${{ matrix.os }}
strategy:
matrix:
# Since macos-latest changed from 12.7.4 to 14.4.1,
# the minimum python version that matches a 14.4.1 version of macos is 3.10,
# so we limit the macos version to macos-12.
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12]
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-latest]
# not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
python-version: [3.7, 3.8]

View File

@@ -14,10 +14,7 @@ jobs:
runs-on: ${{ matrix.os }}
strategy:
matrix:
# Since macos-latest changed from 12.7.4 to 14.4.1,
# the minimum python version that matches a 14.4.1 version of macos is 3.10,
# so we limit the macos version to macos-12.
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-12]
os: [windows-latest, ubuntu-20.04, ubuntu-22.04, macos-11, macos-latest]
# not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
python-version: [3.7, 3.8]

View File

@@ -172,8 +172,6 @@ Also, users can install the latest dev version ``Qlib`` by the source code accor
**Tips**: If you fail to install `Qlib` or run the examples in your environment, comparing your steps and the [CI workflow](.github/workflows/test_qlib_from_source.yml) may help you find the problem.
**Tips for Mac**: If you are using Mac with M1, you might encounter issues in building the wheel for LightGBM, which is due to missing dependencies from OpenMP. To solve the problem, install openmp first with ``brew install libomp`` and then run ``pip install .`` to build it successfully.
## Data Preparation
Load and prepare data by running the following code:

View File

@@ -2,7 +2,7 @@
# Licensed under the MIT License.
from pathlib import Path
__version__ = "0.9.4.99"
__version__ = "0.9.3.99"
__version__bak = __version__ # This version is backup for QlibConfig.reset_qlib_version
import os
from typing import Union

View File

@@ -396,7 +396,14 @@ class CSI500Index(CSIIndex):
today = pd.Timestamp.now()
date_range = pd.DataFrame(pd.date_range(start="2007-01-15", end=today, freq="7D"))[0].dt.date
ret_list = []
col = ["date", "symbol", "code_name"]
for date in tqdm(date_range, desc="Download CSI500"):
rs = bs.query_zz500_stocks(date=str(date))
zz500_stocks = []
while (rs.error_code == "0") & rs.next():
zz500_stocks.append(rs.get_row_data())
result = pd.DataFrame(zz500_stocks, columns=col)
result["symbol"] = result["symbol"].apply(lambda x: x.replace(".", "").upper())
result = self.get_data_from_baostock(date)
ret_list.append(result[["date", "symbol"]])
bs.logout()