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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, incl...
## ❓ Questions and Help 你好，我想使用benchmark里的TRA模型跑一下cn_data_1min的分钟级别数据。我在data_handler_config中设置了freq为1min，结果运行的时候一直出现以下error: File "/home/anaconda3/envs/Qlib/lib/python3.8/site-packages/pyqlib-0.8.6.99-py3.8-linux-x86_64.egg/qlib/data/data.py", line 90, in calendar _calendar, _calendar_index = self._get_calendar(freq, future) File "/home/anaconda3/envs/Qlib/lib/python3.8/site-packages/pyqlib-0.8.6.99-py3.8-linux-x86_64.egg/qlib/data/data.py", line 173, in _get_calendar _calendar = np.array(self.load_calendar(freq, future)) File "/home/anaconda3/envs/Qlib/lib/python3.8/site-packages/pyqlib-0.8.6.99-py3.8-linux-x86_64.egg/qlib/data/data.py", line...
## Description ## Motivation and Context ## How Has This Been Tested? - [ ] Pass the test by running: `pytest qlib/tests/test_all_pipeline.py` under upper directory of `qlib`. - [ ]...
## Description Adding Conformer model on Alpha158 and Alpha360. I have run ` python qlib/workflow/cli.py examples/benchmarks/Conformer/workflow_config_lightgbm_Alpha360.yaml ` Here is the result ``` 'The following are analysis results of benchmark return(1day).'...
## Description ## Motivation and Context ## How Has This Been Tested? - [ ] Pass the test by running: `pytest qlib/tests/test_all_pipeline.py` under upper directory of `qlib`. - [ ]...
## Description This PR will add a stacking model with LightGBM as base estimator for CSI500 index on Alpha158 dataset. ## Motivation and Context ## How Has This Been Tested?...
python scripts/get_data.py qlib_data --target_dir \~/.qlib/qlib_data/cn_data --region cn 直接运行该命令获取到的数据到2020-09-25为止，存放的目录是\~/.qlib/qlib_data/cn_data 如何在之前的数据基础上更新至2022-07-20 https://qlib.readthedocs.io/en/latest/component/data.html#data-preparation 该章节给出的命令是： python scripts/data_collector/yahoo/collector.py update_data_to_bin --qlib_data_1d_dir --trading_date --end_date 替换掉参数后命令为： python scripts/data_collector/yahoo/collector.py update_data_to_bin --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data --trading_date 2020-09-25 --end_date 2022-07-20 运行报错： _get_simple: 1...
## 🌟 Feature Description Rolling(ExpressionOps)中rolling window size中有可能为expression表达式，比如取N日最高值之间的最低点，距离最高值的位置是一个变化的值。 ## Motivation 1. Application scenario 2. Related works (Papers, Github repos etc.): qlib/data/ops.py Rolling(ExpressionOps)._load_internal 是否可以考虑使用pandas的BaseIndexer对可变窗口的处理。 4. Any other relevant and important information: ##...
Fix error of ltt install and Add csi500 results to Transformer, ALSTM ## Description 1. Fix error of ltt install when using run_all_model 2. Add csi500 results to Transformer and...
你好，咨询一个场景。 https://github.com/microsoft/qlib/blob/687edd79d0ee75fbf61bf1c1198ac130ef8f5b5c/scripts/dump_bin.py#L199-L202 如上述代码，如果在calendars首尾缺失值，则没有任何数值的占位，仅仅是arr[0] 记录start_index; 但是，如果是calendars中间位置缺失值，则会填充NAN. 这样处理的原因是什么？ 都用NAN填充有何影响？ ### 例子1： calendars: 2017-01-01 2017-01-02 2017-01-03 2017-01-04 2017-01-05 0000001这只股票的数据如下： 2017-01-01 5.6 2017-01-02 5.8 2017-01-05 5.9 生成的bin内容如下： [5.6, 5.8, nan, nan, 5.9] ### 例子2：...
## 📖 Documentation The section of classqlib.workflow.online.update.PredUpdater in [this page](https://qlib.readthedocs.io/en/latest/component/online.html) is wrong. Maybe is mixed up with section of classqlib.workflow.online.update.LabelUpdater.
