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/qlib/contrib/model/pytorch_tcn.py | qlib/contrib/model/pytorch_tcn.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_igmtf.py | qlib/contrib/model/pytorch_igmtf.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/__init__.py | qlib/contrib/model/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
try:
from .catboost_model import CatBoostModel
except ModuleNotFoundError:
CatBoostModel = None
print("ModuleNotFoundError. CatBoostModel are skipped. (optional: maybe installing CatBoostModel can fix it.)")
try:
from .double_ensem... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_krnn.py | qlib/contrib/model/pytorch_krnn.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_sfm.py | qlib/contrib/model/pytorch_sfm.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/xgboost.py | qlib/contrib/model/xgboost.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
import xgboost as xgb
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 import... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_hist.py | qlib/contrib/model/pytorch_hist.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import os
import numpy as np
import pandas as pd
from typing import Text, Union
import urllib.request
import copy
from ...utils import get_or_create_path
from ...log import g... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/linear.py | qlib/contrib/model/linear.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
from typing import Text, Union
from qlib.log import get_module_logger
from qlib.data.dataset.weight import Reweighter
from scipy.optimize import nnls
from sklearn.linear_model import LinearRegression, Ridge,... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_gru.py | qlib/contrib/model/pytorch_gru.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function
import copy
from typing import Text, Union
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.optim as optim
from qlib.workflow import R
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_utils.py | qlib/contrib/model/pytorch_utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import torch.nn as nn
def count_parameters(models_or_parameters, unit="m"):
"""
This function is to obtain the storage size unit of a (or multiple) models.
Parameters
----------
models_or_parameters : PyTorch model(s) or a ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_gru_ts.py | qlib/contrib/model/pytorch_gru_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/gbdt.py | qlib/contrib/model/gbdt.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
import lightgbm as lgb
from typing import List, Text, Tuple, Union
from ...model.base import ModelFT
from ...data.dataset import DatasetH
from ...data.dataset.handler import DataHandlerLP
from ...model.inter... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/model/pytorch_transformer_ts.py | qlib/contrib/model/pytorch_transformer_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_tcn_ts.py | qlib/contrib/model/pytorch_tcn_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/report/graph.py | qlib/contrib/report/graph.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import math
import importlib
from typing import Iterable
import pandas as pd
import plotly.offline as py
import plotly.graph_objs as go
from plotly.subplots import make_subplots
from plotly.figure_factory import create_distplot
class BaseGra... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/utils.py | qlib/contrib/report/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import matplotlib.pyplot as plt
import pandas as pd
def sub_fig_generator(sub_figsize=(3, 3), col_n=10, row_n=1, wspace=None, hspace=None, sharex=False, sharey=False):
"""sub_fig_generator.
it will return a generator, each row contains <... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/__init__.py | qlib/contrib/report/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
GRAPH_NAME_LIST = [
"analysis_position.report_graph",
"analysis_position.score_ic_graph",
"analysis_position.cumulative_return_graph",
"analysis_position.risk_analysis_graph",
"analysis_position.rank_label_graph",
"analysi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_model/analysis_model_performance.py | qlib/contrib/report/analysis_model/analysis_model_performance.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from functools import partial
import pandas as pd
import plotly.graph_objs as go
import statsmodels.api as sm
import matplotlib.pyplot as plt
from scipy import stats
from typing import Sequence
from qlib.typehint import Literal
from ..graph ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_model/__init__.py | qlib/contrib/report/analysis_model/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .analysis_model_performance import model_performance_graph
__all__ = ["model_performance_graph"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/risk_analysis.py | qlib/contrib/report/analysis_position/risk_analysis.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from typing import Iterable
import pandas as pd
import plotly.graph_objs as py
from ...evaluate import risk_analysis
from ..graph import SubplotsGraph, ScatterGraph
def _get_risk_analysis_data_with_report(
report_normal_df: pd.DataFrame... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/report.py | qlib/contrib/report/analysis_position/report.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from ..graph import SubplotsGraph, BaseGraph
def _calculate_maximum(df: pd.DataFrame, is_ex: bool = False):
"""
:param df:
:param is_ex:
:return:
"""
if is_ex:
end_date = df["cum_ex_return_w... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/cumulative_return.py | qlib/contrib/report/analysis_position/cumulative_return.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import copy
