1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-20 02:37:38 +08:00

Compare commits

..

1 Commits

Author SHA1 Message Date
you-n-g
f48bf813e3 chore(main): release 0.9.8 2025-11-06 21:52:22 +08:00
6 changed files with 16 additions and 13 deletions

View File

@@ -1,12 +1,11 @@
# Changelog # Changelog
## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-11-13) ## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-11-06)
### Bug Fixes ### Bug Fixes
* download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0)) * download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0))
* **gbdt:** correct dtrain assignment in finetune() to use Dataset instead of tuple ([#2049](https://github.com/microsoft/qlib/issues/2049)) ([2b41782](https://github.com/microsoft/qlib/commit/2b41782f0cfb81e8cc065f2915b215758a7838ef))
* **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)) * **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)) * 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)) * spelling errors ([#1996](https://github.com/microsoft/qlib/issues/1996)) ([f26b341](https://github.com/microsoft/qlib/commit/f26b3417363410531dbbb39e425bce6cf05528a1))

View File

@@ -113,7 +113,7 @@ dev: prerequisite all
# Check lint with black. # Check lint with black.
black: black:
black . -l 120 --check --diff --exclude qlib/_version.py black . -l 120 --check --diff
# Check code folder with pylint. # Check code folder with pylint.
# TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102 # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102

View File

@@ -117,4 +117,3 @@ qrun = "qlib.cli.run:run"
[tool.setuptools_scm] [tool.setuptools_scm]
local_scheme = "no-local-version" local_scheme = "no-local-version"
version_scheme = "guess-next-dev" version_scheme = "guess-next-dev"
write_to = "qlib/_version.py"

View File

@@ -4,10 +4,7 @@ from pathlib import Path
from setuptools_scm import get_version from setuptools_scm import get_version
try: __version__ = get_version(root="..", relative_to=__file__)
from ._version import version as __version__
except ImportError:
__version__ = get_version(root="..", relative_to=__file__)
__version__bak = __version__ # This version is backup for QlibConfig.reset_qlib_version __version__bak = __version__ # This version is backup for QlibConfig.reset_qlib_version
import logging import logging
import os import os

View File

@@ -51,7 +51,7 @@ class LGBModel(ModelFT, LightGBMFInt):
w = reweighter.reweight(df) w = reweighter.reweight(df)
else: else:
raise ValueError("Unsupported reweighter type.") raise ValueError("Unsupported reweighter type.")
ds_l.append((lgb.Dataset(x.values, label=y, weight=w, free_raw_data=False), key)) ds_l.append((lgb.Dataset(x.values, label=y, weight=w), key))
return ds_l return ds_l
def fit( def fit(
@@ -109,10 +109,8 @@ class LGBModel(ModelFT, LightGBMFInt):
verbose level verbose level
""" """
# Based on existing model and finetune by train more rounds # Based on existing model and finetune by train more rounds
ds_l = self._prepare_data(dataset, reweighter) dtrain, _ = self._prepare_data(dataset, reweighter) # pylint: disable=W0632
dtrain, _ = ds_l[0] if dtrain.empty:
if dtrain.construct().num_data() == 0:
raise ValueError("Empty data from dataset, please check your dataset config.") raise ValueError("Empty data from dataset, please check your dataset config.")
verbose_eval_callback = lgb.log_evaluation(period=verbose_eval) verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
self.model = lgb.train( self.model = lgb.train(

View File

@@ -2,12 +2,22 @@ import os
import numpy import numpy
from setuptools import Extension, setup from setuptools import Extension, setup
from setuptools_scm import get_version
def read(rel_path: str) -> str:
here = os.path.abspath(os.path.dirname(__file__))
with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
return fp.read()
NUMPY_INCLUDE = numpy.get_include() NUMPY_INCLUDE = numpy.get_include()
VERSION = get_version(root=".", relative_to=__file__)
setup( setup(
version=VERSION,
ext_modules=[ ext_modules=[
Extension( Extension(
"qlib.data._libs.rolling", "qlib.data._libs.rolling",