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12
CHANGELOG.md
12
CHANGELOG.md
@@ -0,0 +1,12 @@
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# Changelog
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## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-10-17)
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### Bug Fixes
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* download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0))
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* replace deprecated pandas fillna(method=) with ffill()/bfill() ([#1987](https://github.com/microsoft/qlib/issues/1987)) ([7095e75](https://github.com/microsoft/qlib/commit/7095e755fa57e011f0483d24b45fc5bd5a4deaf8))
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* spelling errors ([#1996](https://github.com/microsoft/qlib/issues/1996)) ([f26b341](https://github.com/microsoft/qlib/commit/f26b3417363410531dbbb39e425bce6cf05528a1))
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* the bug when auto_mount=True ([#2009](https://github.com/microsoft/qlib/issues/2009)) ([213eb6c](https://github.com/microsoft/qlib/commit/213eb6c2cd12342b6ec98f21300217e1659f3d58))
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* typo in integration documentation: 'userd' -> 'used' ([#2034](https://github.com/microsoft/qlib/issues/2034)) ([3dc5a7d](https://github.com/microsoft/qlib/commit/3dc5a7d299074f0fa45a4b7bb50ab446a8824a32))
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@@ -324,7 +324,7 @@ We recommend users to prepare their own data if they have a high-quality dataset
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```
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2. Start a new Docker container
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```bash
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docker run -it --name <container name> -v <Mounted local directory>:/app qlib_image_stable
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docker run -it --name <container name> -v <Mounted local directory>:/app pyqlib/qlib_image_stable:stable
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```
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3. At this point you are in the docker environment and can run the qlib scripts. An example:
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```bash
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@@ -129,7 +129,7 @@ For example, it looks quite long and complicated:
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But using string is not the only way to implement the expression. You can also implement expression by code.
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Here is an exmaple which does the same thing as above examples.
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Here is an example which does the same thing as above examples.
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.. code-block:: python
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@@ -71,7 +71,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
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)
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- Override the `predict` method
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- The parameters must include the parameter `dataset`, which will be userd to get the test dataset.
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- The parameters must include the parameter `dataset`, which will be used to get the test dataset.
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- Return the `prediction score`.
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- Please refer to `Model API <../reference/api.html#module-qlib.model.base>`_ for the parameter types of the fit method.
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- 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.
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@@ -45,7 +45,7 @@ dependencies = [
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"pymongo",
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"loguru",
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"lightgbm",
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"gymnasium<=0.26.2",
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"gym",
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"cvxpy",
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"joblib",
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"matplotlib",
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@@ -140,7 +140,10 @@ def _mount_nfs_uri(provider_uri, mount_path, auto_mount: bool = False):
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_command_log = [line for line in _command_log if _remote_uri in line]
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if len(_command_log) > 0:
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for _c in _command_log:
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_temp_mount = _c.decode("utf-8").split(" ")[2]
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if isinstance(_c, str):
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_temp_mount = _c.split(" ")[2]
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else:
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_temp_mount = _c.decode("utf-8").split(" ")[2]
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_temp_mount = _temp_mount[:-1] if _temp_mount.endswith("/") else _temp_mount
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if _temp_mount == _mount_path:
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_is_mount = True
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@@ -5,9 +5,9 @@ from __future__ import annotations
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from typing import Any, Generic, TypeVar
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import gymnasium as gym
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import gym
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import numpy as np
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from gymnasium import spaces
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from gym import spaces
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from qlib.typehint import final
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from .simulator import ActType, StateType
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@@ -8,7 +8,7 @@ from typing import Any, List, Optional, cast
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import numpy as np
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import pandas as pd
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from gymnasium import spaces
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from gym import spaces
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from qlib.constant import EPS
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from qlib.rl.data.base import ProcessedDataProvider
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@@ -6,11 +6,11 @@ from __future__ import annotations
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from pathlib import Path
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from typing import Any, Dict, Generator, Iterable, Optional, OrderedDict, Tuple, cast
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import gymnasium as gym
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import gym
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import numpy as np
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import torch
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import torch.nn as nn
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from gymnasium.spaces import Discrete
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from gym.spaces import Discrete
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from tianshou.data import Batch, ReplayBuffer, to_torch
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from tianshou.policy import BasePolicy, PPOPolicy, DQNPolicy
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@@ -6,8 +6,8 @@ from __future__ import annotations
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import weakref
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from typing import Any, Callable, cast, Dict, Generic, Iterable, Iterator, Optional, Tuple
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import gymnasium as gym
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from gymnasium import Space
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import gym
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from gym import Space
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from qlib.rl.aux_info import AuxiliaryInfoCollector
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from qlib.rl.interpreter import ActionInterpreter, ObsType, PolicyActType, StateInterpreter
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@@ -13,7 +13,7 @@ import warnings
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from contextlib import contextmanager
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from typing import Any, Callable, Dict, Generator, List, Optional, Set, Tuple, Type, Union, cast
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import gymnasium as gym
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import gym
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import numpy as np
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from tianshou.env import BaseVectorEnv, DummyVectorEnv, ShmemVectorEnv, SubprocVectorEnv
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@@ -45,7 +45,7 @@ class InfoCollector:
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"pymongo",
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"loguru",
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"lightgbm",
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"gymnasium",
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"gym",
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"cvxpy",
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"joblib",
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"matplotlib",
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@@ -82,7 +82,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
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if bench_code.upper() == "ALL":
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@deco_retry
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def _get_calendar(month):
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def _get_calendar_from_month(month):
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_cal = []
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try:
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resp = requests.get(
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@@ -98,7 +98,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
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month_range = pd.date_range(start="2000-01", end=pd.Timestamp.now() + pd.Timedelta(days=31), freq="M")
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calendar = []
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for _m in month_range:
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cal = _get_calendar(_m.strftime("%Y-%m"))
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cal = _get_calendar_from_month(_m.strftime("%Y-%m"))
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if cal:
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calendar += cal
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calendar = list(filter(lambda x: x <= pd.Timestamp.now(), calendar))
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@@ -613,10 +613,6 @@ class YahooNormalize1min(YahooNormalize, ABC):
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def symbol_to_yahoo(self, symbol):
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raise NotImplementedError("rewrite symbol_to_yahoo")
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@abc.abstractmethod
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def _get_1d_calendar_list(self) -> Iterable[pd.Timestamp]:
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raise NotImplementedError("rewrite _get_1d_calendar_list")
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class YahooNormalizeUS:
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def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
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@@ -3,7 +3,7 @@
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from collections import Counter
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import gymnasium as gym
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import gym
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import numpy as np
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from tianshou.data import Batch, Collector
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from tianshou.policy import BasePolicy
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@@ -7,10 +7,10 @@ import logging
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import re
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from typing import Any, Tuple
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import gymnasium as gym
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import gym
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import numpy as np
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import pandas as pd
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from gymnasium import spaces
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from gym import spaces
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from tianshou.data import Collector, Batch
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from tianshou.policy import BasePolicy
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@@ -7,7 +7,7 @@ import pytest
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import torch
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import torch.nn as nn
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from gymnasium import spaces
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from gym import spaces
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from tianshou.policy import PPOPolicy
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from qlib.config import C
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