qlib

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## 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`. - [ ]...

jianyexi

DoubleEnsemble doesn't Honor sub_weights When Computing Loss Values

2

Hello, I notice in `fit()`, `loss_values` is computed based on the average prediction of trained sub-models (i.e. `pred_ensemble`): https://github.com/microsoft/qlib/blob/a87b02619aee4aff9c5aba23a66e614106050d75/qlib/contrib/model/double_ensemble.py#L90-L91 However, in `predict()`, the final output is the weighted sum of...

bridgream

Download dataset speed is very slow

6

## ❓ Questions and Help Hello thank you for the great framework. When i try to download the dataset, the speed is slower than 2k/s, sometimes even 0b/s. I follow...

Sheng1e8

How can I create a simple rule based trade decision?

1

## ❓ 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,...

luzming

How to adapt LSTM to DDG-DA

1

I want to adapt LSTM to DDG-DA, how can I do that? What I have tried: 1. modify rolling_benchmark.py to fit with LSTM parameters 2. modify the bug caused by...

Xxiaoting

How to save features as .csv flie after information extractor (in examples/workflow_by_code.py )?

1

## ❓ 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,...

zbw-ai

How translate my csv data files to 1min high-freq qlib_data ?

1

## 🐛 Bug Description ## To Reproduce Steps to reproduce the behavior: 1. 1. 1. ## Expected Behavior ## Screenshot ## Environment **Note**: User could run `cd scripts && python...

Hoogck

量价数据

1

是否有计划变更通过yahoo获取量价数据的方式

louis-xuy

高频因子日频化

1

## ❓ Questions and Help 高频因子日频化的接口是否能够提供？根据日内的1min数据汇总计算日feature的接口。比如做到日内的1分钟线的std计算等等。

lukeli-cc

What's the difference between model and model_ts?

2

## ❓ Questions and Help In qlib source code, both model and model_ts exists. For instance, pytorch_alstm.py and pytorch_alstm_ts.py, pytorch_gats.py and pytorch_gats_ts.py, and so on. I want to know the...

polaris-gogh