v0.8.0 🌈

Changes

• docs improvement @you-n-g (#730)
• Fix backtest @zhupr (#719)
• add logger @demon143 (#709)
• Add SigAnaRecord in to workflow_by_code.py @you-n-g (#707)
• support adding from date when updating pred @you-n-g (#703)
• Add A New Baseline: ADD @f-cg (#704)
• Fix high-freq data @zhupr (#702)
• Update task_management.rst @demon143 (#700)
• Update workflow_by_code.ipynb @wan9c9 (#697)
• Update task_management.rst @demon143 (#654)
• Merging Backtest improve @you-n-g (#694)
• Add AdaRNN baseline. @lwwang1995 (#689)
• add ops_warning_log to config @zhupr (#685)
• Callable Exp @you-n-g (#683)
• bugfix: Fix the problem that caused highfreq's yaml to be unusable @Ckend (#678)
• add default protocol_version @zhupr (#677)
• An example to get index from TSDataSampler @you-n-g (#679)
• handler demo cache @you-n-g (#606)
• Improve the backtest design and APIs @you-n-g (#650)
• More citations @markzhao98 (#673)
• Add A New Baseline: TCN @f-cg (#668)
• GPU identification bug fix for GATs @markzhao98 (#669)
• fix 'duplicate axis' error when updating cache @zhupr (#661)
• add logs in case of ops.py errors @zhupr (#659)
• Adjusting gbdt.py's parameter @you-n-g (#660)

🌟 Features

• Auto injecting model and dataset for Recorder @you-n-g (#645)
• Checking dataset empty @you-n-g (#647)
• Update TCTS. @lwwang1995 (#643)
• Add support for MacOS-11 @zhupr (#630)

🐛 Bug Fixes

• Fix update record bug @you-n-g (#723)
• improve the doc of auto init @you-n-g (#541)
• fix workflow_config_lightgbm_multi_freq.yaml @zhupr (#635)
• remove 3.6 @you-n-g (#629)

📚 Documentation

• Update the docs of ops.py @you-n-g (#718)
• improve the doc of auto init @you-n-g (#541)
• more detailed docs for workflow @you-n-g (#639)
• Update manage.py @demon143 (#628)
• Update benchmark based on new backtest @you-n-g (#634)

v0.8.0a1 🌈

Changes

• Merge nested main @wangwenxi-handsome (#597)

🌟 Features

• Support Highfreq Backtest with the Model/Rule/RL Strategy @bxdd (#438)

v0.7.2 🌈

Changes

• make the prediction update more friendly @you-n-g (#609)
• Fix Models @you-n-g (#483)
• update change doc @demon143 (#623)
• Update initialization.rst @demon143 (#622)
• Share version number @you-n-g (#620)
• Add file lock for MLflowExpManager @you-n-g (#619)
• Update code_standard.rst @demon143 (#587)
• update cvxpy version @you-n-g (#616)

🐛 Bug Fixes

• Fix the type of filter_pipe @zhupr (#611)

v0.7.1 🌈

Changes

• Update setup.py @anukaal (#600)
• Fix SimpleDatasetCache @zhupr (#604)
• Fix undefined names in Python code @cclauss (#599)
• Supporting shared processor @you-n-g (#596)
• test.yml: Remove redundant code @cclauss (#595)
• fix typos @saintmalik (#592)
• Fix TRA @evanzd (#591)
• Modify the Feature to be case sensitive @zhupr (#589)
• Update manage.py @demon143 (#586)
• Update FAQ.rst @zhupr (#588)
• Multiple freq support @zhupr (#580)
• without_conda @Wangwuyi123 (#575)
• Update ensemble.py @demon143 (#560)
• Update README.md @you-n-g (#546)
• Update strategy.py @ZhangTP1996 (#545)
• fix TRA when logdir is None @evanzd (#542)
• refactor TRA @evanzd (#531)
• refactor online serving rolling api @you-n-g (#539)
• sort index after loader @you-n-g (#538)
• Update data.rst @panshuaiyin (#532)
• Add two transformer models via upload @yingtaoluo (#508)
• Fix macos test ci @zhupr (#530)
• Remove the date fetch from the expression and calculate it when used instead @zhupr (#527)
• Update qrun to automaticly save the config to the artifacts uri @wuzhe1234 (#525)
• Add a check if change is mutated to YahooNormalize1d @zhupr (#524)
• Issue fix @slowy07 (#523)
• Add filter string to mlflow experiment list_recorders function. @chaosddp (#512)
• Add a check if change is mutated to YahooNormalize1d @zhupr (#514)
• Bug fix: ClientProvider not set connection to calendar and instrument provider when initializing. @chaosddp (#500)
• updated readme of yahoo collector where region parameter was incorrect @2796gaurav (#504)

