Merge branch 'main' of github.com:microsoft/qlib into fix_issue_1729

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>

.github/workflows/python-publish.yml

@@ -58,8 +58,6 @@ jobs:
 
   deploy_with_manylinux:
     runs-on: ubuntu-latest
-    permissions:
-      id-token: write
     steps:
     - uses: actions/checkout@v2
     - name: Build wheel on Linux

.github/workflows/release-drafter.yml

@@ -6,8 +6,14 @@ 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"

.github/workflows/test_qlib_from_pip.yml

@@ -13,6 +13,9 @@ 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]
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
         python-version: [3.7, 3.8]

.github/workflows/test_qlib_from_source.yml

@@ -14,6 +14,9 @@ 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]
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
         python-version: [3.7, 3.8]

.github/workflows/test_qlib_from_source_slow.yml

@@ -14,6 +14,9 @@ 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]
         # not supporting 3.6 due to annotations is not supported https://stackoverflow.com/a/52890129
         python-version: [3.7, 3.8]

qlib/__init__.py

@@ -2,7 +2,7 @@
 # Licensed under the MIT License.
 from pathlib import Path
 
-__version__ = "0.9.4"
+__version__ = "0.9.4.99"
 __version__bak = __version__  # This version is backup for QlibConfig.reset_qlib_version
 import os
 from typing import Union

scripts/data_collector/cn_index/collector.py

@@ -396,14 +396,7 @@ 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()