repo stringlengths 7 90 | file_url stringlengths 81 315 | file_path stringlengths 4 228 | content stringlengths 0 32.8k | language stringclasses 1
value | license stringclasses 7
values | commit_sha stringlengths 40 40 | retrieved_at stringdate 2026-01-04 14:38:15 2026-01-05 02:33:18 | truncated bool 2
classes |
|---|---|---|---|---|---|---|---|---|
gradio-app/gradio | https://github.com/gradio-app/gradio/blob/3b56b13268ddcaf74d4e85e5dbf5a616d7843995/demo/blocks_flag/run.py | demo/blocks_flag/run.py | import numpy as np
import gradio as gr
def sepia(input_img, strength):
sepia_filter = strength * np.array(
[[0.393, 0.769, 0.189], [0.349, 0.686, 0.168], [0.272, 0.534, 0.131]]
) + (1-strength) * np.identity(3)
sepia_img = input_img.dot(sepia_filter.T)
sepia_img /= sepia_img.max()
return se... | python | Apache-2.0 | 3b56b13268ddcaf74d4e85e5dbf5a616d7843995 | 2026-01-04T14:40:26.993006Z | false |
gradio-app/gradio | https://github.com/gradio-app/gradio/blob/3b56b13268ddcaf74d4e85e5dbf5a616d7843995/demo/chatinterface_random_response/run.py | demo/chatinterface_random_response/run.py | import random
import gradio as gr
def random_response(message, history):
return random.choice(["Yes", "No"])
demo = gr.ChatInterface(random_response, autofocus=False, api_name="chat")
if __name__ == "__main__":
demo.launch()
| python | Apache-2.0 | 3b56b13268ddcaf74d4e85e5dbf5a616d7843995 | 2026-01-04T14:40:26.993006Z | false |
gradio-app/gradio | https://github.com/gradio-app/gradio/blob/3b56b13268ddcaf74d4e85e5dbf5a616d7843995/demo/timer_simple/run.py | demo/timer_simple/run.py | import gradio as gr
import random
import time
with gr.Blocks() as demo:
timer = gr.Timer(1)
timestamp = gr.Number(label="Time")
timer.tick(lambda: round(time.time()), outputs=timestamp, api_name="timestamp")
number = gr.Number(lambda: random.randint(1, 10), every=timer, label="Random Number")
with gr.Row():... | python | Apache-2.0 | 3b56b13268ddcaf74d4e85e5dbf5a616d7843995 | 2026-01-04T14:40:26.993006Z | false |
gradio-app/gradio | https://github.com/gradio-app/gradio/blob/3b56b13268ddcaf74d4e85e5dbf5a616d7843995/demo/generate_tone/run.py | demo/generate_tone/run.py | import numpy as np
import gradio as gr
notes = ["C", "C#", "D", "D#", "E", "F", "F#", "G", "G#", "A", "A#", "B"]
def generate_tone(note, octave, duration):
sr = 48000
a4_freq, tones_from_a4 = 440, 12 * (octave - 4) + (note - 9)
frequency = a4_freq * 2 ** (tones_from_a4 / 12)
duration = int(duration)
... | python | Apache-2.0 | 3b56b13268ddcaf74d4e85e5dbf5a616d7843995 | 2026-01-04T14:40:26.993006Z | false |
gradio-app/gradio | https://github.com/gradio-app/gradio/blob/3b56b13268ddcaf74d4e85e5dbf5a616d7843995/demo/streaming_wav2vec/run.py | demo/streaming_wav2vec/run.py | from transformers import pipeline
import gradio as gr
import time
p = pipeline("automatic-speech-recognition")
def transcribe(audio, state=""):
time.sleep(2)
text = p(audio)["text"] # type: ignore
state += text + " " # type: ignore
return state, state
demo = gr.Interface(
fn=transcribe,
inpu... | python | Apache-2.0 | 3b56b13268ddcaf74d4e85e5dbf5a616d7843995 | 2026-01-04T14:40:26.993006Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/setup.py | setup.py | import os
import numpy
from setuptools import Extension, setup
NUMPY_INCLUDE = numpy.get_include()
setup(
ext_modules=[
Extension(
"qlib.data._libs.rolling",
["qlib/data/_libs/rolling.pyx"],
language="c++",
include_dirs=[NUMPY_INCLUDE],
),
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/dump_bin.py | scripts/dump_bin.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
import shutil
import traceback
from pathlib import Path
from typing import Iterable, List, Union
from functools import partial
from concurrent.futures import ThreadPoolExecutor, as_completed, ProcessPoolExecutor
import fire
import num... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/check_data_health.py | scripts/check_data_health.py | from loguru import logger
import os
from typing import Optional
import fire
import pandas as pd
import qlib
from tqdm import tqdm
from qlib.data import D
class DataHealthChecker:
"""Checks a dataset for data completeness and correctness. The data will be converted to a pd.DataFrame and checked for the following... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/check_dump_bin.py | scripts/check_dump_bin.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
