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110 Commits

Author SHA1 Message Date
Linlang
3097dcc995 fix(security): use RestrictedUnpickler in load_instance (#2153) 
* fix(security): enforce RestrictedUnpickler for load_instance to prevent unsafe pickle deserialization

* fix: lint error
 2026-03-10 20:45:38 +08:00
Linlang
2d05a705e3 ci: auto release (#1985) 
* ci: auto release

* fix: bug getting version in qlib/__init__.py

* fix: bug getting version in setup.py

* fix: bug getting version in qlib/__init__.py

* fix: make the code in CI more complete

* fix: specify the root directory in the get_verison method

* fix: parameter error

* update: optimize code && add comments
 2025-08-18 17:28:00 +08:00
Linlang
d89fa0184c fix: upgrade the method of installing LightGBM on MacOS (#1980) 
* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* fix: upgrade the method of installing LightGBM on MacOS

* add: comments

* test: build package && check package

* test: build package && check package

* test: build package && check package

* optimize yml
 2025-08-15 15:57:55 +08:00
you-n-g
1b426503fc feat: data improve, support parquet (#1966) 
* refactor: relocate CLI modules to qlib.cli and update references

* refactor: introduce read_as_df and rename csv_path to data_path

* lint

* refactor: rename csv_path to data_path and use QSettings.provider_uri

* fix pylint error

* fix get_data command

* add comments to CI yaml

* update docs

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2025-08-07 15:04:37 +08:00
Yuante Li
4b8d70df1b [feat] fix a bug and adapt general_nn for use with rdagent_qlib (#1928) 
* update qlib general_nn for rdagent_qlib

* fix install lightgbm error

* fix install lightgbm error & format with black

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2025-05-20 17:04:09 +08:00
Linlang
be9cd9fe23 fix ci error (#1921) 
* fix ci error

* fix ci error

* add comments

* add comments
 2025-05-07 16:35:22 +08:00
Linlang
320bd65e19 fix fillna bug (#1914) 
* fix fillna bug

* fix flake8 error

* fix pylint error

* update ubuntu version for action

* fix pytest error

* fix pylint error

* fix black error

* fix pylint error

* add Fillna test

* fix black error

* add  instruments

* remove code
 2025-04-25 11:18:09 +08:00
Linlang
7ce97c9da5 Bump version (#1872) 
* bump version

* bump version

* Update README.md

* fix_ci_error

* fix_ci_error

* fix_ci_error

* fix_ci_error

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-12-26 14:35:37 +08:00
Linlang
afbb178e24 Update publish (#1871) 
* update publish

* reformat with black
 2024-12-23 13:22:24 +08:00
Linlang
a0cef033cb update python version (#1868) 
* update python version

* fix: Correct selector handling and add time filtering in storage.py

* fix: convert index and columns to list in repr methods

* feat: Add Makefile for managing project prerequisites

* feat: Add Cython extensions for rolling and expanding operations

* resolve install error

* fix lint error

* fix lint error

* fix lint error

* fix lint error

* fix lint error

* update build package

* update makefile

* update ci yaml

* fix docs build error

* fix ubuntu install error

* fix docs build error

* fix install error

* fix install error

* fix install error

* fix install error

* fix pylint error

* fix pylint error

* fix pylint error

* fix pylint error

* fix pylint error E1123

* fix pylint error R0917

* fix pytest error

* fix pytest error

* fix pytest error

* update code

* update code

* fix ci error

* fix pylint error

* fix black error

* fix pytest error

* fix CI error

* fix CI error

* add python version to CI

* add python version to CI

* add python version to CI

* fix pylint error

* fix pytest general nn error

* fix CI error

* optimize code

* add coments

* Extended macos version

* remove build package

---------

Co-authored-by: Young <afe.young@gmail.com>
 2024-12-17 11:30:06 +08:00
Linlang
af4b8772d2 Saurabh12571257/main (#1866) 
* Update README.md

* test macos ci

* test macos ci

* test macos ci

* fix ci error

* fix ci error

---------

Co-authored-by: saurabh dave <87791567+saurabh12571257@users.noreply.github.com>
 2024-12-04 16:23:21 +08:00
Linlang
2c33332dd6 More dataloader example (#1823) 
* More dataloader example

* optimize code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* fix pylint error

* fix CI error

* fix CI error

* Comments

* fix error type

---------

Co-authored-by: Young <afe.young@gmail.com>
 2024-07-10 14:48:44 +08:00
Fivele-Li
47bd13295b Fix Yahoo daily data format inconsistent (#1517) 
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

* align index format while end date contains current day data

* fix black

* fix black

* optimize code

* optimize code

* optimize code

* fix ci error

* check ci error

* fix ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-21 11:22:23 +08:00
Hao Zhao
35e0fdd1c0 fix the bug that the HS_SYMBOLS_URL is 404 (#1758) 
* fix the bug that the HS_SYMBOLS_URL is 404

