* security: harden artifact serialization and loading
* ci: restore dependency and title lint compatibility
* fix: address artifact test and lint failures
* ci: handle current MLflow and Windows OSQP changes
* ci: use lxml release with cross-platform wheels
* fix: defer optional CVXPY solver imports
* docs: mark notebook model artifacts as trusted
* docs: mark position artifacts as trusted
* style: document intentional lazy import
* ci: skip broken released OSQP on Windows Python 3.8
* fix: mark online model artifacts as trusted
* test: make MLflow client timing check robust
* ci: retry nondeterministic benchmark smoke test
* fix: cap filelock before fork safety regression
* fix: use filelock release compatible with multiprocessing
* fix: preserve artifact loading compatibility after hardening
* fix(security): validate derived artifact paths and extend regressions
* fix(security): preserve extended data artifact round trips
* fix(security): retain legacy NumPy and pandas artifact classes
Allow the exact MaskedArray and SparseDtype module paths emitted by the older dependency versions in CI. Preserve restricted loading and cover both old and new paths.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix(data): avoid unused trading calendar lookup in PIT normalization
PIT normalization uses report dates and calendar-day offsets, so do not request an unused Baostock calendar. Cover annual and quarterly normalization without online calendar access.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix(security): require explicit trust in artifact workflows
Expose default-off artifact trust at online, delayed-training and meta-workflow entry points. Keep data loading restricted, preserve legacy default recorder calls and restored workflow defaults, and document migration and trust boundaries.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* test(workflow): cover complete DDG-DA and HIST artifact flows
Exercise real training, cache and recorder restoration, saved-task replay, signals and portfolio backtests. Fix the cache trust, grouping, relative-path, LightGBM early-stopping and HIST CPU blockers exposed by full execution.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix(security)!: unify artifact trust and publish upgrade guidance
Use trusted consistently across public APIs and CLI options. Migrate pre-release saved consent only at serialization boundaries, reject invalid or conflicting settings, and preserve restricted data reads. Add a canonical upgrade guide with README, installation, changelog and runtime-error entry points.
BREAKING CHANGE: executable artifact restoration requires explicit trusted=True. HIST mappings use JSON and high-frequency cache paths must remain within artifact_root. See docs/start/artifact_migration.rst for upgrading existing workflows.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix(security): remove trial-only trust compatibility
Target upgrades from pre-PR Qlib rather than artifacts generated by intermediate PR revisions. Retain restricted defaults for saved objects without consent, unify current APIs, and remove state/keyword migration branches and documentation.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* ci: avoid failed dataset probes and space download retries
Download the same existing v2 archives used by successful jobs without probing nonexistent package-version assets. Allow five download attempts 60 seconds apart; preserve the full matrix, datasets, noninteractive setup and failure propagation. Cover the exact archives and retry policy in offline CI tests.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* docs: add practical artifact migration examples
Show explicit consent for restored online components while preserving the original manager, schema-aware Arrow conversions, timezone-preserving ZoneInfo migration, and restricted round trips into a separate recorder. Explain shared-component scope, staging artifacts and trusted-source prerequisites.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix(workflow): preserve fresh artifact workflows with scoped trust
Keep immutable cache references intact at open rolling tails. Add explicit per-load record-template consent and per-artifact collector loading options without widening other reads. Restore the original template class after parent-load failures, and support audited business-frequency and NumPy record representations through exact pickle globals.
Document the scoped APIs and cover fresh trained-model reads, cache generation, numerical round trips and refusal paths.
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
---------
Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
* fix: use baostock to fetch trading calendar instead of Eastmoney API
* fix: lint error
* fix: lint error
* ci: enable concurrency to cancel in-progress runs for same workflow and ref
---------
Co-authored-by: Linlang Lv (iSoftStone Information) <v-llv@microsoft.com>
* ci: auto release
* fix: bug getting version in qlib/__init__.py
* fix: bug getting version in setup.py
* fix: bug getting version in qlib/__init__.py
* fix: make the code in CI more complete
* fix: specify the root directory in the get_verison method
* fix: parameter error
* update: optimize code && add comments
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* fix: upgrade the method of installing LightGBM on MacOS
* add: comments
* test: build package && check package
* test: build package && check package
* test: build package && check package
* optimize yml
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead
* align index format while end date contains current day data
* fix black
* fix black
* optimize code
* optimize code
* optimize code
* fix ci error
* check ci error
* fix ci error
* check ci error
* check ci error
* check ci error
* check ci error
* check ci error
* check ci error
* fix ci error
* fix ci error
* fix ci error
* fix ci error
* fix ci error
---------
Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
* fix the bug that the HS_SYMBOLS_URL is 404
* fix bug
* format with black
* fix pylint error
* change error code
* fix ci error
* fix ci error
* optimize code
* optimize code
* add comments
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
* add_baostock_collector
* modify_comments
* fix_pylint_error
* solve_duplication_methods
* modified the logic of update_data_to_bin
* modified the logic of update_data_to_bin
* optimize code
* optimize pylint issue
* fix pylint error
* changes suggested by the review
* fix CI faild
* fix CI faild
* fix issue 1121
* format with black
* optimize code logic
* optimize code logic
* fix error code
* drop warning during code runs
* optimize code
* format with black
* fix bug
* format with black
* optimize code
* optimize code
* add comments
* 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
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)
* update ubuntu CI version;
---------
Co-authored-by: lijinhui <362237642@qq.com>
* Update test_qlib_from_source.yml
* add ipynb format check to workflow
* test ipynb CI
* modify nbqa check path
* add pylint flake8 mypy check to ipynb
* check ipynb with black and pylint
* reformat .ipynb files
* format line length
nbqa black . -l 120
* update nbqa .ipynb format CI
* format old ipynb files
* add nbconvert check to CI
* adjust CI order to avoid repeating download data
* Workflow runnable
* CI
* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.
* Train experiment successful
* Refine handler & provider
* test passed
* Ready to test on server
* Minor
* Test passed
* TWAP training
* Add PPOReward
* Add a FIXME
* Refine PPO reward according to PR comments
* Minor
* Resolve PR comments
* CI issues
* CI issues
* CI issues
* Fix the Errors/Warnings when building Qlib's documentation
* Fix
* Fix
* Empty
* Test CI
* Add doc compiling checking to CI
* Fix
* Tries to be consistent with Makefile
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
dependabot[bot]
XianBWandCopilot
Dan FiedlerandBowen Xian
LinlangandLinlang Lv
you-n-gandLinlang
Yuante LiandLinlang
Hao ZhaoandLinlang
Huoran Li
Maxim Smolskiyandyou-n-g
Yuge ZhangandYoung
Wangwuyi123