from typing import Iterable
import pandas as pd
import plotly.graph_objs as go
from ..graph import BaseGraph, SubplotsGraph
from ..analysis_position.parse_position import get_position_data
def _get_cum_return_data_with_position(
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/parse_position.py | qlib/contrib/report/analysis_position/parse_position.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from ....backtest.profit_attribution import get_stock_weight_df
def parse_position(position: dict = None) -> pd.DataFrame:
"""Parse position dict to position DataFrame
:param position: position data
:return: p... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/__init__.py | qlib/contrib/report/analysis_position/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .cumulative_return import cumulative_return_graph
from .score_ic import score_ic_graph
from .report import report_graph
from .rank_label import rank_label_graph
from .risk_analysis import risk_analysis_graph
__all__ = ["cumulative_return_g... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/score_ic.py | qlib/contrib/report/analysis_position/score_ic.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from ..graph import ScatterGraph
from ..utils import guess_plotly_rangebreaks
def _get_score_ic(pred_label: pd.DataFrame):
"""
:param pred_label:
:return:
"""
concat_data = pred_label.copy()
concat_... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/analysis_position/rank_label.py | qlib/contrib/report/analysis_position/rank_label.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import copy
from typing import Iterable
import pandas as pd
import plotly.graph_objs as go
from ..graph import ScatterGraph
from ..analysis_position.parse_position import get_position_data
def _get_figure_with_position(
position: dict, la... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/data/ana.py | qlib/contrib/report/data/ana.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Here we have a comprehensive set of analysis classes.
Here is an example.
.. code-block:: python
from qlib.contrib.report.data.ana import FeaMeanStd
fa = FeaMeanStd(ret_df)
fa.plot_all(wspace=0.3, sub_figsize=(12, 3), col_n=5)
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/data/__init__.py | qlib/contrib/report/data/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This module is designed to analysis data
"""
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/report/data/base.py | qlib/contrib/report/data/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This module is responsible for analysing data
Assumptions
- The analyse each feature individually
"""
import pandas as pd
from qlib.log import TimeInspector
from qlib.contrib.report.utils import sub_fig_generator
class FeaAnalyser:
def... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/loader.py | qlib/contrib/data/loader.py | from qlib.data.dataset.loader import QlibDataLoader
class Alpha360DL(QlibDataLoader):
"""Dataloader to get Alpha360"""
def __init__(self, config=None, **kwargs):
_config = {
"feature": self.get_feature_config(),
}
if config is not None:
_config.update(config)
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/highfreq_processor.py | qlib/contrib/data/highfreq_processor.py | import os
import numpy as np
import pandas as pd
from qlib.data.dataset.processor import Processor
from qlib.data.dataset.utils import fetch_df_by_index
from typing import Dict
class HighFreqTrans(Processor):
def __init__(self, dtype: str = "bool"):
self.dtype = dtype
def fit(self, df_features):
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/handler.py | qlib/contrib/data/handler.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from qlib.contrib.data.loader import Alpha158DL, Alpha360DL
from ...data.dataset.handler import DataHandlerLP
from ...data.dataset.processor import Processor
from ...utils import get_callable_kwargs
from ...data.dataset import processor as proces... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/processor.py | qlib/contrib/data/processor.py | import numpy as np
from ...log import TimeInspector
from ...data.dataset.processor import Processor, get_group_columns
class ConfigSectionProcessor(Processor):
"""
This processor is designed for Alpha158. And will be replaced by simple processors in the future
"""
def __init__(self, fields_group=Non... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/dataset.py | qlib/contrib/data/dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import copy
import torch
import warnings
import numpy as np
import pandas as pd
from qlib.utils.data import guess_horizon
from qlib.utils import init_instance_by_config
from qlib.data.dataset import DatasetH
device = "cuda" if torch.cuda.is_av... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/__init__.py | qlib/contrib/data/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/highfreq_handler.py | qlib/contrib/data/highfreq_handler.py | from qlib.data.dataset.handler import DataHandler, DataHandlerLP
from .handler import check_transform_proc
EPSILON = 1e-4
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/qlib/contrib/data/highfreq_provider.py | qlib/contrib/data/highfreq_provider.py | import os
import time
import datetime
from typing import Optional
import qlib
from qlib import get_module_logger
from qlib.data import D
from qlib.config import REG_CN
from qlib.utils import init_instance_by_config
from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.data import Cal
from qlib.contrib.ops... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/data.py | qlib/contrib/data/data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# We remove arctic from core framework of Qlib to contrib due to
