qlib

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## Description Optuna is an open source hyperparameter optimization framework to automate hyperparameter search. ## Motivation and Context All models should have optuna hyperparameter search implemented ## How Has This...

igor17400

Label calculation

3

## ❓ Questions and Help In the following [documentation](https://qlib.readthedocs.io/en/latest/component/data.html#feature) it says the following > In the **Alpha158**, Qlib uses the label `Ref($close, -2)/Ref($close, -1) - 1` that means the change...

igor17400

"Rolling.pyx" Error when doing "Python setup.py install" on colab

1

## 🐛 Bug Description When using **"! python setup.py install"** on Colab for installation, I witnessed the following error: running install running bdist_egg running egg_info writing pyqlib.egg-info/PKG-INFO writing dependency_links to...

Rokeivin

Support monrhly interval in PIT.

3

## 🌟 Feature Description Support monthly interval in PIT. ## Motivation 1. Application scenario 2. Related works (Papers, Github repos etc.): 3. Any other relevant and important information: Some markets(ex:...

ChiahungTai

How to use multi GPUs to train the model

2

When I was training the GATs model using all the Chinese stock market data (by setting instrument = 'all'), it turns out an error 'RuntimeError: CUDA out of memory'. Actually...

Xxiaoting

yahoo数据更新问题

1

yahoo下载的数据是前复权数据， 如果我们增量更新每天的量价数据，是否会有问题？

louis-xuy

feat: jupyter notebook for explaning CSRankNorm

1

## Description `CSRankNorm` is a processor that applies cross sectional rank normalization and its understanding is crucial to execute and create models in Qlib. However, its hard to understand how...

igor17400

downloading data problem -- undefined symbol: _ZSt28__throw_bad_array_new_lengthv

10

my envs are python3.9.7 cython 0.29.28 gcc 11.2 linux ubuntu_64 when I download cn data in qlib dir by command " python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn" I got...

John-8911797110

Arguments `lr_decay` and `lr_decay_steps` are not being used in MLP Model

3

## 🐛 Bug Description Under [MLP](https://github.com/microsoft/qlib/blob/main/qlib/contrib/model/pytorch_nn.py) implementation there are several variables that need to be initialized. Such as `loss`, `lr`, `lr_decay`, `lr_decay_steps`, `optimizer`. However, it seems that the variables `lr_decay`...

igor17400

Loading high frequency data is too slow.

7

I am going to use qlib for intraday I updated 1min data in real time to reflect the stock market. And I tried to load last 10 minutes data using...

heury