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 |
|---|---|---|---|---|---|---|---|---|
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/nested_decision_execution/workflow.py | examples/nested_decision_execution/workflow.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
The expect result of `backtest` is following in current version
'The following are analysis results of benchmark return(1day).'
risk
mean 0.000651
std 0.012472
annualized_return 0.154967
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/rl_order_execution/scripts/gen_pickle_data.py | examples/rl_order_execution/scripts/gen_pickle_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import yaml
import argparse
import os
import shutil
from copy import deepcopy
from qlib.contrib.data.highfreq_provider import HighFreqProvider
loader = yaml.FullLoader
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parse... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/rl_order_execution/scripts/merge_orders.py | examples/rl_order_execution/scripts/merge_orders.py | import pickle
import os
import pandas as pd
from tqdm import tqdm
for tag in ["test", "valid"]:
files = os.listdir(os.path.join("data/orders/", tag))
dfs = []
for f in tqdm(files):
df = pickle.load(open(os.path.join("data/orders/", tag, f), "rb"))
df = df.drop(["$close0"], axis=1)
d... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/examples/rl_order_execution/scripts/gen_training_orders.py | examples/rl_order_execution/scripts/gen_training_orders.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import numpy as np
import pandas as pd
from pathlib import Path
DATA_PATH = Path(os.path.join("data", "pickle", "backtest"))
OUTPUT_PATH = Path(os.path.join("data", "orders"))
def generate_order(stock: str, start_idx: int, end_idx: ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/typehint.py | qlib/typehint.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Commonly used types."""
import sys
from typing import Union
from pathlib import Path
__all__ = ["Literal", "TypedDict", "final"]
if sys.version_info >= (3, 8):
from typing import Literal, TypedDict, final # type: ignore # pylint: disa... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/log.py | qlib/log.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import logging
from typing import Optional, Text, Dict, Any
import re
from logging import config as logging_config
from time import time
from contextlib import contextmanager
from .config import C
class MetaLogger(type):
def __new__(mcs, ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/config.py | qlib/config.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
About the configs
=================
The config will be based on _default_config.
Two modes are supported
- client
- server
"""
from __future__ import annotations
import os
import re
import copy
import logging
import platform
import multipro... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/__init__.py | qlib/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
from setuptools_scm import get_version
try:
from ._version import version as __version__
except ImportError:
__version__ = get_version(root="..", relative_to=__file__)
__version__bak = __version__ # This version... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/constant.py | qlib/constant.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# REGION CONST
from typing import TypeVar
import numpy as np
import pandas as pd
REG_CN = "cn"
REG_US = "us"
REG_TW = "tw"
# Epsilon for avoiding division by zero.
EPS = 1e-12
# Infinity in integer
INF = int(1e18)
ONE_DAY = pd.Timedelta("1day... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/aux_info.py | qlib/rl/aux_info.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import TYPE_CHECKING, Generic, Optional, TypeVar
from qlib.typehint import final
from .simulator import StateType
if TYPE_CHECKING:
from .utils.env_wrapper import EnvWrapper
__all__ = ["Aux... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/seed.py | qlib/rl/seed.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Defines a set of initial state definitions and state-set definitions.
With single-asset order execution only, the only seed is order.