from concurrent.futures import ProcessPoolExecutor
import qlib
from qlib.data import D
import fire
import datacompy
import pandas as pd
from tqdm import tqdm
from loguru import logger
class CheckBin:
NOT_IN_FEATUR... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/collect_info.py | scripts/collect_info.py | import sys
import platform
import qlib
import fire
import pkg_resources
from pathlib import Path
QLIB_PATH = Path(__file__).absolute().resolve().parent.parent
class InfoCollector:
"""
User could collect system info by following commands
`cd scripts && python collect_info.py all`
- NOTE: please avoid ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/get_data.py | scripts/get_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import fire
from qlib.tests.data import GetData
if __name__ == "__main__":
fire.Fire(GetData)
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/dump_pit.py | scripts/dump_pit.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
TODO:
- A more well-designed PIT database is required.
- separated insert, delete, update, query operations are required.
"""
import shutil
import struct
from pathlib import Path
from typing import Iterable
from functools import partial
f... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/future_calendar_collector.py | scripts/data_collector/future_calendar_collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
import importlib
from pathlib import Path
from typing import Union, Iterable, List
import fire
import numpy as np
import pandas as pd
# pip install baostock
import baostock as bs
from loguru import logger
class CollectorFutureCalen... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/utils.py | scripts/data_collector/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import re
import copy
import importlib
import time
import bisect
import pickle
import random
import requests
import functools
from pathlib import Path
from typing import Iterable, Tuple, List
import numpy as np
import pandas as pd
from loguru ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/base.py | scripts/data_collector/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
import time
import datetime
import importlib
from pathlib import Path
from typing import Type, Iterable
from concurrent.futures import ProcessPoolExecutor
import pandas as pd
from tqdm import tqdm
from loguru import logger
from jobli... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/index.py | scripts/data_collector/index.py | import sys
import abc
from pathlib import Path
from typing import List
import pandas as pd
from tqdm import tqdm
from loguru import logger
CUR_DIR = Path(__file__).resolve().parent
sys.path.append(str(CUR_DIR.parent))
from data_collector.utils import get_trading_date_by_shift
class IndexBase:
DEFAULT_END_DATE... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/us_index/collector.py | scripts/data_collector/us_index/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
from functools import partial
import sys
from pathlib import Path
from concurrent.futures import ThreadPoolExecutor
from typing import List
from io import StringIO
import fire
import requests
import pandas as pd
from tqdm import tqdm
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/fund/collector.py | scripts/data_collector/fund/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
import sys
import datetime
import json
from abc import ABC
from pathlib import Path
import fire
import requests
import pandas as pd
from loguru import logger
from dateutil.tz import tzlocal
from qlib.constant import REG_CN as REGION_C... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/contrib/fill_cn_1min_data/fill_cn_1min_data.py | scripts/data_collector/contrib/fill_cn_1min_data/fill_cn_1min_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
from pathlib import Path
from concurrent.futures import ThreadPoolExecutor
import fire
import qlib
import pandas as pd
from tqdm import tqdm
from qlib.data import D
from loguru import logger
CUR_DIR = Path(__file__).resolve().parent
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/contrib/future_trading_date_collector/future_trading_date_collector.py | scripts/data_collector/contrib/future_trading_date_collector/future_trading_date_collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
from typing import List
from pathlib import Path
