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qlib/docs/FAQ/FAQ.rst
wangwenxi-handsome 3760a18a8d Merge nested main (#597)
* 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

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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

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* Update docs/start/initialization.rst

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* 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

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* Update README.md

* Delete change doc.gif

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* Update README.md

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* 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

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2021-10-01 02:15:30 +08:00

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Qlib FAQ
############
Qlib Frequently Asked Questions
================================
.. contents::
:depth: 1
:local:
:backlinks: none
------
1. RuntimeError: An attempt has been made to start a new process before the current process has finished its bootstrapping phase...
------------------------------------------------------------------------------------------------------------------------------------
.. code-block:: console
RuntimeError:
An attempt has been made to start a new process before the
current process has finished its bootstrapping phase.
This probably means that you are not using fork to start your
child processes and you have forgotten to use the proper idiom
in the main module:
if __name__ == '__main__':
freeze_support()
...
The "freeze_support()" line can be omitted if the program
is not going to be frozen to produce an executable.
This is caused by the limitation of multiprocessing under windows OS. Please refer to `here <https://stackoverflow.com/a/24374798>`_ for more info.
**Solution**: To select a start method you use the ``D.features`` in the if __name__ == '__main__' clause of the main module. For example:
.. code-block:: python
import qlib
from qlib.data import D
if __name__ == "__main__":
qlib.init()
instruments = ["SH600000"]
fields = ["$close", "$change"]
df = D.features(instruments, fields, start_time='2010-01-01', end_time='2012-12-31')
print(df.head())
2. qlib.data.cache.QlibCacheException: It sees the key(...) of the redis lock has existed in your redis db now.
-----------------------------------------------------------------------------------------------------------------
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
.. code-block:: console
$ redis-cli
> select 1
> flushdb
If the issue is not resolved, use ``keys *`` to find if multiple keys exist. If so, try using ``flushall`` to clear all the keys.
.. note::
``qlib.config.redis_task_db`` defaults is ``1``, users can use ``qlib.init(redis_task_db=<other_db>)`` settings.
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.
3. ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
------------------------------------------------------------------------------------------------------------------------------------
.. code-block:: python
#### Do not import qlib package in the repository directory in case of importing qlib from . without compiling #####
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "qlib/qlib/__init__.py", line 19, in init
from .data.cache import H
File "qlib/qlib/data/__init__.py", line 8, in <module>
from .data import (
File "qlib/qlib/data/data.py", line 20, in <module>
from .cache import H
File "qlib/qlib/data/cache.py", line 36, in <module>
from .ops import Operators
File "qlib/qlib/data/ops.py", line 19, in <module>
from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
ModuleNotFoundError: No module named 'qlib.data._libs.rolling'
- 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:
.. code-block:: bash
python setup.py build_ext --inplace
- 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.
4. BadNamespaceError: / is not a connected namespace
------------------------------------------------------------------------------------------------------------------------------------
.. code-block:: python
File "qlib_online.py", line 35, in <module>
cal = D.calendar()
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 973, in calendar
return Cal.calendar(start_time, end_time, freq, future=future)
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 798, in calendar
self.conn.send_request(
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\client.py", line 101, in send_request
self.sio.emit(request_type + "_request", request_content)
File "G:\apps\miniconda\envs\qlib\lib\site-packages\python_socketio-5.3.0-py3.8.egg\socketio\client.py", line 369, in emit
raise exceptions.BadNamespaceError(
BadNamespaceError: / is not a connected namespace.
- The version of ``python-socketio`` in qlib needs to be the same as the version of ``python-socketio`` in qlib-server:
.. code-block:: bash
pip install -U python-socketio==<qlib-server python-socketio version>
5. TypeError: send() got an unexpected keyword argument 'binary'
------------------------------------------------------------------------------------------------------------------------------------
.. code-block:: python
File "qlib_online.py", line 35, in <module>
cal = D.calendar()
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 973, in calendar
return Cal.calendar(start_time, end_time, freq, future=future)
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\data.py", line 798, in calendar
self.conn.send_request(
File "e:\code\python\microsoft\qlib_latest\qlib\qlib\data\client.py", line 101, in send_request
self.sio.emit(request_type + "_request", request_content)
File "G:\apps\miniconda\envs\qlib\lib\site-packages\socketio\client.py", line 263, in emit
self._send_packet(packet.Packet(packet.EVENT, namespace=namespace,
File "G:\apps\miniconda\envs\qlib\lib\site-packages\socketio\client.py", line 339, in _send_packet
self.eio.send(ep, binary=binary)
TypeError: send() got an unexpected keyword argument 'binary'
- The ``python-engineio`` version needs to be compatible with the ``python-socketio`` version, reference: https://github.com/miguelgrinberg/python-socketio#version-compatibility
.. code-block:: bash
pip install -U python-engineio==<compatible python-socketio version>
# or
pip install -U python-socketio==3.1.2 python-engineio==3.13.2