"""
from typing import TypeVar
InitialStateType = TypeVar("InitialStateType")
"""Type of data that creates... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/reward.py | qlib/rl/reward.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import TYPE_CHECKING, Any, Dict, Generic, Optional, Tuple, TypeVar
from qlib.typehint import final
if TYPE_CHECKING:
from .utils.env_wrapper import EnvWrapper
SimulatorState = TypeVar("Simula... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/interpreter.py | qlib/rl/interpreter.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Any, Generic, TypeVar
import gym
import numpy as np
from gym import spaces
from qlib.typehint import final
from .simulator import ActType, StateType
ObsType = TypeVar("ObsType")
PolicyActT... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/__init__.py | qlib/rl/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .interpreter import Interpreter, StateInterpreter, ActionInterpreter
from .reward import Reward, RewardCombination
from .simulator import Simulator
__all__ = ["Interpreter", "StateInterpreter", "ActionInterpreter", "Reward", "RewardCombinat... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/simulator.py | qlib/rl/simulator.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import TYPE_CHECKING, Any, Generic, Optional, TypeVar
from .seed import InitialStateType
if TYPE_CHECKING:
from .utils.env_wrapper import EnvWrapper
StateType = TypeVar("StateType")
"""StateT... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/contrib/naive_config_parser.py | qlib/rl/contrib/naive_config_parser.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import platform
import shutil
import sys
import tempfile
from importlib import import_module
from ruamel.yaml import YAML
DELETE_KEY = "_delete_"
def merge_a_into_b(a: dict, b: dict) -> dict:
b = b.copy()
for k, v in a.items... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/contrib/backtest.py | qlib/rl/contrib/backtest.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import argparse
import copy
import os
import pickle
from collections import defaultdict
from pathlib import Path
from typing import Dict, List, Optional, Tuple, Union, cast
import numpy as np
import pandas as p... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/contrib/utils.py | qlib/rl/contrib/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from pathlib import Path
import pandas as pd
def read_order_file(order_file: Path | pd.DataFrame) -> pd.DataFrame:
if isinstance(order_file, pd.DataFrame):
return order_file
order_file = Pat... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/contrib/train_onpolicy.py | qlib/rl/contrib/train_onpolicy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import argparse
import os
import random
import sys
import warnings
from pathlib import Path
from ruamel.yaml import YAML
from typing import cast, List, Optional
import numpy as np
import pandas as pd
import tor... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/contrib/__init__.py | qlib/rl/contrib/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/state.py | qlib/rl/order_execution/state.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import typing
from typing import NamedTuple, Optional
import numpy as np
import pandas as pd
from qlib.backtest import Order
from qlib.typehint import TypedDict
if typing.TYPE_CHECKING:
from qlib.rl.data.... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/network.py | qlib/rl/order_execution/network.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import List, Tuple, cast
import torch
import torch.nn as nn
from tianshou.data import Batch
from qlib.typehint import Literal
from .interpreter import FullHistoryObs
__all__ = ["Recurrent"]
cl... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/simulator_simple.py | qlib/rl/order_execution/simulator_simple.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Any, cast, List, Optional
import numpy as np
import pandas as pd
from pathlib import Path
from qlib.backtest.decision import Order, OrderDir
from qlib.constant import EPS, EPS_T, float_or_n... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/policy.py | qlib/rl/order_execution/policy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from pathlib import Path
from typing import Any, Dict, Generator, Iterable, Optional, OrderedDict, Tuple, cast
import gym
import numpy as np
import torch
import torch.nn as nn
from gym.spaces import Discrete
f... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/utils.py | qlib/rl/order_execution/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Any, cast
import numpy as np
import pandas as pd
from qlib.backtest.decision import OrderDir
from qlib.backtest.executor import BaseExecutor, NestedExecutor, SimulatorExecutor
from qlib.con... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/reward.py | qlib/rl/order_execution/reward.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import cast
import numpy as np
from qlib.backtest.decision import OrderDir
from qlib.rl.order_execution.state import SAOEMetrics, SAOEState
from qlib.rl.reward import Reward
__all__ = ["PAPenalty... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/simulator_qlib.py | qlib/rl/order_execution/simulator_qlib.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Generator, List, Optional
import pandas as pd
from qlib.backtest import collect_data_loop, get_strategy_executor
from qlib.backtest.decision import BaseTradeDecision, Order, TradeRangeByTim... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/interpreter.py | qlib/rl/order_execution/interpreter.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import math
from typing import Any, List, Optional, cast
import numpy as np
import pandas as pd
from gym import spaces
from qlib.constant import EPS
from qlib.rl.data.base import ProcessedDataProvider
from ql... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/__init__.py | qlib/rl/order_execution/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Currently it supports single-asset order execution.
Multi-asset is on the way.