# - Arctic has very strict limitation on pandas and numpy version
# - https://github.com/man-group/arctic/pull/908
# - pip fail to computing the right version number!!!!
# - M... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/utils/__init__.py | qlib/contrib/data/utils/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/data/utils/sepdf.py | qlib/contrib/data/utils/sepdf.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
from typing import Dict, Iterable, Union
def align_index(df_dict, join):
res = {}
for k, df in df_dict.items():
if join is not None and k != join:
df = df.reindex(df_dict[join].index)
res[k... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/operator.py | qlib/contrib/online/operator.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import fire
import pandas as pd
import pathlib
import qlib
import logging
from ...data import D
from ...log import get_module_logger
from ...utils import get_pre_trading_date, is_tradable_date
from ..evaluate ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/user.py | qlib/contrib/online/user.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import logging
from ...log import get_module_logger
from ..evaluate import risk_analysis
from ...data import D
class User:
def __init__(self, account, strategy, model, verbose=False):
"""
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/online_model.py | qlib/contrib/online/online_model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import random
import pandas as pd
from ...data import D
from ..model.base import Model
class ScoreFileModel(Model):
"""
This model will load a score file, and return score at date exists in score file... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/utils.py | qlib/contrib/online/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import pathlib
import pickle
import pandas as pd
from ruamel.yaml import YAML
from ...data import D
from ...config import C
from ...log import get_module_logger
from ...utils import get_next_trading_date
from .... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/__init__.py | qlib/contrib/online/__init__.py | # pylint: skip-file
# flake8: noqa
'''
TODO:
- Online needs that the model have such method
def get_data_with_date(self, date, **kwargs):
"""
Will be called in online module
need to return the data that used to predict the label (score) of stocks at date.
:param
date: ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/online/manager.py | qlib/contrib/online/manager.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# pylint: skip-file
# flake8: noqa
import pathlib
import pandas as pd
import shutil
from ruamel.yaml import YAML
from ...backtest.account import Account
from .user import User
from .utils import load_instance, save_instance
from ...utils import ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/workflow/__init__.py | qlib/contrib/workflow/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .record_temp import MultiSegRecord
from .record_temp import SignalMseRecord
__all__ = ["MultiSegRecord", "SignalMseRecord"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/workflow/record_temp.py | qlib/contrib/workflow/record_temp.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import logging
import pandas as pd
import numpy as np
from sklearn.metrics import mean_squared_error
from typing import Dict, Text, Any
from ...contrib.eva.alpha import calc_ic
from ...workflow.record_temp import RecordTemp
from ...workflow.re... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/cost_control.py | qlib/contrib/strategy/cost_control.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This strategy is not well maintained
"""
from .order_generator import OrderGenWInteract
from .signal_strategy import WeightStrategyBase
import copy
class SoftTopkStrategy(WeightStrategyBase):
def __init__(
self,
model,
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/signal_strategy.py | qlib/contrib/strategy/signal_strategy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import copy
import warnings
import numpy as np
import pandas as pd
from typing import Dict, List, Text, Tuple, Union
from abc import ABC
from qlib.data import D
from qlib.data.dataset import Dataset
from qlib.model.base import BaseMode... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/rule_strategy.py | qlib/contrib/strategy/rule_strategy.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from pathlib import Path
import warnings
import numpy as np
import pandas as pd
from typing import IO, List, Tuple, Union
from qlib.data.dataset.utils import convert_index_format
from qlib.utils import lazy_sort_index
from ...utils.resam import ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/order_generator.py | qlib/contrib/strategy/order_generator.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This order generator is for strategies based on WeightStrategyBase
"""
from ...backtest.position import Position
from ...backtest.exchange import Exchange
import pandas as pd
import copy
class OrderGenerator:
def generate_order_list_fr... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/__init__.py | qlib/contrib/strategy/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .signal_strategy import (
TopkDropoutStrategy,
WeightStrategyBase,
EnhancedIndexingStrategy,
)
from .rule_strategy import (
TWAPStrategy,
SBBStrategyBase,
SBBStrategyEMA,
)
from .cost_control import SoftTopkStrateg... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/optimizer/optimizer.py | qlib/contrib/strategy/optimizer/optimizer.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import warnings
import numpy as np
import pandas as pd
import scipy.optimize as so
from typing import Optional, Union, Callable, List
from .base import BaseOptimizer
class PortfolioOptimizer(BaseOptimizer):
"""Portfolio Optimizer
The... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/optimizer/__init__.py | qlib/contrib/strategy/optimizer/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .base import BaseOptimizer