import fire
import numpy as np
import pandas as pd
from loguru import logger
# get data from baostock
import baostock as bs
CUR_DIR = Path(__file__).resolve().parent
sys.path.append(s... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/baostock_5min/collector.py | scripts/data_collector/baostock_5min/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
import copy
import fire
import numpy as np
import pandas as pd
import baostock as bs
from tqdm import tqdm
from pathlib import Path
from loguru import logger
from typing import Iterable, List
import qlib
from qlib.data import D
CUR_... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/cn_index/collector.py | scripts/data_collector/cn_index/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import re
import abc
import sys
from io import BytesIO
from typing import List, Iterable
from pathlib import Path
import fire
import requests
import pandas as pd
import baostock as bs
from tqdm import tqdm
from loguru import logger
CUR_DIR = Pa... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/br_index/collector.py | scripts/data_collector/br_index/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from functools import partial
import sys
from pathlib import Path
import datetime
import fire
import pandas as pd
from tqdm import tqdm
from loguru import logger
CUR_DIR = Path(__file__).resolve().parent
sys.path.append(str(CUR_DIR.parent.parent... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/pit/collector.py | scripts/data_collector/pit/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import re
import sys
from datetime import datetime
from pathlib import Path
from typing import List, Iterable, Optional, Union
import fire
import pandas as pd
import baostock as bs
from loguru import logger
BASE_DIR = Path(__file__).resolve().p... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/yahoo/collector.py | scripts/data_collector/yahoo/collector.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
import sys
import copy
import time
import datetime
import importlib
from abc import ABC
import multiprocessing
from pathlib import Path
from typing import Iterable
import fire
import requests
import numpy as np
import pandas as pd
fro... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | true |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/scripts/data_collector/crypto/collector.py | scripts/data_collector/crypto/collector.py | import abc
import sys
import datetime
from abc import ABC
from pathlib import Path
import fire
import pandas as pd
from loguru import logger
from dateutil.tz import tzlocal
CUR_DIR = Path(__file__).resolve().parent
sys.path.append(str(CUR_DIR.parent.parent))
from data_collector.base import BaseCollector, BaseNormaliz... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_all_pipeline.py | tests/test_all_pipeline.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
import shutil
import unittest
import pytest
from pathlib import Path
import qlib
from qlib.config import C
from qlib.utils import init_instance_by_config, flatten_dict
from qlib.workflow import R
from qlib.workflow.record_temp import ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_dump_data.py | tests/test_dump_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
import shutil
import unittest
from pathlib import Path
import qlib
import numpy as np
import pandas as pd
from qlib.data import D
sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
from get_data impor... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_get_data.py | tests/test_get_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import shutil
import unittest
from pathlib import Path
import qlib
from qlib.data import D
from qlib.tests.data import GetData
DATA_DIR = Path(__file__).parent.joinpath("test_get_data")
SOURCE_DIR = DATA_DIR.joinpath("source")
SOURCE_DIR.mkdi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_pit.py | tests/test_pit.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
import qlib
import shutil
import unittest
import pytest
import pandas as pd
from pathlib import Path
from qlib.data import D
from qlib.tests.data import GetData
sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("sc... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/conftest.py | tests/conftest.py | import os
import sys
"""Ignore RL tests on non-linux platform."""
