release-0.5.0 #1

you-n-g · 2020-09-16T00:56:59Z

typo

you-n-g

Make this part optional and put it at last.

Make it possible that user could leave the model.score not implemented.
Maybe a try catch NotImplement can solve the problem

you-n-g · 2020-09-19T09:16:10Z

docs/start/getdata.rst

@@ -8,17 +8,15 @@ Data Retrieval
 Introduction
 ====================

-Users can get stock data by Qlib, the following are some examples.
+Users can get stock data by ``Qlib``. Following examples will demonstrate the basic user interface.


We will only provide csi300 and all stock pool in our demo. Please change this tutorial

you-n-g · 2020-09-19T13:38:05Z

docs/component/estimator.rst

        args:
            start_date: 2005-01-01
            end_date: 2018-04-30  
            feature_label_config: /data/qlib/feature_config/feature_config.yaml

-The class `SomeDataHandler` should be in the module `custom_data_handler`, and Qlib could parse the `module_path` to load the class.
+The class `SomeDataHandler` should be in the module `custom_data_handler`, and ``Qlib`` could parse the `module_path` to load the class.


Did you test feature_label_config ?

deletefeature_label_config

you-n-g · 2020-09-19T13:44:33Z

docs/component/estimator.rst

@@ -471,7 +404,7 @@ Qlib have provided two implemented trainer,
    The rolling trainer will use the rolling iterator of the data processor to split data for rolling training.


-User can specify `trainer` through the configuration file:
+Users can specify `trainer` through the configuration file:


yaml will not accept such style of comments

you-n-g · 2020-09-19T13:47:17Z

docs/component/estimator.rst


-About training
+Trainer Field


Trainer section maybe better for such title

you-n-g · 2020-09-19T14:09:28Z

docs/component/data.rst

+---------------
+Users can use APIs in ``qlib.data`` to retrieve data, please refer to `Data Retrieval <../start/getdata.html>`_.
+
+Filter


Put the Filter behind feature.
Feature is Much more important

you-n-g · 2020-09-19T14:11:48Z

docs/component/data.rst

+Cache
+==========
+
+Local Cache


spli the memory cache and disk cache into two sub-sections in Cache section

How to split the Cache? what's the disk cache?

you-n-g · 2020-09-19T14:15:17Z

examples/estimator/estimator_config_dnn.yaml

+backtest:
+  normal_backtest_args:
+    verbose: False
+    limit_threshold: 0.095


@zhupr
Please add limit_threshold=0.0095 as the default option in China Stock market setting

you-n-g · 2020-09-19T14:20:29Z

docs/component/backtest.rst

+
+To know more about backtesting with specific strategy, please refer to `Strategy <strategy.html>`_.
+
+Score File


Please rename all the content like Score XXX which indicates the predction of model to Prediction.
Such consistant name will help user understand the doc

you-n-g · 2020-09-19T14:22:13Z

docs/component/backtest.rst

+    sub_cost        mean    0.000718
+                    std     0.004694
+                    annual  0.181003
+                    ir      2.428964


@bxdd Only the docs are changed. The code is not changed

@zhupr It seems to have been fixed by Pengrong

you-n-g · 2020-09-19T14:24:13Z

docs/component/backtest.rst

+                    mdd    -0.072977
+
+- `sub_bench`
+    Income without deduction of fees


Income -> returns of the portfolio

you-n-g · 2020-09-19T14:29:53Z

docs/index.rst

+   Interday Model: Model Training & Prediction <component/model.rst>
+   Interday Strategy: Portfolio Management <component/strategy.rst>
+   Intraday Trading: Model&Strategy Testing <component/backtest.rst>
+   Aanalysis: Evaluation & Results Analysis <component/report.rst>


The content in report.rst is too simple.
There are no docs about the graph output by the functions
It's better to put all the graphs in the docs and exaplain then one by one
@bxdd @zhupr

