diff --git a/README.md b/README.md index 28ff004b39..3e2faa94da 100644 --- a/README.md +++ b/README.md @@ -11,6 +11,8 @@ Recent released features | Feature | Status | | -- | ------ | +| Point-in-Time database | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/343) on Mar 10, 2022 | +| Arctic Provider Backend & Orderbook data example | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/744) on Jan 17, 2022 | | Arctic Provider Backend & Orderbook data example | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/744) on Jan 17, 2022 | | Meta-Learning-based framework & DDG-DA | :chart_with_upwards_trend: :hammer: [Released](https://github.com/microsoft/qlib/pull/743) on Jan 10, 2022 | | Planning-based portfolio optimization | :hammer: [Released](https://github.com/microsoft/qlib/pull/754) on Dec 28, 2021 | @@ -95,9 +97,8 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative # Plans New features under development(order by estimated release time). Your feedbacks about the features are very important. -| Feature | Status | -| -- | ------ | -| Point-in-Time database | Under review: https://github.com/microsoft/qlib/pull/343 | + + # Framework of Qlib diff --git a/docs/index.rst b/docs/index.rst index 9409d2ac19..f55262c027 100644 --- a/docs/index.rst +++ b/docs/index.rst @@ -53,6 +53,7 @@ Document Structure Online & Offline mode Serialization Task Management + Point-In-Time database .. toctree:: :maxdepth: 3 diff --git a/qlib/data/base.py b/qlib/data/base.py index e93938f610..427c15e3ca 100644 --- a/qlib/data/base.py +++ b/qlib/data/base.py @@ -5,12 +5,8 @@ from __future__ import division from __future__ import print_function -import os import abc import pandas as pd -import numpy as np - -from ..utils import code_to_fname from ..log import get_module_logger @@ -270,5 +266,3 @@ class ExpressionOps(Expression): This kind of feature will use operator for feature construction on the fly. """ - - pass diff --git a/qlib/data/cache.py b/qlib/data/cache.py index 7d08e728df..fc6518de51 100644 --- a/qlib/data/cache.py +++ b/qlib/data/cache.py @@ -32,7 +32,7 @@ ) from ..log import get_module_logger -from .base import Feature, PFeature +from .base import Feature from .ops import Operators # pylint: disable=W0611 diff --git a/qlib/data/data.py b/qlib/data/data.py index aef27dbb25..cd8f7f77f6 100644 --- a/qlib/data/data.py +++ b/qlib/data/data.py @@ -6,7 +6,6 @@ from __future__ import print_function import re -import os import abc import copy import queue @@ -24,7 +23,6 @@ from ..log import get_module_logger from .cache import DiskDatasetCache -from .base import Feature, PFeature from ..utils import ( Wrapper, init_instance_by_config, diff --git a/qlib/data/ops.py b/qlib/data/ops.py index fd7eb94bb6..bdc032c037 100644 --- a/qlib/data/ops.py +++ b/qlib/data/ops.py @@ -1643,7 +1643,7 @@ def register_all_ops(C): """register all operator""" logger = get_module_logger("ops") - from qlib.data.pit import P + from qlib.data.pit import P # pylint: disable=C0415 Operators.reset() Operators.register(OpsList + [P]) diff --git a/qlib/data/pit.py b/qlib/data/pit.py index 2cf144c6ef..4c38646b0c 100644 --- a/qlib/data/pit.py +++ b/qlib/data/pit.py @@ -17,11 +17,10 @@ import pandas as pd from qlib.data.ops import ElemOperator from qlib.log import get_module_logger - +from .data import Cal class P(ElemOperator): def _load_internal(self, instrument, start_index, end_index, freq): - from .data import Cal _calendar = Cal.calendar(freq=freq) resample_data = np.empty(end_index - start_index + 1, dtype="float32")