qlib v0.8.5

Changes

• update doc for TopK-Drop @wan9c9 (#1015)
• Known Limitations In Recorder @you-n-g (#999)
• Fix pit docs format @Chaoyingz (#957)
• Add REG_TW. @ChiahungTai (#955)

🌟 Features

• fast fillna @you-n-g (#1074)
• fix_issue_1019 @SunsetWolf (#1046)
• Change Power to a NpPairOperator @wuzhe1234 (#1052)
• Use the region in qlib.config for FileCalendarStorage. @ChiahungTai (#1049)
• Update test_macos.yml with test doc @Wangwuyi123 (#1055)
• update ci with test doc @Wangwuyi123 (#1054)
• Add the HIST and IGMTF model on Alpha360 @Wentao-Xu (#1040)
• Add high-frequency feature engineering code @Arthur-Null (#1022)
• Add Qlib notebook tutorial @you-n-g (#1037)
• Ibovespa index support @igor17400 (#990)
• Fix Chinese punctuation regex comment @Chaoyingz (#1012)
• Add pre-commit @you-n-g (#992)
• Support feature names contain Chinese punctuation @Chaoyingz (#1003)
• Add PRef operator (#988) @Chaoyingz (#1000)
• Add lightgbm min version. @ChiahungTai (#995)
• Add backtest example to online simulation @you-n-g (#984)
• Optimize the pit collector script @Chaoyingz (#982)
• Fix pit download_data script TypeError (#978) @Chaoyingz (#979)
• Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. @ChiahungTai (#973)
• Use callback in LGBM.train. @ChiahungTai (#974)
• Remove redundant import [fix pylint] @you-n-g (#962)
• feat: add instrument context to inst_processor @PalanQu (#959)
• Fix csi500 @SunsetWolf (#938)
• Support Point-in-time Data Operation @bxdd (#343)

🐛 Bug Fixes

• Fix shared DF Error @you-n-g (#1044)
• fix tra dataset bug @you-n-g (#1050)
• Fixed issue #943 about TCTS init_fore_model @TuozhenLiu (#1047)
• chore: bug-fix for crypto data collector @plpycoin (#1038)
• Update setup.py to fix doc @Wangwuyi123 (#1043)
• update cli.py @wan9c9 (#1008)
• Fix pit download_data script TypeError (#978) @Chaoyingz (#979)
• Fix load_object bug @you-n-g (#977)
• safe remove file and more friendly log @you-n-g (#967)

📚 Documentation

• Update setup.py @you-n-g (#1048)
• Update README.md @qinmoelei (#1039)
• Add Qlib notebook tutorial @you-n-g (#1037)
• Add docs for CSRankNorm @you-n-g (#1032)
• fix ddgda run all bug & pylint @you-n-g (#1031)
• Fix format for PULL_REQUEST_TEMPLATE.md @Chaoyingz (#1001)
• Add lightgbm min version. @ChiahungTai (#995)
• Add backtest example to online simulation @you-n-g (#984)
• Fix comment typo @Chaoyingz (#987)
• fix-issue948 @SunsetWolf (#986)
• Update report.rst Metric @you-n-g (#980)
• Update Tool Info @you-n-g (#981)
• Update yahooquery marked words @Wangwuyi123 (#966)
• fix annotation in PIT script @bxdd (#958)