collect_ignore = []
if sys.platform != "linux":
for root, dirs, files in os.walk("rl"):
for file in files:
collect_ignore.append(os.path.join(root, file))
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_structured_cov_estimator.py | tests/test_structured_cov_estimator.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import numpy as np
from scipy.linalg import sqrtm
from qlib.model.riskmodel import StructuredCovEstimator
class TestStructuredCovEstimator(unittest.TestCase):
def test_random_covariance(self):
# Try to estimate the ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_contrib_model.py | tests/test_contrib_model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
from qlib.contrib.model import all_model_classes
class TestAllFlow(unittest.TestCase):
def test_0_initialize(self):
num = 0
for model_class in all_model_classes:
if model_class is not None:
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_contrib_workflow.py | tests/test_contrib_workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from qlib.workflow.record_temp import SignalRecord
import shutil
import unittest
import pytest
from pathlib import Path
from qlib.contrib.workflow import MultiSegRecord, SignalMseRecord
from qlib.utils import init_instance_by_config, flatten_dic... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_workflow.py | tests/test_workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
from pathlib import Path
import shutil
from qlib.workflow import R
from qlib.tests import TestAutoData
class WorkflowTest(TestAutoData):
# Creating the directory manually doesn't work with mlflow,
# so we add a subfolder... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/test_register_ops.py | tests/test_register_ops.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import numpy as np
from qlib.data import D
from qlib.data.ops import ElemOperator, PairOperator
from qlib.tests import TestAutoData
class Diff(ElemOperator):
"""Feature First Difference
Parameters
----------
fea... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/dataset_tests/test_datalayer.py | tests/dataset_tests/test_datalayer.py | import unittest
import numpy as np
from qlib.data import D
from qlib.tests import TestAutoData
class TestDataset(TestAutoData):
def testCSI300(self):
close_p = D.features(D.instruments("csi300"), ["$close"])
size = close_p.groupby("datetime", group_keys=False).size()
cnt = close_p.groupby(... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_logger.py | tests/rl/test_logger.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from random import randint, choice
from pathlib import Path
import logging
import re
from typing import Any, Tuple
import gym
import numpy as np
import pandas as pd
from gym import spaces
from tianshou.data import Collector, Batch
from tianshou.... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_qlib_simulator.py | tests/rl/test_qlib_simulator.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
from pathlib import Path
from typing import Tuple
import pandas as pd
import pytest
from qlib.backtest.decision import Order, OrderDir
from qlib.backtest.executor import SimulatorExecutor
from qlib.rl.order_execution import Categoric... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_trainer.py | tests/rl/test_trainer.py | import os
import random
import sys
from pathlib import Path
import pytest
import torch
import torch.nn as nn
from gym import spaces
from tianshou.policy import PPOPolicy
from qlib.config import C
from qlib.log import set_log_with_config
from qlib.rl.interpreter import StateInterpreter, ActionInterpreter
from qlib.rl... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_data_queue.py | tests/rl/test_data_queue.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import multiprocessing
import time
import numpy as np
import pandas as pd
from torch.utils.data import Dataset, DataLoader
from qlib.rl.utils.data_queue import DataQueue
class DummyDataset(Dataset):
def __init__(self, length):
sel... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_saoe_simple.py | tests/rl/test_saoe_simple.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
from functools import partial
from pathlib import Path
from typing import NamedTuple
import numpy as np
import pandas as pd
import pytest
import torch
from tianshou.data import Batch
from qlib.backtest import Order
from qlib.config i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rl/test_finite_env.py | tests/rl/test_finite_env.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from collections import Counter
import gym
import numpy as np
from tianshou.data import Batch, Collector
from tianshou.policy import BasePolicy
from torch.utils.data import DataLoader, Dataset, DistributedSampler
from qlib.rl.utils.finite_env im... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/misc/test_get_multi_proc.py | tests/misc/test_get_multi_proc.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import qlib
from qlib.data import D
from qlib.tests import TestAutoData
from multiprocessing import Pool
def get_features(fields):