🌟 Features

• MVP for Indian Stocks in qlib using yahooquery @2796gaurav (#513)

🐛 Bug Fixes

• check lexsort in the 'lazy_sort_index' function @markzhao98 (#566)
• Fix multi-process loop calls @zhupr (#574)
• Fix shared task dict BUG @you-n-g (#576)

v0.7.0 🌈

Changes

• Update workflow.rst @xiaowuhu (#497)
• Update workflow.rst @xiaowuhu (#496)
• Update TCTS. @lwwang1995 (#495)
• support check_transform_proc module_path @bxdd (#494)
• Make OnlineToolR more user-friendly and fix some bugs @lzh222333 (#475)
• examples/workflow_by_code.ipynd: fix an error in R.get_recorder() par… @docularxu (#481)
• Add TRA Model @linhx25 (#479)
• Support using config to register custom operators @bxdd (#476)
• Set self.fitted = True instead of self._fitted. @topskychen (#478)
• Support extend data @zhupr (#463)
• simplify the code and prevent float when shifting @you-n-g (#473)
• Update TCTS README. @lwwang1995 (#472)
• Add TCTS baseline. @lwwang1995 (#464)
• Remove non-existing parameter description @arisliang (#462)
• fix DelayTrainerRM @lzh222333 (#459)
• Multiprocessing support for Online Serving @lzh222333 (#435)
• fix XGBoost predict error @zhupr (#457)
• Add import stock pool in doc @arisliang (#452)
• add get_feature_importance to model interpret @zhupr (#444)
• Update 1min demo data in CSV format @arisliang (#442)
• Remove repeated package from requirements @arisliang (#447)
• Update integration.rst @arisliang (#448)
• Update report.rst @arisliang (#450)
• Fix YahooCollector can't download 1min data @zhupr (#441)
• Update collector.py @arisliang (#440)
• Update README.md @arisliang (#439)
• add data storage @zhupr (#372)
• Update README.md @arisliang (#433)
• Fix get_module_by_module_path to support pickle module loaded from arbitrage source file @evanzd (#431)
• LightGBM hyperparameter @ChengYen-Tang (#423)
• Add configurable dataset to examples @zhupr (#416)
• Add set_global_logger_level @zhupr (#412)
• Add future trading date collector @zhupr (#405)
• Fix online mode bugs @zhupr (#401)
• update high freq demo @javaThonc (#358)
• Fix print issue @D-X-Y (#381)
• Modify get_exp & get_recorder api @Derek-Wds (#380)
• Add DataLoader Based on DataHandler & Add Rolling Process Example & Restructure the Config & Setup_data @bxdd (#374)
• Fix us_index collector @zhupr (#379)
• Add MultiSegRecord and add segment kwargs in model.pred @D-X-Y (#378)
• debug @lewwang1995 (#373)
• Update notebook @Derek-Wds (#371)
• fix docs @Flouse (#365)
• Add load_object function for R @D-X-Y (#362)
• Fix data doc @bxdd (#359)
• Fix yahoo_collector @zhupr (#357)
• Fix dump_bin.py && check_dump_bin.py @zhupr (#350)
• Update init.py @wendili-cs (#351)
• Update Contact Us Information @you-n-g (#348)
• fix bug of consider TURE as boolean instead of stock code @2young-2simple-sometimes-naive (#347)
• Fix errors when SignalRecord is not called before SigAna/PortAna @D-X-Y (#345)
• Fix bugs in Ghost BN in TabNet and typos in README @D-X-Y (#337)
• another typo of docs @Rekind1e (#333)
• Fix typo of docs @Rekind1e (#332)
• Fixed code quality issues @withshubh (#311)
• Fix Various Bugs for contrib.pytorch_ models @D-X-Y (#329)
• Add BaseCollector @zhupr (#324)
• Move get_path to get_or_create_path, use the best model of SFM / TabNet @D-X-Y (#328)
• Fix code in ops @bxdd (#318)
• Fix collector doc @ChengYen-Tang (#272)
• Update FAQ doc & Update ops docstring @bxdd (#300)
• Update the Wrapper class to have an informative str representation @D-X-Y (#298)
• Add a new method to benchmarks: DoubleEnsemble @meng-ustc (#286)
• Update README.md @wendili-cs (#291)
• Update filter.py @you-n-g (#277)
• safe yaml loader @you-n-g (#273)
• Update workflow.rst @lbaiao (#268)
• Fix typo in Data Layer @miaekim (#265)
• Add Qlib highfreq doc & Update DatatSet Init Method @bxdd (#257)
• Fix typo in workflow_by_code.py @pingsutw (#259)
• Fix Highfreq Freq @bxdd (#256)

