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Author SHA1 Message Date
dependabot[bot]
7778397519 Bump cryptography in /scripts/data_collector/br_index
Bumps [cryptography](https://github.com/pyca/cryptography) from 36.0.1 to 41.0.3.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/36.0.1...41.0.3)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-08-02 00:16:41 +00:00
Fivele-Li
b4b7a2fdd4 depress warning with pandas option_context (#1524)
Co-authored-by: Cadenza-Li <362237642@qq.com>
2023-08-01 19:02:04 +08:00
JJ
480f233e3f Update introduction.rst (#1578) 2023-07-26 16:42:53 +08:00
Gene
953621ac7e Update README.md (#1553) 2023-07-26 16:38:22 +08:00
JJ
87a026fef3 Update introduction.rst (#1579)
Fixed a spelling mistake. I changed deicsions to decisions.
2023-07-26 16:37:59 +08:00
Linlang
8676303077 fix_ci (#1608)
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-19 17:33:47 +08:00
you-n-g
1a32ba1806 Bump Version & Fix CI (#1606)
* Bump Version & Fix CI

* Update test_qlib_from_pip.yml
2023-07-18 20:54:15 +08:00
6 changed files with 7 additions and 11 deletions

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@@ -8,7 +8,6 @@ on:
jobs:
build:
if: ${{ false }} # FIXME: temporarily disable... Due to we are rushing a feature
timeout-minutes: 120
runs-on: ${{ matrix.os }}
@@ -44,9 +43,6 @@ jobs:
- name: Qlib installation test
run: |
python -m pip install pyqlib
# Specify the numpy version because the numpy upgrade caused the CI test to fail,
# and this line of code will be removed when the next version of qlib is released.
python -m pip install "numpy<1.23"
- name: Install Lightgbm for MacOS
if: ${{ matrix.os == 'macos-11' || matrix.os == 'macos-latest' }}

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@@ -139,7 +139,7 @@ This table demonstrates the supported Python version of `Qlib`:
| Python 3.9 | :x: | :heavy_check_mark: | :x: |
**Note**:
1. **Conda** is suggested for managing your Python environment.
1. **Conda** is suggested for managing your Python environment. In some cases, using Python outside of a `conda` environment may result in missing header files, causing the installation failure of certain packages.
1. Please pay attention that installing cython in Python 3.6 will raise some error when installing ``Qlib`` from source. If users use Python 3.6 on their machines, it is recommended to *upgrade* Python to version 3.7 or use `conda`'s Python to install ``Qlib`` from source.
1. For Python 3.9, `Qlib` supports running workflows such as training models, doing backtest and plot most of the related figures (those included in [notebook](examples/workflow_by_code.ipynb)). However, plotting for the *model performance* is not supported for now and we will fix this when the dependent packages are upgraded in the future.
1. `Qlib`Requires `tables` package, `hdf5` in tables does not support python3.9.
@@ -360,7 +360,7 @@ Here is a list of models built on `Qlib`.
Your PR of new Quant models is highly welcomed.
The performance of each model on the `Alpha158` and `Alpha360` dataset can be found [here](examples/benchmarks/README.md).
The performance of each model on the `Alpha158` and `Alpha360` datasets can be found [here](examples/benchmarks/README.md).
### Run a single model
All the models listed above are runnable with ``Qlib``. Users can find the config files we provide and some details about the model through the [benchmarks](examples/benchmarks) folder. More information can be retrieved at the model files listed above.

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@@ -36,7 +36,7 @@ Name Description
the training process of models which enable algorithms controlling the
training process.
`Learning Framework` layer The `Forecast Model` and `Trading Agent` are learnable. They are learned
`Learning Framework` layer The `Forecast Model` and `Trading Agent` are trainable. They are trained
based on the `Learning Framework` layer and then applied to multiple scenarios
in `Workflow` layer. The supported learning paradigms can be categorized into
reinforcement learning and supervised learning. The learning framework
@@ -51,7 +51,7 @@ Name Description
modules. With these signals `Decision Generator` will generate the target
trading decisions(i.e. portfolio, orders)
If RL-based Strategies are adopted, the `Policy` is learned in a end-to-end way,
the trading deicsions are generated directly.
the trading decisions are generated directly.
Decisions will be executed by `Execution Env`
(i.e. the trading market). There may be multiple levels of `Strategy`
and `Executor` (e.g. an *order executor trading strategy and intraday order executor*

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@@ -136,7 +136,7 @@ If you want to contribute your new models, you can follow the steps below.
- `README.md`: a brief introduction to your models
- `workflow_config_<model name>_<dataset>.yaml`: a configuration which can read by `qrun`. You are encouraged to run your model in all datasets.
3. You can integrate your model as a module [in this folder](https://github.com/microsoft/qlib/tree/main/qlib/contrib/model).
4. Please update your results in the above **Benchmark Tables**, e.g. [Alpha360](#alpha158-dataset), [Alpha158](#alpha158-dataset)(the values of each metric are the mean and std calculated based on **20 Runs** with different random seeds. You can accomplish the above operations through the automated [script](https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py#LL286C22-L286C22) provided by Qlib, and get the final result in the .md file. if you don't have enough computational resource, you can ask for help in the PR).
4. Please update your results in the above **Benchmark Tables**, e.g. [Alpha360](#alpha158-dataset), [Alpha158](#alpha158-dataset)(the values of each metric are the mean and std calculated based on **20 Runs** with different random seeds. You can accomplish the above operations through the automated [script](https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py) provided by Qlib, and get the final result in the .md file. if you don't have enough computational resource, you can ask for help in the PR).
5. Update the info in the index page in the [news list](https://github.com/microsoft/qlib#newspaper-whats-new----sparkling_heart) and [model list](https://github.com/microsoft/qlib#quant-model-paper-zoo).
Finally, you can send PR for review. ([here is an example](https://github.com/microsoft/qlib/pull/1040))

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@@ -2,7 +2,7 @@
# Licensed under the MIT License.
from pathlib import Path
__version__ = "0.9.3"
__version__ = "0.9.3.99"
__version__bak = __version__ # This version is backup for QlibConfig.reset_qlib_version
import os
from typing import Union

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@@ -3,7 +3,7 @@ attrs==21.4.0
certifi==2021.10.8
cffi==1.15.0
charset-normalizer==2.0.12
cryptography==36.0.1
cryptography==41.0.3
fire==0.4.0
h11==0.13.0
idna==3.3