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_pathto 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)