"""
from .interpreter import (
FullHistoryStateInterpreter,
CurrentStepStateInterpreter,
CategoricalActionInterpreter,
TwapRelativeActionInterpret... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/order_execution/strategy.py | qlib/rl/order_execution/strategy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import collections
from types import GeneratorType
from typing import Any, Callable, cast, Dict, Generator, List, Optional, Tuple, Union
import warnings
import numpy as np
import pandas as pd
import torch
from... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/trainer/api.py | qlib/rl/trainer/api.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Any, Callable, Dict, List, Sequence, cast
from tianshou.policy import BasePolicy
from qlib.rl.interpreter import ActionInterpreter, StateInterpreter
from qlib.rl.reward import Reward
from q... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/trainer/vessel.py | qlib/rl/trainer/vessel.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import weakref
from typing import TYPE_CHECKING, Any, Callable, ContextManager, Dict, Generic, Iterable, Sequence, TypeVar, cast
import numpy as np
from tianshou.data import Collector, VectorReplayBuffer
from ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/trainer/callbacks.py | qlib/rl/trainer/callbacks.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Callbacks to insert customized recipes during the training.
Mimicks the hooks of Keras / PyTorch-Lightning, but tailored for the context of RL.
"""
from __future__ import annotations
import copy
import os
import shutil
import time
from datet... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/trainer/trainer.py | qlib/rl/trainer/trainer.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import collections
import copy
from contextlib import AbstractContextManager, contextmanager
from datetime import datetime
from pathlib import Path
from typing import Any, Dict, Iterable, List, OrderedDict, Seq... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/trainer/__init__.py | qlib/rl/trainer/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Train, test, inference utilities."""
from .api import backtest, train
from .callbacks import Checkpoint, EarlyStopping, MetricsWriter
from .trainer import Trainer
from .vessel import TrainingVessel, TrainingVesselBase
__all__ = [
"Traine... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/utils/data_queue.py | qlib/rl/utils/data_queue.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import multiprocessing
from multiprocessing.sharedctypes import Synchronized
import os
import threading
import time
import warnings
from queue import Empty
from typing import Any, Generator, Generic, Sequence, ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/utils/log.py | qlib/rl/utils/log.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Distributed logger for RL.
:class:`LogCollector` runs in every environment workers. It collects log info from simulator states,
and add them (as a dict) to auxiliary info returned for each step.
:class:`LogWriter` runs in the central worker.... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/utils/env_wrapper.py | qlib/rl/utils/env_wrapper.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import weakref
from typing import Any, Callable, cast, Dict, Generic, Iterable, Iterator, Optional, Tuple
import gym
from gym import Space
from qlib.rl.aux_info import AuxiliaryInfoCollector
from qlib.rl.inte... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/utils/finite_env.py | qlib/rl/utils/finite_env.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This is to support finite env in vector env.
See https://github.com/thu-ml/tianshou/issues/322 for details.
"""
from __future__ import annotations
import copy
import warnings
from contextlib import contextmanager
from typing import Any, Cal... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/utils/__init__.py | qlib/rl/utils/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .data_queue import DataQueue
from .env_wrapper import EnvWrapper, EnvWrapperStatus
from .finite_env import FiniteEnvType, vectorize_env
from .log import ConsoleWriter, CsvWriter, LogBuffer, LogCollector, LogLevel, LogWriter
__all__ = [
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/data/integration.py | qlib/rl/data/integration.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
TODO: This file is used to integrate NeuTrader with Qlib to run the existing projects.
TODO: The implementation here is kind of adhoc. It is better to design a more uniformed & general implementation.
"""
from __future__ import annotations
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/data/native.py | qlib/rl/data/native.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import os
from pathlib import Path
from typing import List, cast
import cachetools
import pandas as pd
from qlib.backtest import Exchange, Order
from qlib.backtest.decision import TradeRange, TradeRangeByTime
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/data/pickle_styled.py | qlib/rl/data/pickle_styled.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""This module contains utilities to read financial data from pickle-styled files.
This is the format used in `OPD paper <https://seqml.github.io/opd/>`__. NOT the standard data format in qlib.
The data here are all wrapped with ``@lru_cache``,... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/data/__init__.py | qlib/rl/data/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Common utilities to handle ad-hoc-styled data.
Most of these snippets comes from research project (paper code).
Please take caution when using them in production.
