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Add Qlib highfreq doc & Update DatatSet Init Method#257

Merged
you-n-g merged 8 commits intomicrosoft:mainfrom
bxdd:qlib_highfreq_doc
Feb 5, 2021
Merged

Add Qlib highfreq doc & Update DatatSet Init Method#257
you-n-g merged 8 commits intomicrosoft:mainfrom
bxdd:qlib_highfreq_doc

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bxdd commented Feb 3, 2021

Description

Add Qlib highfreq doc & Update DatatSet Init Method

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

bxdd closed this Feb 3, 2021
bxdd reopened this Feb 3, 2021
bxdd requested a review from you-n-g February 4, 2021 05:00
you-n-g reviewed Feb 4, 2021
Serializable Class
========================

``Qlib`` provides a base class ``qlib.utils.serial.Serializable``, whose state can be dumped in or loaded from disk in `pickle` format.
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you-n-g Feb 4, 2021

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in -> into

========================

``Qlib`` provides a base class ``qlib.utils.serial.Serializable``, whose state can be dumped in or loaded from disk in `pickle` format.
When users dump the state of the ``Serializable`` instance, the attributes of the instance whose name **does not** start with `_` will be saved on the disk.
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you-n-g Feb 4, 2021

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a Serializable instance

bxdd added 2 commits February 5, 2021 12:15
you-n-g merged commit 6a67082 into microsoft:main Feb 5, 2021
you-n-g added a commit to you-n-g/qlib that referenced this pull request Aug 16, 2025
* fix_dotenv_error

* format with isort

* Update rdagent/app/cli.py

---------

Co-authored-by: you-n-g
you-n-g added a commit to you-n-g/qlib that referenced this pull request Aug 16, 2025
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Revised Preprocessing & Supported Random Forest

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* docs: update contributors (microsoft#230)

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* feat: kaggle model and feature (microsoft#238)

* update first version code

* make hypothesis_gen and experiment_builder fit for both feature and model

* feat: continue kaggle feature and model coder (microsoft#239)

* use qlib docker to run qlib models

* feature coder ready

* model coder ready

* fix CI

* finish the first round of runner (microsoft#240)

* Optimized the factor scenario and added the front-end.

* fix a small bug

* fix a typo

* update the kaggle scenario

* delete model_template folder

* use experiment to run data preprocess script

* add source data to scenarios

* minor fix

* minor bug fix

* train.py debug

* fixed a bug in train.py and added some TODOs

* For Debugging

* fix two small bugs in based_exp

* fix some bugs

* update preprocess

* fix a bug in preprocess

* fix a bug in train.py

* reformat

* Follow-up

* fix a bug in train.py

* fix a bug in workspace

* fix a bug in feature duplication

* fix a bug in feedback

* fix a bug in preprocessed data

* fix a bug om feature engineering

* fix a ci error

* Debugged & Connected

* Fixed error on feedback & added other fixes

* fix CI errors

* fix a CI bug

* fix: fix_dotenv_error (microsoft#257)

* fix_dotenv_error

* format with isort

* Update rdagent/app/cli.py

---------

Co-authored-by: you-n-g

* chore(main): release 0.2.1 (microsoft#249)

Release-As: 0.2.1

* init a scenario for kaggle feature engineering

* delete error codes

* Delete rdagent/app/kaggle_feature/conf.py

---------

Co-authored-by: Young
Co-authored-by: Taozhi Wang
Co-authored-by: you-n-g
Co-authored-by: cyncyw <47289405+taozhiwang@users.noreply.github.com>
Co-authored-by: Xisen-Wang
Co-authored-by: Haotian Chen <113661982+Hytn@users.noreply.github.com>
Co-authored-by: WinstonLiye <1957922024@qq.com>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
Co-authored-by: Linlang <30293408+SunsetWolf@users.noreply.github.com>
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2 participants