from .optimizer import PortfolioOptimizer
from .enhanced_indexing import EnhancedIndexingOptimizer
__all__ = ["BaseOptimizer", "PortfolioOptimizer", "EnhancedIndexingOptimizer"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/optimizer/base.py | qlib/contrib/strategy/optimizer/base.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
class BaseOptimizer(abc.ABC):
"""Construct portfolio with a optimization related method"""
@abc.abstractmethod
def __call__(self, *args, **kwargs) -> object:
"""Generate a optimized portfolio allocation"""
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/strategy/optimizer/enhanced_indexing.py | qlib/contrib/strategy/optimizer/enhanced_indexing.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import cvxpy as cp
from typing import Union, Optional, Dict, Any, List
from qlib.log import get_module_logger
from .base import BaseOptimizer
logger = get_module_logger("EnhancedIndexingOptimizer")
class EnhancedIndexingO... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/eva/alpha.py | qlib/contrib/eva/alpha.py | """
Here is a batch of evaluation functions.
The interface should be redesigned carefully in the future.
"""
import pandas as pd
from typing import Tuple
from qlib import get_module_logger
from qlib.utils.paral import complex_parallel, DelayedDict
from joblib import Parallel, delayed
def calc_long_short_prec(
p... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/eva/__init__.py | qlib/contrib/eva/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/ops/__init__.py | qlib/contrib/ops/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/ops/high_freq.py | qlib/contrib/ops/high_freq.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd
from datetime import datetime
from qlib.data.cache import H
from qlib.data.data import Cal
from qlib.data.ops import ElemOperator, PairOperator
from qlib.utils.time import time_to_day_index
def get_calenda... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/__init__.py | qlib/contrib/meta/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .data_selection import MetaTaskDS, MetaDatasetDS, MetaModelDS
__all__ = ["MetaTaskDS", "MetaDatasetDS", "MetaModelDS"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/data_selection/model.py | qlib/contrib/meta/data_selection/model.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
import numpy as np
import torch
from torch import nn
from torch import optim
from tqdm.auto import tqdm
import copy
from typing import Union, List
from ....model.meta.dataset import MetaTaskDataset
from ....model.meta.model i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/data_selection/dataset.py | qlib/contrib/meta/data_selection/dataset.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pandas as pd
import numpy as np
from copy import deepcopy
from joblib import Parallel, delayed # pylint: disable=E0401
from typing import Dict, List, Union, Text, Tuple
from qlib.data.dataset.utils import init_task_handler
from qlib.data.d... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/data_selection/net.py | qlib/contrib/meta/data_selection/net.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import torch
from torch import nn
from .utils import preds_to_weight_with_clamp, SingleMetaBase
class TimeWeightMeta(SingleMetaBase):
def __init__(self, hist_step_n, clip_weight=None, clip_method="clamp"):
# clip... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/data_selection/utils.py | qlib/contrib/meta/data_selection/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import torch
from torch import nn
from qlib.constant import EPS
from qlib.log import get_module_logger
class ICLoss(nn.Module):
def __init__(self, skip_size=50):
super().__init__()
self.skip_size = skip_s... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/contrib/meta/data_selection/__init__.py | qlib/contrib/meta/data_selection/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from .dataset import MetaDatasetDS, MetaTaskDS
from .model import MetaModelDS
__all__ = ["MetaDatasetDS", "MetaTaskDS", "MetaModelDS"]
| python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/tests/config.py | qlib/tests/config.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
CSI300_MARKET = "csi300"
CSI100_MARKET = "csi100"
CSI300_BENCH = "SH000300"
DATASET_ALPHA158_CLASS = "Alpha158"
DATASET_ALPHA360_CLASS = "Alpha360"
###################################
# config
###################################
GBDT_MODEL... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/tests/__init__.py | qlib/tests/__init__.py | from typing import Union, List, Dict, Tuple
import unittest
import pandas as pd
import numpy as np
import io
from .data import GetData
from .. import init
from ..constant import REG_CN, REG_TW
from qlib.data.filter import NameDFilter
from qlib.data import D
from qlib.data.data import Cal, DatasetD
from qlib.data.stora... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/tests/data.py | qlib/tests/data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import re
import sys
import qlib
import shutil
import zipfile
import requests
import datetime
from tqdm import tqdm
from pathlib import Path
from loguru import logger
from qlib.utils import exists_qlib_data
class GetData:
REMOTE_U... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/file.py | qlib/utils/file.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import shutil
import tempfile
import contextlib
from typing import Optional, Text, IO, Union
from pathlib import Path
from qlib.log import get_module_logger
log = get_module_logger("utils.file")
def get_or_create_path(path: Optional... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/index_data.py | qlib/utils/index_data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Motivation of index_data
- Pandas has a lot of user-friendly interfaces. However, integrating too much features in a single tool bring too much overhead and makes it much slower than numpy.