…e-0.5.0

…o release-0.5.0

…e-0.5.0

Update README.md

…e-0.5.0

qlib auto init basedon project & black format

add import order

High freq execution

Fix test_start setting in `Benchmark.basic_task()`

you-n-g commented Sep 19, 2020

View reviewed changes

you-n-g assigned bxdd and zhupr Sep 19, 2020

you-n-g commented Sep 19, 2020

View reviewed changes

zhupr force-pushed the release-0.5.0 branch from 216f2ca to e01553f Compare September 20, 2020 17:18

you-n-g force-pushed the release-0.5.0 branch from 0c90528 to d3e22a6 Compare September 22, 2020 01:40

you-n-g closed this Sep 22, 2020

you-n-g force-pushed the release-0.5.0 branch from d3e22a6 to aa51e5a Compare September 22, 2020 01:42

you-n-g added 2 commits September 22, 2020 01:43

init commit

99ebd87

change the version number

6c41acf

you-n-g reopened this Sep 22, 2020

bxdd and others added 16 commits September 22, 2020 16:31

rich the docs&fix cache docs

c3b4a9a

update index readme

8e888c7

Merge branch 'release-0.5.0' of github.com:microsoft/qlib into releas…

b5570ed

…e-0.5.0

Modify cache class name

dfdcee9

Modify sharpe to information_ratio

0fb5d36

Modify Group- to Group

d92329b

merge origin

f43465d

add the description of graphical results & fix the backtest docs

446b6c3

Merge branch 'release-0.5.0' of https://github.com/microsoft/qlib int…

77e78c7

…o release-0.5.0

fix docs in details

d417c4f

update docs

45cf806

Merge branch 'release-0.5.0' of github.com:microsoft/qlib into releas…

d7b5833

…e-0.5.0

Update introduction.rst

0951895

Update README.md

b395ec5

Update introduction.rst

9812a0a

Merge pull request #10 from wendili-cs/patch-1

b3e36e4

Update README.md

you-n-g and others added 15 commits September 24, 2020 09:08

Update README.md

49638fb

Update README.md

cf63793

Update README.md

c189b0e

Update README.md

97b931a

Update READEME.md

8f0c50d

Update READEME.md

f26fabf

update estimator

84190f8

Merge branch 'release-0.5.0' of github.com:microsoft/qlib into releas…

59e5d92

…e-0.5.0

Fix doc urls

30ad278

fix get_data.py docstring

abeb14a

Merge branch 'release-0.5.0' of github.com:microsoft/qlib into releas…

1c69bd9

…e-0.5.0

update test_get_data.py

2f81797

Upate docs

fc9bbc4

Upate docs

654195b

Upate docs

9454da2

you-n-g merged commit de9e13b into main Sep 24, 2020

you-n-g deleted the release-0.5.0 branch September 25, 2020 14:46

tracoco mentioned this pull request Jan 7, 2021

Online client sample codes failed #184

Open

you-n-g pushed a commit that referenced this pull request May 17, 2021

Merge pull request #1 from you-n-g/online_srv

c4733f6

qlib auto init basedon project & black format

wangwenxi-handsome added a commit that referenced this pull request Aug 26, 2021

Merge pull request #1 from you-n-g/nested_decision_exe

5f22970

add import order

Mingzhe-Han added a commit that referenced this pull request Oct 3, 2021

Merge pull request #1 from microsoft/high-freq-execution

202bbea

High freq execution

orchardc mentioned this pull request Jan 3, 2022

How to define a list of shares (20 us shares for example) for predicting? Rather than the entire nasdaq100 or sp500? #794

Closed

2young-2simple-sometimes-naive mentioned this pull request Feb 23, 2022

double ensemble training bug after recent updates #928

Closed

2young-2simple-sometimes-naive mentioned this pull request Jul 7, 2022

highfreq data get calendar failure #1184

Closed

winglight mentioned this pull request Jul 8, 2022

Why dataset can't load alpha168/360 data since 2020-09-26? #1189

Closed

This was referenced Jul 13, 2022

AttributeError: module 'collector' has no attribute 'YahooNormalizeUS1dExtend' while running update_data_to_bin #1196

Closed

Crash normalizing data #1206

Closed

2young-2simple-sometimes-naive mentioned this pull request Jul 25, 2022

dump_fix mode of dump_bin.py #1231

Closed

ZhongHaoAustin pushed a commit to ZhongHaoAustin/qlib that referenced this pull request Apr 25, 2024

Merge pull request microsoft#1 from zhiyuan5986/patch-1

4fced29

Fix test_start setting in `Benchmark.basic_task()`

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release-0.5.0 #1

release-0.5.0 #1

you-n-g commented Sep 16, 2020

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you-n-g Sep 19, 2020


		To know more about backtesting with specific strategy, please refer to `Strategy <strategy.html>`_.

		Score File

release-0.5.0 #1

release-0.5.0 #1

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