v0.8.3 🌈

Changes

• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADARNN @dependabot (#870)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADD @dependabot (#869)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ALSTM @dependabot (#868)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/CatBoost @dependabot (#867)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/DoubleEnsemble @dependabot (#866)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/GRU @dependabot (#833)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/LightGBM @dependabot (#830)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/SFM @dependabot (#829)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TCTS @dependabot (#834)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/GATs @dependabot (#831)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TRA @dependabot (#832)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/Localformer @dependabot (#835)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/MLP @dependabot (#836)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TCN @dependabot (#837)
• Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/LSTM @dependabot (#838)

🌟 Features

• fall back error @you-n-g (#875)
• Disable Cache By Default @you-n-g (#871)
• Supporting Arctic Backend Provider & Orderbook, Tick Data Example @luocy16 (#744)
• Add future calendar collector @zhupr (#795)

🐛 Bug Fixes

• Remove arctic from Qlib core to Contrib @you-n-g (#865)
• Fix pytorch_nn.py step bug @you-n-g (#864)

📚 Documentation

• Add Desc For the limitation of 3.9 @Wangwuyi123 (#863)
• Fix code and docs for issues @you-n-g (#853)

v0.8.1 🌈

Changes

🌟 Features

• pylint code refine & Fix nested example @you-n-g (#848)
• chore: remove hard code input dimension of model pytorch_tcts @PalanQu (#843)
• [840] - Test case for operators. @ChiahungTai (#841)
• DDG-DA paper code @you-n-g (#743)
• [807] Move the REG_CONSTANT/EPS to constant.py. @ChiahungTai (#811)
• Some Optimization of online code @you-n-g (#784)
• Add Crypto dataset from coingecko @b4thesunrise (#733)
• Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data @cning112 (#781)
• support optimization based strategy @evanzd (#754)
• Add hook for supporting RL strategy @you-n-g (#768)
• Enhance Task Dict Var @you-n-g (#778)
• Add Cache to avoid frequently loading Calendar @you-n-g (#766)
• Update BCELoss in MLP model @cuicorey (#756)
• solve VERSION.txt bug @b4thesunrise (#732)
• Hyperopt upgrade @upgradvisor-bot (#741)
• Add method parameter for volume @you-n-g (#734)

🐛 Bug Fixes

• Fix the read the docs error @you-n-g (#852)
• pylint code refine & Fix nested example @you-n-g (#848)
• fix: highfreq_gdbt_model of prepare data @PalanQu (#846)
• Fix some warnings in log.py. @ChiahungTai (#805)
• Fix $volume normalization issue @2young-2simple-sometimes-naive (#792)
• Fix account shared bug @you-n-g (#791)
• fix dump_bin:DumpDataUpdate @zhupr (#783)
• Fix torch models on cpu @cning112 (#782)
• fix cn_index collector @zhupr (#780)
• Use encoding="utf-8" in open. @ChiahungTai (#773)
• fix IndexError of the last trading day in backtest calendar @zhupr (#751)
• remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance @zhupr (#740)

📚 Documentation

• Add description of the pr template. @ChiahungTai (#812)
• Fix typos and comments. @ChiahungTai (#815)
• Update README.md @you-n-g (#802)
• Fix BaseStrategy path. @ChiahungTai (#801)
• Add a more understandable example of data workflow @you-n-g (#797)
• fix_typo @SunsetWolf (#790)
• Update Contributor list @you-n-g (#779)
• Update Docs of Alpha360 @you-n-g (#777)
• Replace scripts/get_data.py to get_data.py. @ChiahungTai (#775)
• Fix typo leanable to learnable. @ChiahungTai (#774)
• Add docs about the patameters @you-n-g (#771)
• add description of dataset document @zhupr (#742)

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)