Some users just want a simple numpy dataframe wit... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/exceptions.py | qlib/utils/exceptions.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# Base exception class
class QlibException(Exception):
pass
class RecorderInitializationError(QlibException):
"""Error type for re-initialization when starting an experiment"""
class LoadObjectError(QlibException):
"""Error type ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/pickle_utils.py | qlib/utils/pickle_utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Secure pickle utilities to prevent arbitrary code execution through deserialization.
This module provides a secure alternative to pickle.load() and pickle.loads()
that restricts deserialization to a whitelist of safe classes.
"""
import io
i... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/mod.py | qlib/utils/mod.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
All module related class, e.g. :
- importing a module, class
- walkiing a module
- operations on class or module...
"""
import contextlib
import importlib
import os
from pathlib import Path
import pickle
import pkgutil
import re
import sys
fr... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/paral.py | qlib/utils/paral.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import threading
from functools import partial
from threading import Thread
from typing import Callable, Text, Union
import joblib
from joblib import Parallel, delayed
from joblib._parallel_backends import MultiprocessingBackend
import pandas as... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/time.py | qlib/utils/time.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
Time related utils are compiled in this script
"""
import bisect
from datetime import datetime, time, date, timedelta
from typing import List, Optional, Tuple, Union
import functools
import re
import pandas as pd
from qlib.config import C
fr... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/__init__.py | qlib/utils/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
# TODO: this utils covers too much utilities, please seperat it into sub modules
from __future__ import division
from __future__ import print_function
import os
import re
import copy
import json
import redis
import bisect
import struct
import d... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/resam.py | qlib/utils/resam.py | import numpy as np
import pandas as pd
from functools import partial
from typing import Union, Callable
from . import lazy_sort_index
from .time import Freq, cal_sam_minute
from ..config import C
def resam_calendar(
calendar_raw: np.ndarray, freq_raw: Union[str, Freq], freq_sam: Union[str, Freq], region: str = ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/objm.py | qlib/utils/objm.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import os
import pickle
import tempfile
from pathlib import Path
from qlib.config import C
class ObjManager:
def save_obj(self, obj: object, name: str):
"""
save obj as name
Parameters
----------
obj... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/serial.py | qlib/utils/serial.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import pickle
import dill
from pathlib import Path
from typing import Union
from ..config import C
class Serializable:
"""
Serializable will change the behaviors of pickle.
The rule to tell if a attribute will be kept or droppe... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/utils/data.py | qlib/utils/data.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This module covers some utility functions that operate on data or basic object
"""
from copy import deepcopy
from typing import List, Union
import numpy as np
import pandas as pd
from qlib.data.data import DatasetProvider
def robust_zscore... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/report.py | qlib/backtest/report.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import pathlib
from collections import OrderedDict
from typing import Any, Dict, List, Optional, Text, Tuple, Type, Union, cast
import numpy as np
import pandas as pd
import qlib.utils.index_data as idd
from ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/profit_attribution.py | qlib/backtest/profit_attribution.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""
This module is not well maintained.