qlib.init(provider_uri=TestAutoData.provider_uri, expression_cache=None, dataset_cache=Non... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/misc/test_utils.py | tests/misc/test_utils.py | from typing import List
from unittest.case import TestCase
import unittest
import pandas as pd
import numpy as np
from datetime import datetime
from qlib import init
from qlib.config import C
from qlib.log import TimeInspector
from qlib.constant import REG_CN, REG_US, REG_TW
from qlib.utils.time import cal_sam_minute a... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/misc/test_sepdf.py | tests/misc/test_sepdf.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import numpy as np
import pandas as pd
from qlib.contrib.data.utils.sepdf import SepDataFrame
class SepDF(unittest.TestCase):
def to_str(self, obj):
return "".join(str(obj).split())
def test_index_data(self):
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/misc/test_index_data.py | tests/misc/test_index_data.py | import numpy as np
import pandas as pd
import qlib.utils.index_data as idd
import unittest
class IndexDataTest(unittest.TestCase):
def test_index_single_data(self):
# Auto broadcast for scalar
sd = idd.SingleData(0, index=["foo", "bar"])
print(sd)
# Support empty value
sd... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/rolling_tests/test_update_pred.py | tests/rolling_tests/test_update_pred.py | import copy
import unittest
import pytest
import fire
import pandas as pd
import qlib
from qlib.data import D
from qlib.model.trainer import task_train
from qlib.tests import TestAutoData
from qlib.tests.config import CSI300_GBDT_TASK
from qlib.workflow.online.utils import OnlineToolR
from qlib.workflow.online.update... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/model/test_general_nn.py | tests/model/test_general_nn.py | import unittest
from qlib.tests import TestAutoData
class TestNN(TestAutoData):
def test_both_dataset(self):
try:
from qlib.contrib.model.pytorch_general_nn import GeneralPTNN
from qlib.data.dataset import DatasetH, TSDatasetH
from qlib.data.dataset.handler import DataH... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/dependency_tests/test_mlflow.py | tests/dependency_tests/test_mlflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import platform
import mlflow
import time
from pathlib import Path
import shutil
class MLflowTest(unittest.TestCase):
TMP_PATH = Path("./.mlruns_tmp/")
def tearDown(self) -> None:
if self.TMP_PATH.exists():
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/backtest/test_file_strategy.py | tests/backtest/test_file_strategy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
from qlib.backtest import backtest
from qlib.tests import TestAutoData
import pandas as pd
from pathlib import Path
from qlib.data import D
import numpy as np
DIRNAME = Path(__file__).absolute().resolve().parent
class FileStrTe... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/backtest/test_high_freq_trading.py | tests/backtest/test_high_freq_trading.py | from typing import List, Tuple, Union
from qlib.backtest.position import Position
from qlib.backtest import collect_data, format_decisions
from qlib.backtest.decision import BaseTradeDecision, TradeRangeByTime
import qlib
from qlib.tests import TestAutoData
import unittest
import pandas as pd
@unittest.skip("This tes... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/data_mid_layer_tests/test_processor.py | tests/data_mid_layer_tests/test_processor.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import numpy as np
from qlib.data import D
from qlib.tests import TestAutoData
from qlib.data.dataset.processor import MinMaxNorm, ZScoreNorm, CSZScoreNorm, CSZFillna
class TestProcessor(TestAutoData):
TEST_INST = "SH600519"... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/data_mid_layer_tests/test_handler.py | tests/data_mid_layer_tests/test_handler.py | import os
import unittest
from qlib.data import D
from qlib.data.dataset.handler import DataHandlerLP
from qlib.tests import TestAutoData
from qlib.utils.pickle_utils import restricted_pickle_load
class HandlerTests(TestAutoData):
def to_str(self, obj):
return "".join(str(obj).split())
def test_hand... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/data_mid_layer_tests/test_dataloader.py | tests/data_mid_layer_tests/test_dataloader.py | # TODO:
# dump alpha 360 to dataframe and merge it with Alpha158
import sys
import unittest
import qlib
from pathlib import Path
sys.path.append(str(Path(__file__).resolve().parent))
from qlib.data.dataset.loader import NestedDataLoader, QlibDataLoader
from qlib.data.dataset.handler import DataHandlerLP
from qlib.con... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/data_mid_layer_tests/test_handler_storage.py | tests/data_mid_layer_tests/test_handler_storage.py | import unittest
import time
import numpy as np
from qlib.data import D
from qlib.tests import TestAutoData
from qlib.data.dataset.handler import DataHandlerLP
from qlib.contrib.data.handler import check_transform_proc
from qlib.log import TimeInspector
class TestHandler(DataHandlerLP):
def __init__(
self... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/data_mid_layer_tests/test_dataset.py | tests/data_mid_layer_tests/test_dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import pytest