* fix bug

* format with black

* fix pylint error

* change error code

* fix ci error

* fix ci error

* optimize code

* optimize code

* add comments

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 08:07:34 +08:00
Young
194284b1ac Update version 2024-05-07 14:15:35 +08:00
Linlang
98f569eed2 add_baostock_collector (#1641) 
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
 2023-11-21 20:31:47 +08:00
Fivele-Li
4c30e5827b Troubleshooting pip version issues in CI (#1504) 
* CI failed to run on 23.1 and 23.1.1

* add pyproject.toml

* upgrade pip in slow.yml

* upgrade build-system requires

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* add qlib root path to python sys.path

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* modify pytest root;

* remove set env

* change_pytest_command_CI

* change_pytest_command_CI

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* remove_toml

* recover_toml

---------

Co-authored-by: lijinhui <362237642@qq.com>
Co-authored-by: linlang <Lv.Linlang@hotmail.com>
 2023-08-24 21:24:50 +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
Linlang
7d7e96a655 Fixed pyqlib version issue on macos (#1605) 
* change_publish

* Update .github/workflows/python-publish.yml

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2023-07-18 19:25:08 +08:00
you-n-g
be4646b4b7 Adjust rolling api (#1594) 
* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
 2023-07-14 12:16:12 +08:00
you-n-g
8d3adf34ac Postpone PR stale. (#1591) 2023-07-12 09:59:09 +08:00
Linlang
b7e5f63a07 fix_pip_ci (#1584) 
* fix_pip_ci

* fix_ci_get_data_error

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-07-05 21:23:15 +08:00
you-n-g
0e61cac6a8 Update release-drafter.yml (#1569) 
* Update release-drafter.yml

* Update release-drafter.yml
 2023-06-25 23:48:37 +08:00
Linlang
21f0b394e7 change get_data url (#1558) 
* change_url

* fix_CI

* fix_CI_2

* fix_CI_3

* fix_CI_4

* fix_CI_5

* fix_CI_6

* fix_CI_7

* fix_CI_8

* fix_CI_9

* fix_CI_10

* fix_CI_11

* fix_CI_12

* fix_CI_13

* fix_CI_13

* fix_CI_14

* fix_CI_15

* fix_CI_16

* fix_CI_17

* fix_CI_18

* fix_CI_19

* fix_CI_20

* fix_CI_21

* fix_CI_22

* fix_CI_23

* fix_CI_24

* fix_CI_25

* fix_CI_26

* fix_CI_27

* fix_get_data_error

* fix_get_data_error2

* modify_get_data

* modify_get_data2

* modify_get_data3

* modify_get_data4

* fix_CI_28

* fix_CI_29

* fix_CI_30

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-06-25 23:39:11 +08:00
Fivele-Li
46264dfec9 normpath for Windows (#1495) 
* path on Windows contains double '/' which may cause open file failed.

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.

---------

Co-authored-by: lijinhui <362237642@qq.com>
 2023-04-26 16:26:12 +08:00
Fivele-Li
754799ab05 update ubuntu CI version; (#1488) 
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)

* update ubuntu CI version;

---------

Co-authored-by: lijinhui <362237642@qq.com>
 2023-04-10 17:06:48 +08:00
Linlang
0e8bfcb5d3 fix_pylint_w0719 (#1463) 
* fix_pylint_w0719

* remove_fixme
 2023-03-17 19:25:49 +08:00
Cadenza-Li
76f2fb1a1a Add ipynb format check (#1439) 
* Update test_qlib_from_source.yml

* add ipynb format check to workflow

* test ipynb CI

* modify nbqa check path

* add pylint flake8 mypy check to ipynb

* check ipynb with black and pylint

* reformat .ipynb files

* format line length

nbqa black . -l 120

* update nbqa .ipynb format CI

* format old ipynb files

* add nbconvert check to CI

* adjust CI order to avoid repeating download data
 2023-02-21 09:23:22 +08:00
Huoran Li
5eb5ac1f1f RL backtest pipeline on 5-min data (#1417) 
* Workflow runnable

* CI

* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.

