Update QLIB
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							| @@ -1,3 +1,3 @@ | |||||||
| [submodule "qlib-git"] | [submodule "qlib-git"] | ||||||
| 	path = qlib-git | 	path = .latent-data/qlib | ||||||
| 	url = git@github.com:microsoft/qlib.git | 	url = git@github.com:microsoft/qlib.git | ||||||
|   | |||||||
| @@ -20,9 +20,6 @@ This project implemented several neural architecture search (NAS) and hyper-para | |||||||
| - All algorithms are in the same codebase | - All algorithms are in the same codebase | ||||||
| - Active maintenance | - Active maintenance | ||||||
|  |  | ||||||
|  |  | ||||||
| `git clone --recursive git@github.com:D-X-Y/Auto-Qlib.git` |  | ||||||
|  |  | ||||||
| ## AutoDL-Projects Capabilities | ## AutoDL-Projects Capabilities | ||||||
|  |  | ||||||
| At this moment, this project provides the following algorithms and scripts to run them. Please see the details in the link provided in the description column. | At this moment, this project provides the following algorithms and scripts to run them. Please see the details in the link provided in the description column. | ||||||
|   | |||||||
							
								
								
									
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								notebooks/Q/qlib-data-play.ipynb
									
									
									
									
									
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|  | { | ||||||
|  |  "cells": [ | ||||||
|  |   { | ||||||
|  |    "cell_type": "code", | ||||||
|  |    "execution_count": 1, | ||||||
|  |    "metadata": {}, | ||||||
|  |    "outputs": [ | ||||||
|  |     { | ||||||
|  |      "name": "stderr", | ||||||
|  |      "output_type": "stream", | ||||||
|  |      "text": [ | ||||||
|  |       "[24128:MainThread](2021-03-01 12:58:36,399) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n", | ||||||
|  |       "[24128:MainThread](2021-03-01 12:58:36,402) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n", | ||||||
|  |       "[24128:MainThread](2021-03-01 12:58:37,535) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n", | ||||||
|  |       "[24128:MainThread](2021-03-01 12:58:37,536) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n" | ||||||
|  |      ] | ||||||
|  |     } | ||||||
|  |    ], | ||||||
|  |    "source": [ | ||||||
|  |     "import os\n", | ||||||
|  |     "import sys\n", | ||||||
|  |     "import qlib\n", | ||||||
|  |     "qlib.init(provider_uri='~/.qlib/qlib_data/cn_data')" | ||||||
|  |    ] | ||||||
|  |   }, | ||||||
|  |   { | ||||||
|  |    "cell_type": "code", | ||||||
|  |    "execution_count": 2, | ||||||
|  |    "metadata": {}, | ||||||
|  |    "outputs": [ | ||||||
|  |     { | ||||||
|  |      "name": "stdout", | ||||||
|  |      "output_type": "stream", | ||||||
|  |      "text": [ | ||||||
|  |       "<qlib.utils.Wrapper object at 0x7fd0af4a3700>\n" | ||||||
|  |      ] | ||||||
|  |     } | ||||||
|  |    ], | ||||||
|  |    "source": [ | ||||||
|  |     "from qlib.data import D" | ||||||
|  |    ] | ||||||
|  |   }, | ||||||
|  |   { | ||||||
|  |    "cell_type": "code", | ||||||
|  |    "execution_count": 5, | ||||||
|  |    "metadata": {}, | ||||||
|  |    "outputs": [ | ||||||
|  |     { | ||||||
|  |      "name": "stdout", | ||||||
|  |      "output_type": "stream", | ||||||
|  |      "text": [ | ||||||
|  |       "(1897,)\n", | ||||||
|  |       "[Timestamp('2010-01-04 00:00:00') Timestamp('2010-01-05 00:00:00')\n", | ||||||
|  |       " Timestamp('2010-01-06 00:00:00') ... Timestamp('2017-12-27 00:00:00')\n", | ||||||
|  |       " Timestamp('2017-12-28 00:00:00') Timestamp('2017-12-29 00:00:00')]\n" | ||||||
|  |      ] | ||||||
|  |     } | ||||||
|  |    ], | ||||||
|  |    "source": [ | ||||||
|  |     "calendar = D.calendar(start_time='2010-01-01', end_time='2017-12-31', freq='day')\n", | ||||||
|  |     "print(calendar.shape)\n", | ||||||
|  |     "print(calendar)" | ||||||
|  |    ] | ||||||
|  |   }, | ||||||
|  |   { | ||||||
|  |    "cell_type": "code", | ||||||
|  |    "execution_count": 10, | ||||||
|  |    "metadata": {}, | ||||||
|  |    "outputs": [ | ||||||
|  |     { | ||||||
|  |      "name": "stdout", | ||||||
|  |      "output_type": "stream", | ||||||
|  |      "text": [ | ||||||
|  |       "<class 'qlib.config.QlibConfig'>\n", | ||||||
|  |       "LocalProvider\n", | ||||||
|  |       "<class 'qlib.utils.Wrapper'>\n", | ||||||
|  |       "<class 'qlib.data.data.LocalProvider'>\n" | ||||||
|  |      ] | ||||||
|  |     } | ||||||
|  |    ], | ||||||
|  |    "source": [ | ||||||
|  |     "from qlib.config import C\n", | ||||||
|  |     "from qlib.\n", | ||||||
|  |     "print(type(C))\n", | ||||||
|  |     "# print(C)\n", | ||||||
|  |     "print(C.provider)\n", | ||||||
|  |     "print(type(D))\n", | ||||||
|  |     "print(type(D._provider))" | ||||||
|  |    ] | ||||||
|  |   }, | ||||||
|  |   { | ||||||
|  |    "cell_type": "code", | ||||||
|  |    "execution_count": null, | ||||||
|  |    "metadata": {}, | ||||||
|  |    "outputs": [], | ||||||
|  |    "source": [] | ||||||
|  |   } | ||||||
|  |  ], | ||||||
|  |  "metadata": { | ||||||
|  |   "kernelspec": { | ||||||
|  |    "display_name": "Python 3", | ||||||
|  |    "language": "python", | ||||||
|  |    "name": "python3" | ||||||
|  |   }, | ||||||
|  |   "language_info": { | ||||||
|  |    "codemirror_mode": { | ||||||
|  |     "name": "ipython", | ||||||
|  |     "version": 3 | ||||||
|  |    }, | ||||||
|  |    "file_extension": ".py", | ||||||
|  |    "mimetype": "text/x-python", | ||||||
|  |    "name": "python", | ||||||
|  |    "nbconvert_exporter": "python", | ||||||
|  |    "pygments_lexer": "ipython3", | ||||||
|  |    "version": "3.8.3" | ||||||
|  |   } | ||||||
|  |  }, | ||||||
|  |  "nbformat": 4, | ||||||
|  |  "nbformat_minor": 4 | ||||||
|  | } | ||||||
							
								
								
									
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