import sys
from qlib.tests import TestAutoData
from qlib.data.dataset import TSDatasetH, TSDataSampler
import numpy as np
import pandas as pd
import time
from qlib.data.dataset.handler import DataHandlerLP
class Te... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/storage_tests/test_storage.py | tests/storage_tests/test_storage.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
from collections.abc import Iterable
import numpy as np
from qlib.tests import TestAutoData
from qlib.data.storage.file_storage import (
FileCalendarStorage as CalendarStorage,
FileInstrumentStorage as Instrume... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/ops/test_elem_operator.py | tests/ops/test_elem_operator.py | import unittest
import numpy as np
import pytest
from qlib.data import DatasetProvider
from qlib.data.data import ExpressionD
from qlib.tests import TestOperatorData, TestMockData, MOCK_DF
from qlib.config import C
class TestElementOperator(TestMockData):
def setUp(self) -> None:
self.instrument = "0050"... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/tests/ops/test_special_ops.py | tests/ops/test_special_ops.py | import unittest
from qlib.data import D
from qlib.data.dataset.loader import QlibDataLoader
from qlib.data.ops import ChangeInstrument, Cov, Feature, Ref, Var
from qlib.tests import TestOperatorData
class TestOperatorDataSetting(TestOperatorData):
def test_setting(self):
# All the query below passes
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/docs/conf.py | docs/conf.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# QLib documentation build configuration file, created by
# sphinx-quickstart on Wed Sep 27 15:16:05 2017.
#
# This file is execfile()d with the current directory set to its
# containing dir.
#
# Note that not all possible configuration values a... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/workflow_by_code.py | examples/workflow_by_code.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Qlib provides two kinds of interfaces.
(1) Users could define the Quant research workflow by a simple configuration.
(2) Qlib is designed in a modularized way and supports creating research workflow by code just like building blocks.
The in... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/run_all_model.py | examples/run_all_model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import sys
import fire
import time
import glob
import shutil
import signal
import inspect
import tempfile
import functools
import statistics
import subprocess
from datetime import datetime
from ruamel.yaml import YAML
from pathlib imp... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/orderbook_data/example.py | examples/orderbook_data/example.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from arctic.arctic import Arctic
import qlib
from qlib.data import D
import unittest
class TestClass(unittest.TestCase):
"""
Useful commands
- run all tests: pytest examples/orderbook_data/example.py
- run a single test: pytest... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/orderbook_data/create_dataset.py | examples/orderbook_data/create_dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
NOTE:
- This scripts is a demo to import example data import Qlib
- !!!!!!!!!!!!!!!TODO!!!!!!!!!!!!!!!!!!!:
- Its structure is not well designed and very ugly, your contribution is welcome to make importing dataset easier
"""
from datetime... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/tft.py | examples/benchmarks/TFT/tft.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
from typing import Union
import numpy as np
import pandas as pd
import tensorflow.compat.v1 as tf
import data_formatters.base
import expt_settings.configs
import libs.hyperparam_opt
import libs.tft_model
import libs.utils... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/expt_settings/configs.py | examples/benchmarks/TFT/expt_settings/configs.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/expt_settings/__init__.py | examples/benchmarks/TFT/expt_settings/__init__.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/data_formatters/__init__.py | examples/benchmarks/TFT/data_formatters/__init__.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/data_formatters/base.py | examples/benchmarks/TFT/data_formatters/base.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py | examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/libs/tft_model.py | examples/benchmarks/TFT/libs/tft_model.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | true |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/libs/utils.py | examples/benchmarks/TFT/libs/utils.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/libs/__init__.py | examples/benchmarks/TFT/libs/__init__.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TFT/libs/hyperparam_opt.py | examples/benchmarks/TFT/libs/hyperparam_opt.py | # coding=utf-8
# Copyright 2020 The Google Research Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicab... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/LightGBM/features_resample_N.py | examples/benchmarks/LightGBM/features_resample_N.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from qlib.data.inst_processor import InstProcessor
from qlib.utils.resam import resam_calendar
