qlib

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"instruments " can't used when construct DataHandlerLP

1

hi, I use staticDataLoader to load dataframe in memory, then construct DataHandlerLP. But " instruments " can't used. codes are like this: codes: sdl = StaticDataLoader(config=df) # df is a...

specialuse

Possibility to utilize categorical data

2

My feature dataset contains a lot of categorical data... I found qlib only supports float dump. Is there a practical way to dump and train with categorical data? Thanks in...

fyc0707

pit too slow

1

## ❓ Questions and Help hi. I use pit type data to calculate some financial factors like growth rate,asset ratio... but it took hours to do the calculations for less...

specialJeff

Bumps [lxml](https://github.com/lxml/lxml) from 4.8.0 to 4.9.1. Changelog Sourced from lxml's changelog. 4.9.1 (2022-07-01) Bugs fixed A crash was resolved when using iterwalk() (or canonicalize()) after parsing certain incorrect input. Note...

dependabot[bot]

how to enable cache with redis?

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Hi, If I initialize qlib noly with a provider_uri like this: qlib.init(provider_uri='~/.qlib/qlib_data/cn_data') it seems that no cache is being done: 1. I found the keys empty on redis 2. when...

rambo-yuanbo

Tensorboard visualization tool for MLP, XGBoost and CatBoost

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## Description TensorBoard provides the visualization and tooling needed for machine learning experimentation such as tracking and visualizing metrics such as loss and accuracy, visualizing the model graph (ops and...

igor17400

training tricks of HIST

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Hi there, Thanks for making the codes of HIST public. I may need some discussion on two topics. 1. `iter_daily_shuffle` or `iter_daily` Regarding the order of training samples fed to...

BeckyYu96

some doubts for all stocks features and cross-sectional features and nn streaming

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1. taking A shares as an example, calculate features for all stocks . Is there a relatively simple configuration plan? 2. As you know, cross-sectional features are very important. are...

gucasbrg

benchmarks_dynamic example error: result has failed to un-serialize

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I run rm -r mlruns then run python workflow.py run_all in the benchmarks_dynamic /DDG-DA dir Error occured as the title [10719:MainThread] INFO - qlib.timer - [log.py:117] - Time cost: 0.000s...

jingmouren

[Proposal] Systematic RL support in qlib

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2022/2/25 Package name: * qlib.neutrader? * Sound, brand * Sounds like limited to "trading" scenario * qlib.rl? * Shorter, easier to remember * Not exactly an RL framework * No...

ultmaster