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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...

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## 🐛 Bug Description Traceback (most recent call last): File "D:\dev\anaconda3\envs\qlib\lib\site-packages\IPython\core\interactiveshell.py", line 3398, in run_code exec(code_obj, self.user_global_ns, self.user_ns) File "", line 1, in e.calendar(start_time='2010-01-01', end_time='2017-12-31', freq='day') File "D:\dev\pyqlib\qlib\qlib\data\data.py", line 90,...

bug

## Description 1) change the scaling in the inner function of Rank operator from len(x1) to 100 2) add 1 on the non-normalized weights of WMA operators ## Motivation and...

## ❓ Questions and Help We sincerely suggest you to carefully read the [documentation](http://qlib.readthedocs.io/) of our library as well as the official [paper](https://arxiv.org/abs/2009.11189). After that, if you still feel puzzled,...

question

## 🐛 Bug Description qlib/contrib/data/handler.py:171, in Alpha158.__init__ TypeError: control character 'delimiter' cannot be a newline (`\r` or `\n`). ## To Reproduce Steps to reproduce the behavior: 1. runing workflow_by_code.ipynb to...

bug

I tried US data for all the models, but all of them showing negative annualized return, (while the SP500 benchmark showing 12% annualized return). For examples, here are my workflow...

question

## 🌟 Feature Description Add PIT backend file storage, split the functions of `P` operator and `PFeature`, make `PFeature` work independently. ## Motivation 1. Improve readability of existing PIT-related code....

enhancement

## ❓ Questions and Help I was wondering after training the model. How do I export the model to something like onnyx so I can install the model in production...

question

full tutorial .ipynb run, and add 'from qlib.data._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi' ## Description ## Motivation and Context ## How Has This Been Tested? - [ ] Pass the test...

File ~\AppData\Roaming\Python\Python38\site-packages\qlib\data\data.py:917, in LocalDatasetProvider.dataset(self, instruments, fields, start_time, end_time, freq, inst_processors) 915 start_time = cal[0] 916 end_time = cal[-1] --> 917 data = self.dataset_processor( 918 instruments_d, column_names, start_time, end_time, freq, inst_processors=inst_processors...

bug

请问,在使用ExpressionDFilter过滤器时,需要7分钟左右才可以得到响应。不知道是不是我的系统原因,还是我哪里少设置了参数, 在仔细查阅了官网文档,并没有发现有类似的解释。 qlib版本:0.8.6.99 python版本:3.9.10 系统:MacOS(M1 MAX arm)

question