🌟 Features

• Online bug fix, enhancement & docs for dataset, workflow, trainer ... @you-n-g (#466)
• init version of online serving and rolling @you-n-g (#290)
• Modify set_global_logger_level use of contextmanager @zhupr (#418)
• Stale bot update @Derek-Wds (#413)
• Support start exp with given exp & recorder id @Derek-Wds (#404)
• Add fund data as an example @wangershi (#292)
• Support resuming recorder @Derek-Wds (#340)
• Implement Enhanced Indexing as a Portfolio Optimizer @yongzhengqi (#280)
• (1) Fix /0 bug in double_ensemble, (2) remove _default_uri for R/expm, (3) support model size in pytorch models @D-X-Y (#314)
• Update repr for dataset/workflow classes and add uri kwarg for QlibRecorder @D-X-Y (#302)
• Add model saving for qrun and workflow example @Derek-Wds (#264)
• Update models to enable save/load @Derek-Wds (#261)

🐛 Bug Fixes

• Online bug fix, enhancement & docs for dataset, workflow, trainer ... @you-n-g (#466)
• Update Recorder Wrapper to prevent reinitialization @Derek-Wds (#471)
• Fix exception hook bug @Derek-Wds (#461)
• Fix bug and update doc @Derek-Wds (#419)
• Fix logger pickling error @Derek-Wds (#407)
• Update qlib logger @Derek-Wds (#393)
• Support resuming recorder @Derek-Wds (#340)
• (1) Fix /0 bug in double_ensemble, (2) remove _default_uri for R/expm, (3) support model size in pytorch models @D-X-Y (#314)
• Fix pytorch ts model loader bug @Derek-Wds (#322)
• Update repr for dataset/workflow classes and add uri kwarg for QlibRecorder @D-X-Y (#302)
• Update Highfreq Handler & Ops / Fix a Highfreq Bug @bxdd (#254)
• Update models to enable save/load @Derek-Wds (#261)
• Update readme and setup.py @Derek-Wds (#258)
• CI: the MacOS numpy bug. @Derek-Wds (#253)
• Fix CI @Derek-Wds (#250)

📚 Documentation

• Online bug fix, enhancement & docs for dataset, workflow, trainer ... @you-n-g (#466)
• Fix bug and update doc @Derek-Wds (#419)
• Update doc @Derek-Wds (#399)
• Update Filter doc @Derek-Wds (#319)
• Update docs about record-temp @Derek-Wds (#260)
• update 1min docs @zhupr (#252)

v0.6.2 🌈

Changes

• move freq params to dataloader @you-n-g (#234)
• Update pytorch_nn.py @wendili-cs (#241)
• Update pytorch_alstm_ts.py @wendili-cs (#243)
• Update pytorch_gats.py @wendili-cs (#244)
• Update pytorch_gru.py @wendili-cs (#245)
• Update pytorch_gru_ts.py @wendili-cs (#246)
• Update pytorch_lstm.py @wendili-cs (#247)
• Update pytorch_lstm_ts.py @wendili-cs (#248)
• Update pytorch_alstm.py @wendili-cs (#242)
• Fix bug in alpha360 @bxdd (#236)
• Add filter_pipe API @Derek-Wds (#220)
• Update data handler @you-n-g (#228)
• Qlib Highfreq Support & Highfreq DataHanlder/Operator/Processor Examples @bxdd (#222)
• Add paper year @Derek-Wds (#224)
• Support yahoo 1min data @zhupr (#221)
• Fix the error when the stock code is a number @zhupr (#78)
• Support Register of Custom Feature Operators Easily @bxdd (#92)
• Update pytorch_nn.py @wendili-cs (#213)
• tabnet @javaThonc (#205)
• for IDE auto-complete with global Wrapper @GoooIce (#201)
• Update .gitignore @GoooIce (#203)
• Add dataset standalone usage example @you-n-g (#200)
• Support Return Order List in Backtest & Assign Executor in Config @bxdd (#198)
• fix setup error @GoooIce (#197)
• Update pytorch_lstm_ts.py @wendili-cs (#194)
• Update pytorch_gru_ts.py @wendili-cs (#193)
• Update pytorch_gats_ts.py @wendili-cs (#192)
• Update pytorch_alstm_ts.py @wendili-cs (#191)
• Security Fix for Arbitrary Code Execution - huntr.dev @huntr-helper (#189)
• Update docs and add Python 3.9 CI @Derek-Wds (#178)
• Update initialization.rst @GoooIce (#188)
• Fix create_recorder bug @Derek-Wds (#182)
• Fix unrecognized config bug @fzc621 (#183)
• Fix some typo in qlib/tests/data.py @fzc621 (#179)
• Supporting dict to define strategy in evaluate.py @you-n-g (#177)
• Update workflow_config_gru_Alpha158.yaml @wendili-cs (#175)
• Update workflow_config_lstm_Alpha158.yaml @wendili-cs (#174)
• Update docs @Derek-Wds (#164)
• Fix the first trading day of the calendar extra in report_df @zhupr (#125)
• Fix recorder temp dir bug @Derek-Wds (#148)
• better MemCacheUnit implement @hadrianl (#145)
• Update alpha.rst @bxdd (#143)
• add more doc to PortAnaRecord @you-n-g (#138)
• fixing typos #4 @maciejdomagala (#135)
• fixing typos #3 @maciejdomagala (#134)
• Update benchmark performance @Derek-Wds (#97)
• fixing typos #2 @maciejdomagala (#130)
• Config.getattr should raise AttributeError @hadrianl (#129)
• Refactor to Python3 style @Gwill (#119)
• Demo @Derek-Wds (#122)
• Add stale bot @Derek-Wds (#124)
• Typo fix @maciejdomagala (#123)
• Update CI and script @Derek-Wds (#118)
• Update the Sign operation in ops.py @YifanDengWHU (#113)

