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* MVP for Indian Stocks in qlib using yahooquery * cleaned with black * cleaned with black * add YahooNormalizeIN and YahooNormalizeIN1d * cleaned the code * added 1min for IN and also updated readme * update comments * fix comments * recorder support upload both raw file and directory * fix comments * Update README.md * Fix docs of QlibRecorder * sort index after loader (#538) make sure the fetch method is based on a index-sorted pd.DataFrame * refactor online serving rolling api * refactor TRA * format by black * fix horizon * fix TRA when use single head * clean up * improve pretrain * update README * fix tra when logdir is None * fix tra when logdir is None * Update strategy.py * Update README.md * Update README.md * Conda Suggestion * code standard docs * Update ensemble.py (#560) * Fix CI Bug (#575) Co-authored-by: yuxwang <anduinnn@foxmail.com> * Update gen.py (#576) * Fix multi-process loop calls (#574) * check lexsort in the 'lazy_sort_index' function (#566) * check lexsort * check lexsort * lexsort comment * lexsort comment * Delete .DS_Store * Update README.md * bug fix & use oracle transport pretrain * mend * Add `backend_freq_config` parameter, support multi-freq uri * Add sample_config to QlibDataLoader, support multi-freq * add multi-freq example * get_cls_kwargs renamed get_callable_kwargs * support multi-freq uri * Add inst_processors to D.features * Fix typo * Fix the index type of the multi-freq example * Fix duplicate mlflow directories in tests * Add DataPathManager to QlibConfig && modify inst_processors to supports list only * Modify the default value in the multi_freq example * Modify client-server mode and dataset-cache to disable inst_processor * Add wheel package to github CI * fix comment * Update FAQ.rst * Update README.md Fix wrong link * Update the docs of TaskManager (#586) * Update manage.py * update yaml * update run_all_model * Modify the Feature to be case sensitive (#589) * update README * remove verbose * fix spell bug * fix typos (#592) * Update Release Note * fix portfolio bug * Add calendar support for resample * add freq kwargs * test.yml: Remove redundant code (#595) * Supporting shared processor (#596) * Supporting shared processor * fix readonly reverse bug * remove pytests dependency * with fit bug * fix parameter error * fix comments * Fix undefined names in Python code (#599) * Update pytorch_tabnet.py $ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics` ``` ./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp' self.independ.append(GLU(inp, out_dim, vbs=vbs)) ^ ./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train' run_task(task_train, self.task_pool, experiment_name=self.experiment_name) ^ 2 F821 undefined name 'task_train' 2 ``` * Fix undefined names in Python code * from qlib.model.trainer import task_train * update seed * fix some docstring * add comments * Fix SimpleDatasetCache * Update setup.py updated classifiers * Update setup.py change to matplotlib==3.3 * Update python-publish.yml added python 3.9 * updategrade version number * Update model list * fix the type of filter_pipe * fix comment * fix record_temp * update cvxpy version * Update code_standard.rst (#587) * Update code_standard.rst * Update docs/developer/code_standard.rst Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Add file lock for MLflowExpManager (#619) * fix torch version * Share version number (#620) * Update initialization.rst (#622) * Update initialization.rst * Update docs/start/initialization.rst Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Update docs/start/initialization.rst Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * fix bugs for running previous exmaple * fix deal amount bug * update change doc (#623) * Add files via upload * Update README.md * Update README.md * Update README.md * Delete change doc.gif * Add files via upload * Update README.md * Delete change doc.gif * Add files via upload * Delete change doc.gif * Add files via upload * Update README.md Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * update doc * simplify run all model * fix run all model bug * Fix Models (#483) * fix gat dataset * fix tft model * Update tft.py * Fix tft.py Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com> * type and skip empty exp * fix model yaml config * fix tft import bug * skip empty result * fix model and yaml bug * fix wrong generate parameter * Modify multi-freq example (#626) * modify the example of multi-freq * add Copyright * add a comment to average_ops.py * modify the example of multi-freq * add comment to multi_freq_handler.py * add the Ref expression description to multi_freq_handler.py * add expression description to multi_freq_handler.py * update images * fix workflow and update framework Co-authored-by: Gaurav <2796gaurav@gmail.com> Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com> Co-authored-by: bxdd <bxd98@126.com> Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com> Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn> Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com> Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com> Co-authored-by: yuxwang <anduinnn@foxmail.com> Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com> Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com> Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com> Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com> Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com> Co-authored-by: Christian Clauss <cclauss@me.com> Co-authored-by: Anurag Kumar <mailanu98@gmail.com> Co-authored-by: demon143 <785696300@qq.com>
154 lines
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154 lines
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Qlib FAQ
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############
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Qlib Frequently Asked Questions
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================================
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.. contents::
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:depth: 1
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:local:
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:backlinks: none
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------
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1. RuntimeError: An attempt has been made to start a new process before the current process has finished its bootstrapping phase...
