What’s New

qlib v0.9.7

v0.9.7

v0.9.7 🌈

Changes
🌟 Features
  • feat: data improve, support parquet @you-n-g (#1966)
  • feat: use pydantic-settings for MLflow config and update dependencies @you-n-g (#1962)
  • refactor: introduce BaseDataHandler and unify fetch interface @you-n-g (#1958)
  • Implement geometric accumulation mode for risk_analysis function @SunsetWolf (#1938)
  • Add util function to help automatically get horizon @chenditc (#1509)
  • [feat] fix a bug and adapt general_nn for use with rdagent_qlib @WinstonLiyt (#1928)
  • DRAFT add Data Health Checker @benheckmann (#1574)
🐛 Bug Fixes
  • fix: upgrade the method of installing LightGBM on MacOS @SunsetWolf (#1980)
  • disable pylint error @SunsetWolf (#1960)
  • Fixing Security Vulnerabilities @SunsetWolf (#1941)
  • The plotly figure is empty in the code block "Basic data" @ziphei (#1902)
  • [fix] keep group_keys=False in Average Ensemble @lingbai-kong (#1913)
  • fix ci error @SunsetWolf (#1921)
  • Fix issue 1892 @SunsetWolf (#1916)
  • fix fillna bug @SunsetWolf (#1914)
  • fix col name error when fetch data @SunsetWolf (#1904)
  • fix pkl file not loading in StaticDataLoader @SunsetWolf (#1896)
  • Fix csi300 constituents url @SunsetWolf (#1883)
  • Fix the empty price_s case and self.instruments in SBBStrategyEMA. @ChiahungTai (#1677)
  • Bump version @SunsetWolf (#1872)
📚 Documentation
  • feat: data improve, support parquet @you-n-g (#1966)
  • fix: typo @EmreKb (#1943)
  • Update README.md @you-n-g (#1940)
  • doc: update README.md @you-n-g (#1929)
  • [Fix]Update data preparation part in README.md @YeewahChan (#1924)
  • fixed a problem with multi index caused by the default value of groupkey @SunsetWolf (#1917)
  • fix bugs in the documentation @SunsetWolf (#1918)
  • DRAFT add Data Health Checker @benheckmann (#1574)
  • Update links to chenditc/investment_data to always point to latest release @codecnotsupported (#1877)
  • Fix broken URL for RL @SunsetWolf (#1881)
  • Bump version @SunsetWolf (#1872)
🧹 Maintenance
  • fixed a problem with multi index caused by the default value of groupkey @SunsetWolf (#1917)
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