"""
import datetime
from pathlib import Path
import numpy as np
import pandas as pd
from ..config import C
from ..data import D
from .position import Position
def get_benchmark_weight(
bench,
st... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/high_performance_ds.py | qlib/backtest/high_performance_ds.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import inspect
import logging
from collections import OrderedDict
from functools import lru_cache
from typing import Any, Callable, Dict, Iterable, List, Optional, Text, Union, cast
import numpy as np
import p... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/backtest.py | qlib/backtest/backtest.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from typing import Dict, TYPE_CHECKING, Generator, Optional, Tuple, Union, cast
import pandas as pd
from qlib.backtest.decision import BaseTradeDecision
from qlib.backtest.report import Indicator
if TYPE_CHE... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/account.py | qlib/backtest/account.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import copy
from typing import Dict, List, Optional, Tuple, cast
import pandas as pd
from qlib.utils import init_instance_by_config
from .decision import BaseTradeDecision, Order
from .exchange import Exchang... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/executor.py | qlib/backtest/executor.py | from __future__ import annotations
import copy
from abc import abstractmethod
from collections import defaultdict
from types import GeneratorType
from typing import Any, Dict, Generator, List, Tuple, Union, cast
import pandas as pd
from qlib.backtest.account import Account
from qlib.backtest.position import BasePosi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/signal.py | qlib/backtest/signal.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import abc
from typing import Dict, List, Text, Tuple, Union
import pandas as pd
from qlib.utils import init_instance_by_config
from ..data.dataset import Dataset
from ..data.dataset.utils import convert_index_format
from ..model.base import Ba... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/exchange.py | qlib/backtest/exchange.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from collections import defaultdict
from typing import TYPE_CHECKING, Any, Dict, List, Optional, Tuple, Type, Union, cast
from ..utils.index_data import IndexData
if TYPE_CHECKING:
from .account import Acc... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | true |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/utils.py | qlib/backtest/utils.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from abc import abstractmethod
from typing import Any, Set, Tuple, TYPE_CHECKING, Union
import numpy as np
from qlib.utils.time import epsilon_change
if TYPE_CHECKING:
from qlib.backtest.decision import ... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/decision.py | qlib/backtest/decision.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from abc import abstractmethod
from datetime import time
from enum import IntEnum
# try to fix circular imports when enabling type hints
from typing import TYPE_CHECKING, Any, ClassVar, Generic, List, Optional... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/position.py | qlib/backtest/position.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
from datetime import timedelta
from typing import Any, Dict, List, Union
import numpy as np
import pandas as pd
from ..data.data import D
from .decision import Order
class BasePosition:
"""
The Posi... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/backtest/__init__.py | qlib/backtest/__init__.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import annotations
import copy
from pathlib import Path
from typing import TYPE_CHECKING, Any, Generator, List, Optional, Tuple, Union
import pandas as pd
from .account import Account
if TYPE_CHECKING:
from ..strategy.base... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/cli/run.py | qlib/cli/run.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import logging
import os
from pathlib import Path
import sys
import fire
from jinja2 import Template, meta
from ruamel.yaml import YAML
import qlib
from qlib.config import C
from qlib.log import get_module_logger
from qlib.model.trainer import... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/cli/__init__.py | qlib/cli/__init__.py | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false | |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/cli/data.py | qlib/cli/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/qlib/data/client.py | qlib/data/client.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import division, print_function
import json
import socketio
import qlib
from ..log import get_module_logger
class Client:
"""A client class
Provide the connection tool functions for ClientProvider.
"""
def... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/data/ops.py | qlib/data/ops.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 Union, List, Type
from scipy.stats import percentileofscore
from .base import Expression, ExpressionOps, Feature, P... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | true |
microsoft/qlib | https://github.com/microsoft/qlib/blob/477160e4ac3b4273ae0d4007982ae794a91d9f47/qlib/data/filter.py | qlib/data/filter.py | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from __future__ import print_function
from abc import abstractmethod
import re
import pandas as pd
import numpy as np
import abc
from .data import Cal, DatasetD
class BaseDFilter(abc.ABC):
"""Dynamic Instruments Filter Abstract class
... | python | MIT | 477160e4ac3b4273ae0d4007982ae794a91d9f47 | 2026-01-04T14:42:12.012974Z | false |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.