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------------------------------------------------------------------------------------------------------------------------------------
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.. code-block:: console
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RuntimeError:
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An attempt has been made to start a new process before the
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current process has finished its bootstrapping phase.
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This probably means that you are not using fork to start your
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child processes and you have forgotten to use the proper idiom
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in the main module:
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if __name__ == '__main__':
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freeze_support()
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...
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The "freeze_support()" line can be omitted if the program
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is not going to be frozen to produce an executable.
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This is caused by the limitation of multiprocessing under windows OS. Please refer to `here <https://stackoverflow.com/a/24374798>`_ for more info.
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**Solution**: To select a start method you use the ``D.features`` in the if __name__ == '__main__' clause of the main module. For example:
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.. code-block:: python
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import qlib
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from qlib.data import D
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if __name__ == "__main__":
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qlib.init()
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instruments = ["SH600000"]
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fields = ["$close", "$change"]
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df = D.features(instruments, fields, start_time='2010-01-01', end_time='2012-12-31')
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print(df.head())
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2. qlib.data.cache.QlibCacheException: It sees the key(...) of the redis lock has existed in your redis db now.
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-----------------------------------------------------------------------------------------------------------------
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It sees the key of the redis lock has existed in your redis db now. You can use the following command to clear your redis keys and rerun your commands
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.. code-block:: console
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$ redis-cli
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> select 1
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> flushdb
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If the issue is not resolved, use ``keys *`` to find if multiple keys exist. If so, try using ``flushall`` to clear all the keys.
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.. note::
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``qlib.config.redis_task_db`` defaults is ``1``, users can use ``qlib.init(redis_task_db=<other_db>)`` settings.
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Also, feel free to post a new issue in our GitHub repository. We always check each issue carefully and try our best to solve them.
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3. ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
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------------------------------------------------------------------------------------------------------------------------------------
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.. code-block:: python
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#### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####
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Traceback (most recent call last):
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File "<stdin>", line 1, in <module>
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File "qlib/qlib/__init__.py", line 19, in init
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from .data.cache import H
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File "qlib/qlib/data/__init__.py", line 8, in <module>
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from .data import (
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File "qlib/qlib/data/data.py", line 20, in <module>
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from .cache import H
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File "qlib/qlib/data/cache.py", line 36, in <module>
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from .ops import Operators
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File "qlib/qlib/data/ops.py", line 19, in <module>
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from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
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ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
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- If the error occurs when importing ``qlib`` package with ``PyCharm`` IDE, users can execute the following command in the project root folder to compile Cython files and generate executable files:
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.. code-block:: bash
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python setup.py build_ext --inplace
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- If the error occurs when importing ``qlib`` package with command ``python`` , users need to change the running directory to ensure that the script does not run in the project directory.
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4. BadNamespaceError: / is not a connected namespace
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------------------------------------------------------------------------------------------------------------------------------------
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.. code-block:: python
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File "qlib_online.py", line 35, in <module>
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cal = D.calendar()
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 973, in calendar
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return Cal.calendar(start_time, end_time, freq, future=future)
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 798, in calendar
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self.conn.send_request(
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\client.py", line 101, in send_request
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self.sio.emit(request_type + "_request", request_content)
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File "G:\apps\miniconda\envs\qlib\lib\site-packages\python_socketio-5.3.0-py3.8.egg\socketio\client.py", line 369, in emit
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raise exceptions.BadNamespaceError(
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BadNamespaceError: / is not a connected namespace.
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- The version of ``python-socketio`` in qlib needs to be the same as the version of ``python-socketio`` in qlib-server:
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.. code-block:: bash
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pip install -U python-socketio==<qlib-server python-socketio version>
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5. TypeError: send() got an unexpected keyword argument 'binary'
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------------------------------------------------------------------------------------------------------------------------------------
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.. code-block:: python
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File "qlib_online.py", line 35, in <module>
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cal = D.calendar()
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 973, in calendar
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return Cal.calendar(start_time, end_time, freq, future=future)
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 798, in calendar
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self.conn.send_request(
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File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\client.py", line 101, in send_request
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self.sio.emit(request_type + "_request", request_content)
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File "G:\apps\miniconda\envs\qlib\lib\site-packages\socketio\client.py", line 263, in emit
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self._send_packet(packet.Packet(packet.EVENT, namespace=namespace,
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File "G:\apps\miniconda\envs\qlib\lib\site-packages\socketio\client.py", line 339, in _send_packet
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self.eio.send(ep, binary=binary)
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TypeError: send() got an unexpected keyword argument 'binary'
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- The ``python-engineio`` version needs to be compatible with the ``python-socketio`` version, reference: https://github.com/miguelgrinberg/python-socketio#version-compatibility
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.. code-block:: bash
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pip install -U python-engineio==<compatible python-socketio version>
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# or
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pip install -U python-socketio==3.1.2 python-engineio==3.13.2
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