chore(main): release 0.9.8

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>

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))

README.md

@@ -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 qlib_image_stable
+    docker run -it --name <container name> -v <Mounted local directory>:/app pyqlib/qlib_image_stable:stable
     ```
 3. At this point you are in the docker environment and can run the qlib scripts. An example:
     ```bash

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
 =========

docs/start/getdata.rst

@@ -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

docs/start/integration.rst

@@ -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.

pyproject.toml

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

qlib/__init__.py

@@ -140,6 +140,9 @@ 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 = _temp_mount[:-1] if _temp_mount.endswith("/") else _temp_mount
                         if _temp_mount == _mount_path:

qlib/rl/interpreter.py

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

qlib/rl/order_execution/interpreter.py

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

qlib/rl/order_execution/policy.py

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

qlib/rl/utils/env_wrapper.py

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

qlib/rl/utils/finite_env.py

@@ -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 gymnasium as gym
+import gym
 import numpy as np
 from tianshou.env import BaseVectorEnv, DummyVectorEnv, ShmemVectorEnv, SubprocVectorEnv
 

scripts/collect_info.py

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

scripts/data_collector/utils.py

@@ -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))

scripts/data_collector/yahoo/collector.py

@@ -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]:

tests/rl/test_finite_env.py

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

tests/rl/test_logger.py

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

tests/rl/test_trainer.py

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