mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-05 03:50:57 +08:00
Compare commits
7 Commits
v0.9.3
...
dependabot
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
7778397519 | ||
|
|
b4b7a2fdd4 | ||
|
|
480f233e3f | ||
|
|
953621ac7e | ||
|
|
87a026fef3 | ||
|
|
8676303077 | ||
|
|
1a32ba1806 |
4
.github/workflows/test_qlib_from_pip.yml
vendored
4
.github/workflows/test_qlib_from_pip.yml
vendored
@@ -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' }}
|
||||
|
||||
@@ -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.
|
||||
|
||||
@@ -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*
|
||||
|
||||
@@ -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))
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user