v0.6.1 🌈

Changes

• Update the Install Method in README @bxdd (#106)
• Add author names @Derek-Wds (#99)
• fix typo @Gwill (#95)
• Update CI @Derek-Wds (#94)
• Fix readthedocs @bxdd (#89)
• Fix readthedocs @bxdd (#84)
• Add the Config of readthedocs @bxdd (#83)
• FIX CI @you-n-g (#81)
• Supporting TSDatasetH @you-n-g (#75)
• Update scripts @Derek-Wds (#74)

v0.6.0 🌈

Changes

• Add AI baselines

  • CatBoost @javaThonc
  • TFT @wendili-cs
  • Linear @evanzd
  • ALSTM @Pikapikachuu @Don-ustc
  • SFM @javaThonc
  • LSTM & GRU @evanzd @lwwang1995
  • Gats @meng-ustc @Turtlesyu-27
  • XGBoost @javaThonc @lwwang1995

• Fix and move to version 0.6.0 @Derek-Wds (#73)

• Help to PR @you-n-g (#72)

• refine docs @you-n-g (#71)

• Fix ops bug & add raise comments of Skew Kurt @bxdd (#70)

• Add download qlib_data docs @zhupr (#69)

• Refactor collector @zhupr (#68)

• Fix re about provider_uri & Fix 'exit not defined' error in ipython @bxdd (#67)

• Add RiskModel and Portfolio Module @evanzd (#60)

• Support csi100 data collection && Fix data collector @zhupr (#57)

🌟 Features

• Refactor Qlib interface @you-n-g @Derek-Wds @lwwang1995 @evanzd @zhupr @wendili-cs @javaThonc @meng-ustc @Don-ustc @Pikapikachuu @bxdd (#56)
• support non-full-fill rate of executor @you-n-g (#66)
• Make the DNN model compatible with CPU & Update the Estimator doc @bxdd (#49)

🐛 Bug Fixes

• fix the float conversion bug @you-n-g (#62)
• fix requirements.txt @morristai (#45)

📚 Documentation

• Fix typo @ogabrielluiz (#55)
• Make the DNN model compatible with CPU & Update the Estimator doc @bxdd (#49)
• Update CI & add black formatter @Derek-Wds (#51)
• Update badges in REAME.md @bxdd (#44)

v0.5.1 🌈

Changes

• Add the CI/CD
  • add the test CI @Derek-Wds
  • add the publishing action to support pip installation @bxdd
• Fix some bugs
  • Fix bugs in test scripts @you-n-g @zhupr
  • Add the error message when using Qlib in the repository directory @bxdd
• Add a simpler dataset @zhupr
• Update the documentation
  • Add the badges @bxdd
  • Add the FAQ document @zhupr
  • Add the description for the new installation method (pip) @bxdd
  • Fix some other errors @wendili-cs @vanshg

🌟 Features

• Release v0.5.1 @you-n-g (#31)

🐛 Bug Fixes

• Release v0.5.1 @you-n-g (#31)

📚 Documentation

• Fix typo in examples README @vanshg (#32)
• add test and mod doc @you-n-g (#17)
• Update data.rst @wendili-cs (#24)
• Update README.md @wendili-cs (#22)
• Update estimator.rst @wendili-cs (#23)
• Add a Gitter chat badge to README.md @gitter-badger (#21)
• Update data related information @Derek-Wds (#16)

First release of Qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.