"""
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/data/base.py | qlib/rl/data/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from abc import abstractmethod
import pandas as pd
class BaseIntradayBacktestData:
"""
Raw market data that is often used in backtesting (thus called BacktestData).
Base class for all types of ba... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/strategy/__init__.py | qlib/rl/strategy/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .single_order import SingleOrderStrategy
__all__ = ["SingleOrderStrategy"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/rl/strategy/single_order.py | qlib/rl/strategy/single_order.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from qlib.backtest import Order
from qlib.backtest.decision import OrderHelper, TradeDecisionWO, TradeRange
from qlib.strategy.base import BaseStrategy
class SingleOrderStrategy(BaseStrategy):
"""Strategy... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/utils.py | qlib/model/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from torch.utils.data import Dataset
class ConcatDataset(Dataset):
def __init__(self, *datasets):
self.datasets = datasets
def __getitem__(self, i):
return tuple(d[i] for d in self.datasets)
def __len__(self):
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/trainer.py | qlib/model/trainer.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
The Trainer will train a list of tasks and return a list of model recorders.
There are two steps in each Trainer including ``train`` (make model recorder) and ``end_train`` (modify model recorder).
This is a concept called ``DelayTrainer``, ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/__init__.py | qlib/model/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import warnings
from .base import Model
__all__ = ["Model", "warnings"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/base.py | qlib/model/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
from typing import Text, Union
from ..utils.serial import Serializable
from ..data.dataset import Dataset
from ..data.dataset.weight import Reweighter
class BaseModel(Serializable, metaclass=abc.ABCMeta):
"""Modeling things"""
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/ens/ensemble.py | qlib/model/ens/ensemble.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Ensemble module can merge the objects in an Ensemble. For example, if there are many submodels predictions, we may need to merge them into an ensemble prediction.
"""
from typing import Union
import pandas as pd
from qlib.utils import FLATTE... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/ens/group.py | qlib/model/ens/group.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Group can group a set of objects based on `group_func` and change them to a dict.
After group, we provide a method to reduce them.
For example:
group: {(A,B,C1): object, (A,B,C2): object} -> {(A,B): {C1: object, C2: object}}
reduce: {(A,B):... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/ens/__init__.py | qlib/model/ens/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/riskmodel/structured.py | qlib/model/riskmodel/structured.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
from typing import Union
from sklearn.decomposition import PCA, FactorAnalysis
from qlib.model.riskmodel import RiskModel
class StructuredCovEstimator(RiskModel):
"""Structured Covariance Estimator
This estimator as... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/riskmodel/shrink.py | qlib/model/riskmodel/shrink.py | import numpy as np
from typing import Union
from qlib.model.riskmodel import RiskModel
class ShrinkCovEstimator(RiskModel):
"""Shrinkage Covariance Estimator
This estimator will shrink the sample covariance matrix towards
an identify matrix:
S_hat = (1 - alpha) * S + alpha * F
where `alpha` ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/riskmodel/__init__.py | qlib/model/riskmodel/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .base import RiskModel
from .poet import POETCovEstimator
from .shrink import ShrinkCovEstimator
from .structured import StructuredCovEstimator
__all__ = [
"RiskModel",
"POETCovEstimator",
"ShrinkCovEstimator",
"StructuredC... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/riskmodel/poet.py | qlib/model/riskmodel/poet.py | import numpy as np
from qlib.model.riskmodel import RiskModel
class POETCovEstimator(RiskModel):
"""Principal Orthogonal Complement Thresholding Estimator (POET)
Reference:
[1] Fan, J., Liao, Y., & Mincheva, M. (2013). Large covariance estimation by thresholding principal orthogonal complements.
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/riskmodel/base.py | qlib/model/riskmodel/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import inspect
import numpy as np
import pandas as pd
from typing import Union
from qlib.model.base import BaseModel
class RiskModel(BaseModel):
"""Risk Model
A risk model is used to estimate the covariance matrix of stock returns.