class ResampleNProcessor(InstProcessor):
def __init__(self, target_frq: str, **kwargs):
self.target_frq = target_f... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/LightGBM/features_sample.py | examples/benchmarks/LightGBM/features_sample.py | import datetime
import pandas as pd
from qlib.data.inst_processor import InstProcessor
class Resample1minProcessor(InstProcessor):
"""This processor tries to resample the data. It will reasmple the data from 1min freq to day freq by selecting a specific miniute"""
def __init__(self, hour: int, minute: int, ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/LightGBM/multi_freq_handler.py | examples/benchmarks/LightGBM/multi_freq_handler.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from qlib.data.dataset.loader import QlibDataLoader
from qlib.contrib.data.handler import DataHandlerLP, _DEFAULT_LEARN_PROCESSORS, check_transform_proc
class Avg15minLoader(QlibDataLoader):
def load(self, instruments... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TRA/example.py | examples/benchmarks/TRA/example.py | import argparse
import qlib
from ruamel.yaml import YAML
from qlib.utils import init_instance_by_config
def main(seed, config_file="configs/config_alstm.yaml"):
# set random seed
with open(config_file) as f:
yaml = YAML(typ="safe", pure=True)
config = yaml.load(f)
# seed_suffix = "/seed1... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TRA/src/model.py | examples/benchmarks/TRA/src/model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import copy
import math
import json
import collections
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.optim as optim
import torch.nn.functional as F
from tqdm import tqdm
from qlib.utils import... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks/TRA/src/dataset.py | examples/benchmarks/TRA/src/dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import copy
import torch
import numpy as np
import pandas as pd
from qlib.data.dataset import DatasetH
device = "cuda" if torch.cuda.is_available() else "cpu"
def _to_tensor(x):
if not isinstance(x, torch.Tensor):
return torch.te... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/data_demo/data_mem_resuse_demo.py | examples/data_demo/data_mem_resuse_demo.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
The motivation of this demo
- To show the data modules of Qlib is Serializable, users can dump processed data to disk to avoid duplicated data preprocessing
"""
from copy import deepcopy
from pathlib import Path
import pickle
from pprint impo... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/data_demo/data_cache_demo.py | examples/data_demo/data_cache_demo.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
The motivation of this demo
- To show the data modules of Qlib is Serializable, users can dump processed data to disk to avoid duplicated data preprocessing
"""
from copy import deepcopy
from pathlib import Path
import pickle
from pprint impo... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/online_srv/rolling_online_management.py | examples/online_srv/rolling_online_management.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This example shows how OnlineManager works with rolling tasks.
There are four parts including first train, routine 1, add strategy and routine 2.
Firstly, the OnlineManager will finish the first training and set trained models to `online` mod... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/online_srv/update_online_pred.py | examples/online_srv/update_online_pred.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This example shows how OnlineTool works when we need update prediction.
There are two parts including first_train and update_online_pred.
Firstly, we will finish the training and set the trained models to the `online` models.
Next, we will fi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/online_srv/online_management_simulate.py | examples/online_srv/online_management_simulate.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This example is about how can simulate the OnlineManager based on rolling tasks.
"""
from pprint import pprint
import fire
import qlib
from qlib.model.trainer import DelayTrainerR, DelayTrainerRM, TrainerR, TrainerRM
from qlib.workflow impor... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/rolling_process_data/rolling_handler.py | examples/rolling_process_data/rolling_handler.py | from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.dataset.loader import DataLoaderDH
from qlib.contrib.data.handler import check_transform_proc
class RollingDataHandler(DataHandlerLP):
def __init__(
self,
start_time=None,
end_time=None,
infer_processors=[],
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/rolling_process_data/workflow.py | examples/rolling_process_data/workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import qlib
import fire
import pickle
from datetime import datetime
from qlib.constant import REG_CN
from qlib.data.dataset.handler import DataHandlerLP
from qlib.utils import init_instance_by_config
from qlib.tests.data import GetData
class... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks_dynamic/DDG-DA/vis_data.py | examples/benchmarks_dynamic/DDG-DA/vis_data.py | import pickle
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
sns.set(color_codes=True)
plt.rcParams["font.sans-serif"] = "SimHei"
plt.rcParams["axes.unicode_minus"] = False
from tqdm.auto import tqdm
# tqdm.pandas() # for progress_apply
# %matplotlib inline
# %load_ext a... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks_dynamic/DDG-DA/workflow.py | examples/benchmarks_dynamic/DDG-DA/workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
from pathlib import Path
from typing import Union
import fire
from qlib import auto_init
from qlib.contrib.rolling.ddgda import DDGDA
from qlib.tests.data import GetData
DIRNAME = Path(__file__).absolute().resolve().parent
BENCH_DIR =... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/benchmarks_dynamic/baseline/rolling_benchmark.py | examples/benchmarks_dynamic/baseline/rolling_benchmark.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
from pathlib import Path
from typing import Union
import fire
from qlib import auto_init
from qlib.contrib.rolling.base import Rolling
from qlib.tests.data import GetData
DIRNAME = Path(__file__).absolute().resolve().parent
class Ro... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/hyperparameter/LightGBM/hyperparameter_158.py | examples/hyperparameter/LightGBM/hyperparameter_158.py | import qlib
import optuna
from qlib.constant import REG_CN
from qlib.utils import init_instance_by_config
from qlib.tests.config import CSI300_DATASET_CONFIG
from qlib.tests.data import GetData
def objective(trial):
task = {
"model": {
"class": "LGBModel",
"module_path": "qlib.cont... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/hyperparameter/LightGBM/hyperparameter_360.py | examples/hyperparameter/LightGBM/hyperparameter_360.py | import qlib
import optuna
from qlib.constant import REG_CN
from qlib.utils import init_instance_by_config
from qlib.tests.data import GetData
from qlib.tests.config import get_dataset_config, CSI300_MARKET, DATASET_ALPHA360_CLASS
DATASET_CONFIG = get_dataset_config(market=CSI300_MARKET, dataset_class=DATASET_ALPHA360_... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/model_interpreter/feature.py | examples/model_interpreter/feature.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import qlib
from qlib.constant import REG_CN
from qlib.utils import init_instance_by_config
from qlib.tests.data import GetData
from qlib.tests.config import CSI300_GBDT_TASK
if __name__ == "__main__":
# use default data
provider_ur... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/highfreq/highfreq_processor.py | examples/highfreq/highfreq_processor.py | import numpy as np
import pandas as pd
from qlib.constant import EPS
from qlib.data.dataset.processor import Processor
from qlib.data.dataset.utils import fetch_df_by_index
class HighFreqNorm(Processor):
def __init__(self, fit_start_time, fit_end_time):
self.fit_start_time = fit_start_time
self.fi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/highfreq/highfreq_ops.py | examples/highfreq/highfreq_ops.py | import numpy as np
import pandas as pd
import importlib
from qlib.data.ops import ElemOperator, PairOperator
from qlib.config import C
from qlib.data.cache import H
from qlib.data.data import Cal
from qlib.contrib.ops.high_freq import get_calendar_day
class DayLast(ElemOperator):
"""DayLast Operator
Paramete... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/highfreq/workflow.py | examples/highfreq/workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import fire
import qlib
import pickle
from qlib.constant import REG_CN
from qlib.config import HIGH_FREQ_CONFIG
from qlib.utils import init_instance_by_config
from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.ops import Opera... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/highfreq/highfreq_handler.py | examples/highfreq/highfreq_handler.py | from qlib.data.dataset.handler import DataHandler, DataHandlerLP
from qlib.contrib.data.handler import check_transform_proc
class HighFreqHandler(DataHandlerLP):
def __init__(
self,
instruments="csi300",
start_time=None,
end_time=None,
infer_processors=[],
learn_pro... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/model_rolling/task_manager_rolling.py | examples/model_rolling/task_manager_rolling.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This example shows how a TrainerRM works based on TaskManager with rolling tasks.
After training, how to collect the rolling results will be shown in task_collecting.
Based on the ability of TaskManager, `worker` method offer a simple way for... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/portfolio/prepare_riskdata.py | examples/portfolio/prepare_riskdata.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import numpy as np
import pandas as pd
from qlib.data import D
from qlib.model.riskmodel import StructuredCovEstimator
def prepare_data(riskdata_root="./riskdata", T=240, start_time="2016-01-01"):
universe = D.features(D.instrumen... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
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