Add CSI500 Featuer (Surport CSI500 Data) #152
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*Total -- 1,498.69kb -> 1,366.22kb (8.84%) /docs/_static/img/logo/yellow_bg_rec.png -- 5.02kb -> 2.96kb (40.91%) /docs/_static/img/analysis/analysis_model_long_short.png -- 16.31kb -> 9.77kb (40.13%) /docs/_static/img/analysis/risk_analysis_bar.png -- 12.62kb -> 7.83kb (38.01%) /docs/_static/img/analysis/analysis_model_monthly_IC.png -- 16.53kb -> 12.00kb (27.41%) /docs/_static/img/logo/yellow_bg_rec+word .png -- 9.19kb -> 6.72kb (26.89%) /docs/_static/img/logo/yel_bg_rec+word.png -- 9.66kb -> 7.08kb (26.69%) /docs/_static/img/topk_drop.png -- 50.44kb -> 39.90kb (20.9%) /docs/_static/img/framework.png -- 270.99kb -> 221.43kb (18.29%) /docs/_static/img/logo/white_bg_rec+word.png -- 14.95kb -> 12.58kb (15.9%) /docs/_static/img/analysis/risk_analysis_std.png -- 47.26kb -> 44.05kb (6.8%) /docs/_static/img/analysis/cumulative_return_hold.png -- 42.51kb -> 39.72kb (6.57%) /docs/_static/img/analysis/analysis_model_IC.png -- 32.71kb -> 30.77kb (5.94%) /docs/_static/img/analysis/cumulative_return_buy.png -- 42.38kb -> 39.88kb (5.91%) /docs/_static/img/analysis/analysis_model_NDQ.png -- 23.17kb -> 21.88kb (5.56%) /docs/_static/img/analysis/cumulative_return_buy_minus_sell.png -- 44.28kb -> 41.82kb (5.55%) /docs/_static/img/analysis/risk_analysis_annualized_return.png -- 45.74kb -> 43.20kb (5.55%) /docs/_static/img/analysis/cumulative_return_sell.png -- 52.27kb -> 49.52kb (5.26%) /docs/_static/img/analysis/risk_analysis_max_drawdown.png -- 53.10kb -> 50.39kb (5.1%) /docs/_static/img/logo/2.png -- 17.66kb -> 16.81kb (4.86%) /docs/_static/img/analysis/rank_label_hold.png -- 71.18kb -> 68.00kb (4.46%) /docs/_static/img/logo/3.png -- 13.22kb -> 12.63kb (4.42%) /docs/_static/img/analysis/risk_analysis_information_ratio.png -- 54.24kb -> 51.87kb (4.37%) /docs/_static/img/analysis/report.png -- 160.53kb -> 153.88kb (4.14%) /docs/_static/img/logo/1.png -- 17.90kb -> 17.25kb (3.67%) /docs/_static/img/analysis/analysis_model_auto_correlation.png -- 47.28kb -> 45.74kb (3.26%) /docs/_static/img/analysis/rank_label_sell.png -- 81.23kb -> 78.59kb (3.25%) /docs/_static/img/analysis/score_ic.png -- 101.90kb -> 98.67kb (3.16%) /docs/_static/img/analysis/rank_label_buy.png -- 81.41kb -> 78.96kb (3.01%) /docs/_static/img/analysis/analysis_model_cumulative_return.png -- 63.01kb -> 62.34kb (1.06%) Signed-off-by: ImgBotApp <[email protected]>
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@GaochaoZhu Thanks so much! :) |
zhupr
reviewed
Apr 27, 2021
added 2 commits
July 1, 2021 17:22
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This PR is stale because it has been open for a year with no activity. Remove the stale label or comment on the PR otherwise this will be closed in 5 days |
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@GaochaoZhu Welcome Gaochao become one of Qlib's public contributors Looking forward to your future contribution!!! :) |
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Pipeline test:
Your own tests:
python qlib\scripts\data_colector\cn_index\collector.py --index_name CSI500 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments2020-12-26 18:50:36.589 | INFO | data_collector.utils:get_calendar_list:68 - end of get calendar list: CSI500. 100%█████████████████████████████████████████████████| 700/700 [00:35<00:00, 19.57it/s]2020-12-26 18:50:49.202 | INFO | data_collector.index:parse_instruments:207 - parse csi500 companies finished.Types of changes