qlib v0.9.0

Changes

• Qlib data doc @chenditc (#1207)

🌟 Features

• Fix logging_level: make logging level specified in qlib.init applies to all loggers @qianyun210603 (#1368)
• Add early stopping to double ensemble model, add example @chenditc (#1375)
• Set _artifact_uri when mlflow_run is not None. @ChiahungTai (#1367)
• Optimize the implementation of uri & Fix async log bug @you-n-g (#1364)
• update TSDataSampler refineing the memory layout of data array to speed up NN training @peteryang1 (#1342)
• Refine RL todos @lihuoran (#1332)
• Don't disable existing logger when initializing qlib. @jingedawang (#1339)
• Use mock data for element operator tests. @ChiahungTai (#1330)
• fixed_flake8_error_in_CI @SunsetWolf (#1325)
• optimize_CI @SunsetWolf (#1314)
• Migrate amc4th training @lihuoran (#1316)
• Add REG_US and REG_TW into test case: test_utils.py. @ChiahungTai (#1310)
• RL backtest with simulator @lihuoran (#1299)
• General handler for open source data preprocessing @Arthur-Null (#1302)
• Migrate backtest logic from NT @lihuoran (#1263)
• Qlib simulator refinement (redo of PR 1244) @lihuoran (#1262)
• Add simplified download command @HyeongminMoon (#1234)
• Add csi500 benchmark for MLP model. @jingedawang (#1215)
• Add Linear model results on dataset=csi500 @aprilpear (#1210)
• Add result of DoubleEnsemble model on csi500 @huajunzhao (#1201)
• Update LightGBM alpha158 csi500 result @tecton (#1199)
• Add csi500 experiment result to CatBoost @lcrun (#1197)
• More time for slow test @you-n-g (#1247)
• Migrate NeuTrader to Qlib RL @lihuoran (#1169)
• Update handler.py to fix CI @you-n-g (#1227)
• Update test_qlib_from_source_slow.yml @you-n-g (#1222)
• Add data handler for order book data @Arthur-Null (#1212)
• Use average weights in DoubleEnsemble. @lwwang1995 (#1205)
• Be compatible with Google Colab @you-n-g (#1188)
• Add a make.bat file in docs folder for Windows @bingyao (#1131)
• Adding ChangeInstrument op @wan9c9 (#1005)
• Add retry for git actions & Fix MacOS Segment Error @you-n-g (#1173)
• Backtest Mypy @lihuoran (#1130)
• Auto log uncommmitted code @you-n-g (#1167)
• Qlib RL framework (stage 2) - trainer @ultmaster (#1125)
• change_pitdata_source @SunsetWolf (#1171)
• split_CI @SunsetWolf (#1141)
• Add time limit for CI @you-n-g (#1127)

🐛 Bug Fixes

• Fix warning in processor.py. @ChiahungTai (#1386)
• Fix RL example bug @lihuoran (#1384)
• Resolve issues while running Automatic update of daily frequency data (from yahoo finance) for US region @HyeongminMoon (#1358)
• Fix RL command Error @you-n-g (#1382)
• Fix the Errors/Warnings when building Qlib's documentation @MaximSmolskiy (#1381)
• fix csi500 end date issue @qianyun210603 (#1373)
• Fixed log_param error @SunsetWolf (#1362)
• Bug fix for Rank and WMA operators @qianyun210603 (#1228)
• fix bug in clip_outlier in class RobustZScoreNorm(Processor) @NotF404 (#1294)
• Fix Import Path Error @you-n-g (#1347)
• fix position access error @lerit (#1267)
• fix dump_bin @lerit (#1273)
• Update cache.py @wony-zheng (#1329)
• fixed_flake8_error_in_CI @SunsetWolf (#1325)
• optimize_CI @SunsetWolf (#1314)
• Fix _update_dealt_order_amount bug. @lihuoran (#1291)
• Fix CI pylint bug @you-n-g (#1270)
• fix_yahoo_collector_bug @SunsetWolf (#1257)
• fixes #1187 error "Please install necessary libs for CatBoostModel." @OussCHE (#1246)
• BUGFIX: remove_fields_space() function will drop Feature object field @wony-zheng (#1213)
• chore: bugfix, judging system platform error on Mac @plpycoin (#1177)
• fix bug on TRA dataset @HyeongminMoon (#1135)
• Fix mount path bug @you-n-g (#1129)

📚 Documentation

• Fix the Errors/Warnings when building Qlib's documentation @MaximSmolskiy (#1381)
• Fix typos and grammar errors in docstrings and comments @qianyun210603 (#1366)
• Fix typo. @ChiahungTai (#1365)
• Fix the Errors with unexpected indentation when building Qlib's documentation @MaximSmolskiy (#1352)
• Fix the Warnings with duplicate object description when building Qlib's documentation @MaximSmolskiy (#1353)
• Fix the Warnings in rst files when building Qlib's documentation @MaximSmolskiy (#1349)
• Add docs for qlib.rl @lwwang1995 (#1322)
• Correct errors and typos in doc strings @qianyun210603 (#1338)
• Update README.md @wan9c9 (#1279)
• fix:doc for search_records @lerit (#1287)
• Fix typo @ChiahungTai (#1308)
• Add docs for the reampling example. @you-n-g (#1285)
• Expm typo fix add log @wan9c9 (#1271)
• update recorder.rst fixed typo @animic (#1264)
• Update signal_strategy.py @ChengzhenDu (#1251)
• Refine type hint and recorder @you-n-g (#1248)
• add liability @wangershi (#1230)
• Update README.md fixed typo @EricChangMSR (#1221)
• Update the math of Metrics @you-n-g (#1211)
• Update docs of strategy @you-n-g (#1209)
• Update Data Updating Docs @you-n-g (#1203)
• Add introduction for workflow_by_code.py @you-n-g (#1186)
• Update FAQ for benchmarks @you-n-g (#1185)
• Improve the style of documentation @bingyao (#1132)
• Update README.md @lwwang1995 (#1179)
• Update test_qlib_from_source_slow.yml's timeout setting. @you-n-g (#1178)
• Qlib dev doc @you-n-g (#1142)