GGitHubfix: download orderbook data error (#1990 )

136b2ddf创建于 2025年8月19日历史提交

文件	最后提交记录	最后更新时间
benchmarks	Add util function to help automatically get horizon (#1509) * Add util function to help automatically get horizon * Reformat for CI * Leverage horizon change * Udpate config yaml * Update for formatting * Adapt to pickled handler * Fix CI error * remove blank * Fix lint * Update tests * Remove redundant check * modify the code as suggested * format code with pylint * fix pytest error --------- Co-authored-by: Linlang <Lv.Linlang@hotmail.com>	11 个月前
benchmarks_dynamic	Update links to chenditc/investment_data to always point to latest release (#1877) * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md * Update README.md	1 年前
data_demo	fix pkl file not loading in StaticDataLoader (#1896) * fix pkl file not loading in StaticDataLoader * resolve hard code * resolve hard code	1 年前
highfreq	fixed a problem with multi index caused by the default value of groupkey (#1917) * fixed a problem with multi index caused by the default value of groupkey * modify group_key default value * limit pandas verion * format with black * fix docs error * fix docs error * fixed bugs caused by pandas upgrade * remove needless code * reformat with black * limit version & add docs	1 年前
hyperparameter	Adjust rolling api (#1594) * Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import	2 年前
model_interpreter	Adjust rolling api (#1594) * Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import	2 年前
model_rolling	[807] Move the REG_CONSTANT/EPS to constant.py. (#811) * [807] Move the REG_CONSTANT to constant.py. * import REG_US. * Move EPS to constant.py.	4 年前
nested_decision_execution	pylint code refine & Fix nested example (#848) * refine code by CI * fix argument error * fix nested eample	4 年前
online_srv	Add backtest example to online simulation (#984)	4 年前
orderbook_data	fix: download orderbook data error (#1990)	9 个月前
portfolio	change weight data download url (#1812)	1 年前
rl	Remove (#1464)	3 年前
rl_order_execution	feat: data improve, support parquet (#1966) * refactor: relocate CLI modules to qlib.cli and update references * refactor: introduce read_as_df and rename csv_path to data_path * lint * refactor: rename csv_path to data_path and use QSettings.provider_uri * fix pylint error * fix get_data command * add comments to CI yaml * update docs --------- Co-authored-by: Linlang <Lv.Linlang@hotmail.com>	9 个月前
rolling_process_data	Adjust rolling api (#1594) * Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import	2 年前
tutorial	The plotly figure is empty in the code block "Basic data" (#1902) * Update detailed_workflow.ipynb the result figure is empty * Update detailed_workflow.ipynb fix issue: the plotly figure is empty * The error message indicated that my code did not comply with the code style guidelines. Specifically, I had used double quotes "notebook" for the string, whereas the required format was single quotes 'notebook'. This has now been corrected. * comply with the code style guidelines. Specifically, I had used double quotes "notebook" for the string, whereas the required format was single quotes 'notebook'. This has now been corrected. * I didn't use nbqa black to reformat my code. Now is done! * recover_code --------- Co-authored-by: Linlang <Lv.Linlang@hotmail.com>	1 年前
README.md	Update README.md	5 年前
run_all_model.py	update python version (#1868) * update python version * fix: Correct selector handling and add time filtering in storage.py * fix: convert index and columns to list in repr methods * feat: Add Makefile for managing project prerequisites * feat: Add Cython extensions for rolling and expanding operations * resolve install error * fix lint error * fix lint error * fix lint error * fix lint error * fix lint error * update build package * update makefile * update ci yaml * fix docs build error * fix ubuntu install error * fix docs build error * fix install error * fix install error * fix install error * fix install error * fix pylint error * fix pylint error * fix pylint error * fix pylint error * fix pylint error E1123 * fix pylint error R0917 * fix pytest error * fix pytest error * fix pytest error * update code * update code * fix ci error * fix pylint error * fix black error * fix pytest error * fix CI error * fix CI error * add python version to CI * add python version to CI * add python version to CI * fix pylint error * fix pytest general nn error * fix CI error * optimize code * add coments * Extended macos version * remove build package --------- Co-authored-by: Young <afe.young@gmail.com>	1 年前
workflow_by_code.ipynb	Fix typo (#1811) Co-authored-by: LeeYuntong <nukuihayu@outlook.com>	1 年前
workflow_by_code.py	fix pkl file not loading in StaticDataLoader (#1896) * fix pkl file not loading in StaticDataLoader * resolve hard code * resolve hard code	1 年前

Requirements

Here is the minimal hardware requirements to run the workflow_by_code example.

Memory: 16G
Free Disk: 5G

NOTE

The results will slightly vary on different OSs(the variance of annualized return will be less than 2%). The evaluation results in the README.md page are from Linux OS.