v0.8.5
版本发布时间: 2022-04-25 00:10:31
microsoft/qlib最新发布版本:v0.9.5(2024-05-24 16:17:09)
Changes
- update doc for TopK-Drop @wan9c9 (#1015)
- Known Limitations In Recorder @you-n-g (#999)
- Fix pit docs format @Chaoyingz (#957)
- Add REG_TW. @ChiahungTai (#955)
🌟 Features
- fast fillna @you-n-g (#1074)
- fix_issue_1019 @SunsetWolf (#1046)
- Change Power to a NpPairOperator @wuzhe1234 (#1052)
- Use the region in qlib.config for FileCalendarStorage. @ChiahungTai (#1049)
- Update test_macos.yml with test doc @Wangwuyi123 (#1055)
- update ci with test doc @Wangwuyi123 (#1054)
- Add the HIST and IGMTF model on Alpha360 @Wentao-Xu (#1040)
- Add high-frequency feature engineering code @Arthur-Null (#1022)
- Add Qlib notebook tutorial @you-n-g (#1037)
- Ibovespa index support @igor17400 (#990)
- Fix Chinese punctuation regex comment @Chaoyingz (#1012)
- Add pre-commit @you-n-g (#992)
- Support feature names contain Chinese punctuation @Chaoyingz (#1003)
- Add PRef operator (#988) @Chaoyingz (#1000)
- Add lightgbm min version. @ChiahungTai (#995)
- Add backtest example to online simulation @you-n-g (#984)
- Optimize the pit collector script @Chaoyingz (#982)
- Fix pit download_data script TypeError (#978) @Chaoyingz (#979)
- Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. @ChiahungTai (#973)
- Use callback in LGBM.train. @ChiahungTai (#974)
- Remove redundant import [fix pylint] @you-n-g (#962)
- feat: add instrument context to inst_processor @PalanQu (#959)
- Fix csi500 @SunsetWolf (#938)
- Support Point-in-time Data Operation @bxdd (#343)
🐛 Bug Fixes
- Fix shared DF Error @you-n-g (#1044)
- fix tra dataset bug @you-n-g (#1050)
- Fixed issue #943 about TCTS init_fore_model @TuozhenLiu (#1047)
- chore: bug-fix for crypto data collector @plpycoin (#1038)
- Update setup.py to fix doc @Wangwuyi123 (#1043)
- update cli.py @wan9c9 (#1008)
- Fix pit download_data script TypeError (#978) @Chaoyingz (#979)
- Fix load_object bug @you-n-g (#977)
- safe remove file and more friendly log @you-n-g (#967)
📚 Documentation
- Update setup.py @you-n-g (#1048)
- Update README.md @qinmoelei (#1039)
- Add Qlib notebook tutorial @you-n-g (#1037)
- Add docs for CSRankNorm @you-n-g (#1032)
- fix ddgda run all bug & pylint @you-n-g (#1031)
- Fix format for PULL_REQUEST_TEMPLATE.md @Chaoyingz (#1001)
- Add lightgbm min version. @ChiahungTai (#995)
- Add backtest example to online simulation @you-n-g (#984)
- Fix comment typo @Chaoyingz (#987)
- fix-issue948 @SunsetWolf (#986)
- Update report.rst Metric @you-n-g (#980)
- Update Tool Info @you-n-g (#981)
- Update yahooquery marked words @Wangwuyi123 (#966)
- fix annotation in PIT script @bxdd (#958)