* Train experiment successful

* Refine handler & provider

* test passed

* Ready to test on server

* Minor

* Test passed

* TWAP training

* Add PPOReward

* Add a FIXME

* Refine PPO reward according to PR comments

* Minor

* Resolve PR comments

* CI issues

* CI issues

* CI issues
 2023-02-13 12:43:22 +08:00
Linlang
0f3abfed74 fix_labeler_bug (#1406) 2023-01-03 14:10:56 +08:00
Linlang
756bd0f65b Fix ZScoreNorm processor bug (#1398) 
* fix_ZScoreNorm_bug

* fix_CI_error

* fix_CI_error

* add_test_processor

* fix_pylint_error

* fix_some_error_and_optimize_code

* modify_terrible_code

* optimize_code

* optimize_code
 2022-12-30 20:42:37 +08:00
Linlang
667fb0e4d9 add label to PR Automatically (#1393) 
* auto_add_label

* add md file to rule

* change name and rules

* change_label_name

* change_rule_syntax

* change match rule

* change label name
 2022-12-17 00:12:33 +08:00
Maxim Smolskiy
5b73b80293 Fix the Errors/Warnings when building Qlib's documentation (#1381) 
* Fix the Errors/Warnings when building Qlib's documentation

* Fix

* Fix

* Empty

* Test CI

* Add doc compiling checking to CI

* Fix

* Tries to be consistent with Makefile

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-12-05 09:29:03 +08:00
Linlang
1861c8edaf optimize_CI (#1314) 2022-10-20 08:38:05 +08:00
you-n-g
e7c660f0d4 More time for slow test (#1247) 2022-08-05 16:34:21 +08:00
you-n-g
8e063828f9 Update test_qlib_from_source_slow.yml (#1222) 2022-07-22 11:15:52 +08:00
you-n-g
a6700d81ff Update test_qlib_from_source_slow.yml's timeout setting. (#1178) 
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py
 2022-07-06 20:44:10 +08:00
you-n-g
5e404909cf Add retry for git actions & Fix MacOS Segment Error (#1173) 
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_pip.yml

* Update test_qlib_from_source.yml
 2022-07-01 09:52:42 +08:00
Linlang
50d74b5560 split_CI (#1141) 2022-06-28 10:17:29 +08:00
you-n-g
da676a20a2 Add time limit for CI (#1127) 
* Add time limit for CI

* Update test_macos.yml
 2022-06-16 16:35:20 +08:00
Linlang
1ef8e61abd fix_pylint_for_CI (#1119) 
* fix_pylint_for_CI

* reformat_with_black

* fix_pylint_C3001

* fix_flake8_error
 2022-06-09 16:12:33 +08:00
Linlang
e874ef2bc1 change_datasource (#1109) 
* change_datasource

* split_test_data_and_complete_data

* fix_CI
 2022-05-31 19:35:49 +08:00
Yuge Zhang
9a40fd3cdc Qlib RL framework (stage 1) - single-asset order execution (#1076) 
* rl init

* aux info

* Reward config

* update

* simple

* update saoe init

* update simulator and seed

* minor

* minor

* update sim

* checkpoint

* obs

* Update interpreter

* init qlib simulator

* checkpoint

* Refine codebase

* checkpoint

* checkpoint

* Add one test

* More tests

* Simulator checkpoint

* checkpoint

* First-step tested

* Checkpoint

* Update data_queue API

* Checkpoint

* Update test

* Move files

* Checkpoint

* Single-quote -> double-quote

* Fix finite env tests

* Tested with mypy

* pep-574

* No call for env done

* Update finite env docs

* Fix csv writer

* Refine tester

* Update logger

* Add another logger test

* Checkpoint

* Add network sanity test

* steps per episode is not correct

* Cleanup code, ready for PR

* Reformat with black

* Fix pylint for py37

* Fix lint

* Fix lint

* Fix flake

* update mypy command

* mypy

* Update exclude pattern

* Use pyproject.toml

* test

* .

* .

* Refactor pipeline

* .

* defaults run bash

* .

* Revert and skip follow_imports

* Fix toml issue

* fix mypy

* .

* .

* .

* Fix install

* Minor fix

* Fix test

* Fix test

* Remove requirements

* Revert

* fix tests

* Fix lint

* .

* .

* .

* .

* .

* update install from source command

* .

* Fix data download

* .

* .

* .

* .

* .

* .

* Fix py37

* Ignore tests on non-linux

* resolve comments

* fix tests

* resolve comments

* some typo

* style updates

* More comments

* fix dummy

* add warning

* Align precision in some system

* Added some impl notes

Co-authored-by: Young <afe.young@gmail.com>
 2022-05-21 18:19:24 +08:00
Linlang
2cf842bcfe add_test_pit (#1089) 
* add_test_pit

* add_test_pit_to_tests

* add_baostock_to_setup

* add_pip_to_CI

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-05-06 16:47:20 +08:00
Linlang
5d579d1a20 fix_macos_CI (#1081) 
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-04-29 17:04:28 +08:00
Wangwuyi123
a973e4fb66 Update test_macos.yml (#1055) 2022-04-15 18:17:16 +08:00
Wangwuyi123
c60366addd update ci with test doc (#1054) 2022-04-15 18:16:45 +08:00
Linlang Lv (iSoftStone)
5200ff520a fix_download_data_for_CI 2022-03-25 16:56:02 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00