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/interpret/__init__.py | qlib/model/interpret/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/interpret/base.py | qlib/model/interpret/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Interfaces to interpret models
"""
import pandas as pd
from abc import abstractmethod
class FeatureInt:
"""Feature (Int)erpreter"""
@abstractmethod
def get_feature_importance(self) -> pd.Series:
"""get feature import... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/meta/task.py | qlib/model/meta/task.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from qlib.data.dataset import Dataset
from ...utils import init_instance_by_config
class MetaTask:
"""
A single meta-task, a meta-dataset contains a list of them.
It serves as a component as in MetaDatasetDS
The data processing... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/meta/model.py | qlib/model/meta/model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
from typing import List
from .dataset import MetaTaskDataset
class MetaModel(metaclass=abc.ABCMeta):
"""
The meta-model guiding the model learning.
The word `Guiding` can be categorized into two types based on the stage... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/meta/dataset.py | qlib/model/meta/dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
from qlib.model.meta.task import MetaTask
from typing import Dict, Union, List, Tuple, Text
from ...utils.serial import Serializable
class MetaTaskDataset(Serializable, metaclass=abc.ABCMeta):
"""
A dataset fetching the data ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/model/meta/__init__.py | qlib/model/meta/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .task import MetaTask
from .dataset import MetaTaskDataset
__all__ = ["MetaTask", "MetaTaskDataset"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/evaluate_portfolio.py | qlib/contrib/evaluate_portfolio.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from scipy.stats import spearmanr, pearsonr
from ..data import D
from collections import OrderedDict
def _get_position_value_from_d... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/__init__.py | qlib/contrib/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/evaluate.py | qlib/contrib/evaluate.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
import warnings
from typing import Union, Literal
from ..log import get_module_logger
from ..utils import get_date_range
from ..utils.r... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/torch.py | qlib/contrib/torch.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This module is not a necessary part of Qlib.
They are just some tools for convenience
It is should not imported into the core part of qlib
"""
import torch
import numpy as np
import pandas as pd
def data_to_tensor(data, device="cpu", raise_e... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/rolling/__main__.py | qlib/contrib/rolling/__main__.py | import fire
from qlib import auto_init
from qlib.contrib.rolling.base import Rolling
from qlib.utils.mod import find_all_classes
if __name__ == "__main__":
sub_commands = {}
for cls in find_all_classes("qlib.contrib.rolling", Rolling):
sub_commands[cls.__module__.split(".")[-1]] = cls
# The sub_com... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/rolling/__init__.py | qlib/contrib/rolling/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
The difference between me and the scripts in examples/benchmarks/benchmarks_dynamic
- This module only focus provide a general rolling implementation.
Anything specific that benchmark is placed in examples/benchmarks/benchmarks_dynamic
"""
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/rolling/ddgda.py | qlib/contrib/rolling/ddgda.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
import pickle
from typing import Optional, Union
import pandas as pd
import yaml
from qlib.contrib.meta.data_selection.dataset import InternalData, MetaDatasetDS
from qlib.contrib.meta.data_selection.model import MetaMod... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/rolling/base.py | qlib/contrib/rolling/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from copy import deepcopy
from pathlib import Path
from ruamel.yaml import YAML
from typing import List, Optional, Union
import fire
import pandas as pd
from qlib import auto_init
from qlib.log import get_module_logger
from qlib.model.ens.ensemb... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/tuner.py | qlib/contrib/tuner/tuner.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import os
import yaml
import json
import copy
import pickle
import logging
import importlib
import subprocess
import pandas as pd
import numpy as np
from abc import abstractmethod
from ...log import get_modul... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/launcher.py | qlib/contrib/tuner/launcher.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
# coding=utf-8
import argparse
import importlib
import os
import yaml
from .config import TunerConfigManager
args_parser = argparse.ArgumentParser(prog="tuner")
args_parser.add_argument(
"-c",
"--co... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/config.py | qlib/contrib/tuner/config.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import copy
import os
from ruamel.yaml import YAML
class TunerConfigManager:
def __init__(self, config_path):
if not config_path:
raise ValueError("Config path is invalid.")
se... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/pipeline.py | qlib/contrib/tuner/pipeline.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import os
import json
import logging
import importlib
from abc import abstractmethod
from ...log import get_module_logger, TimeInspector
from ...utils import get_module_by_module_path
class Pipeline:
GLO... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/__init__.py | qlib/contrib/tuner/__init__.py | # pylint: skip-file
# flake8: noqa
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/tuner/space.py | qlib/contrib/tuner/space.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
from hyperopt import hp
TopkAmountStrategySpace = {
"topk": hp.choice("topk", [30, 35, 40]),
"buffer_margin": hp.choice("buffer_margin", [200, 250, 300]),
}
QLibDataLabelSpace = {
"labels": hp.ch... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_transformer.py | qlib/contrib/model/pytorch_transformer.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
import math
from ...utils import get_or_create_path
from ...log import get_module_logger
im... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_alstm_ts.py | qlib/contrib/model/pytorch_alstm_ts.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_lstm.py | qlib/contrib/model/pytorch_lstm.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_alstm.py | qlib/contrib/model/pytorch_alstm.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_add.py | qlib/contrib/model/pytorch_add.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import copy
import math
from typing import Text, Union
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_tabnet.py | qlib/contrib/model/pytorch_tabnet.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
imp... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_tcts.py | qlib/contrib/model/pytorch_tcts.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
import copy
import random
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
import torch.nn as... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_lstm_ts.py | qlib/contrib/model/pytorch_lstm_ts.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
import torch.nn as nn
import tor... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/tcn.py | qlib/contrib/model/tcn.py | # MIT License
# Copyright (c) 2018 CMU Locus Lab
import torch.nn as nn
from torch.nn.utils import weight_norm
class Chomp1d(nn.Module):
def __init__(self, chomp_size):
super(Chomp1d, self).__init__()
self.chomp_size = chomp_size
def forward(self, x):
return x[:, :, : -self.chomp_size]... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_tra.py | qlib/contrib/model/pytorch_tra.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import io
import os
import copy
import math
import json
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import torch
import torch.nn as nn
import torch.optim as optim
import torch.nn.functional as F
try:
from torch.ut... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | true |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/double_ensemble.py | qlib/contrib/model/double_ensemble.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import lightgbm as lgb
import numpy as np
import pandas as pd
from typing import Text, Union
from ...model.base import Model
from ...data.dataset import DatasetH
from ...data.dataset.handler import DataHandlerLP
from ...model.interpret.base impor... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_sandwich.py | qlib/contrib/model/pytorch_sandwich.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/highfreq_gdbt_model.py | qlib/contrib/model/highfreq_gdbt_model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import warnings
import numpy as np
import pandas as pd
import lightgbm as lgb
from ...model.base import ModelFT
from ...data.dataset import DatasetH
from ...data.dataset.handler import DataHandlerLP
from ...model.interpret.base import LightGBMFI... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_nn.py | qlib/contrib/model/pytorch_nn.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
from collections import defaultdict
import os
import gc
import numpy as np
import pandas as pd
from typing import Callable, Optional, Text, Union
from sklearn.metrics import ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_adarnn.py | qlib/contrib/model/pytorch_adarnn.py | # Copyright (c) Microsoft Corporation.
import os
from torch.utils.data import Dataset, DataLoader
import copy
from typing import Text, Union
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
from torch.autograd import Function
from ql... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_gats_ts.py | qlib/contrib/model/pytorch_gats_ts.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
import torch.nn as nn
import torc... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_localformer_ts.py | qlib/contrib/model/pytorch_localformer_ts.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
import copy
import math
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
import torch.nn as n... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_general_nn.py | qlib/contrib/model/pytorch_general_nn.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
from torch.utils.data import DataLoader
import numpy as np
import pandas as pd
from typing import Union
import copy
import torch
import torch.optim as optim
from torch.optim... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_gats.py | qlib/contrib/model/pytorch_gats.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import get_or_create_path
from ...log import get_module_logger
import torch
im... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/catboost_model.py | qlib/contrib/model/catboost_model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
from typing import Text, Union
from catboost import Pool, CatBoost
from catboost.utils import get_gpu_device_count
from ...model.base import Model
from ...data.dataset import DatasetH
from ...data.dataset.h... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_localformer.py | qlib/contrib/model/pytorch_localformer.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
import math
from ...utils import get_or_create_path
from ...log import get_module_logger
im... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
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