Commit Graph
216 Commits
Author SHA1 Message Date
5435523246 fix(security): constrain config-driven code execution (#2340)
* security: constrain config-driven code execution

* fix: address security test and lint failures

* ci: restore dependency and title lint compatibility

* ci: handle current MLflow and Windows OSQP changes

* ci: use lxml release with cross-platform wheels

* fix: defer optional CVXPY solver imports

* style: document intentional lazy import

* ci: skip broken released OSQP on Windows Python 3.8

* 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(security): restrict operator lookup and validate trusted roots

* fix(security): preserve numeric expressions and legacy model imports

* fix: preserve TRA initialization and document config migration

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* fix: preserve safe expression syntax and cache semantics

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* fix: use explicit scoped trust for file modules

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* fix: satisfy CI lint without weakening trust checks

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* test: handle escaped file paths in module refusal errors

Match the repr-formatted module path in refusal messages and cover Windows, UNC, quoted, and newline-containing paths on every platform.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* fix: preserve expression parser error logging

Log ExpressionSyntaxError with its field and traceback before re-raising, while preserving custom operator NameError and SyntaxError handling. Add five regression cases covering logging, exception identity, and failed cache entries.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* test: isolate expression logger capture

Capture parser logs directly on qlib.data without propagating to parent and root capture handlers. Restore logger state with monkeypatch and retain exact single-record, traceback, and exception-identity assertions.

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>

* fix(security): preserve malformed feature boundaries and reject unsupported literals

* test(security): cover malformed dollar-prefixed expressions

---------

Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Co-authored-by: Yang Liu <DG-git-dev@users.noreply.github.com>
2026-10-08 18:15:27 +08:00
XianBWandCopilot 7c95268c0c fix(security)!: harden artifact serialization and loading (#2339)
* 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>
2026-10-08 17:49:08 +08:00
Linlang 3097dcc995 fix(security): use RestrictedUnpickler in load_instance (#2153)
* fix(security): enforce RestrictedUnpickler for load_instance to prevent unsafe pickle deserialization

* fix: lint error
2026-03-10 20:45:38 +08:00
Linlang 2fb9380b34 fix(backtest): avoid calendar overflow when end_time is missing (#2127)
* fix(backtest): avoid calendar overflow when end_time is missing

* fix: pkg_source not found error when build docs
2026-02-12 21:07:15 +08:00
Linlang 66c36226aa fix(macd): remove extra division by close in DEA calculation to ensure dimension consistency (#2046) 2025-11-06 21:49:15 +08:00
shauryaMi12andLinlang bb7ab1cf14 docs: fix spelling mistake: exmaple to example (#2033)
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-10-17 13:20:16 +08:00
shauryaMi12andLinlang 3dc5a7d299 fix: typo in integration documentation: 'userd' -> 'used' (#2034)
* Fix typo in integration docs: 'userd' -> 'used'

* fix: pylint error in CI

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-10-16 11:07:55 +08:00
you-n-gandLinlang 1b426503fc 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>
2025-08-07 15:04:37 +08:00
Linlang 85cc74846b fix bugs in the documentation (#1918)
* fix bugs in the documentation

* fix docs error
2025-04-29 17:24:06 +08:00
Ben HeckmannandLinlang 82f1ef2def DRAFT add Data Health Checker (#1574)
* #854 implement first data health checker draft

* #854 added support for qlib's data format, implemented factor check, reformatted summary

* adaptation current dataset

* format with black

* add data health check to docs

* fix sphinx error

* fix pylint error

* update code

* format with black

* format with pylint

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2025-01-09 21:35:59 +08:00
Linlang 014ff7d3fe Fix broken URL for RL (#1881)
* fix_issue_1878

* fix_issue_1878
2025-01-02 14:41:54 +08:00
Linlang f2caf452e9 add dockerfile (#1817)
* add dockerfile

* add execute script

* add docs

* optimize docs

* optimize dockerfile

* optimize docs

* optimize dockerfile

* update code & update README

* doc build error

* update docs

* update code
2024-11-13 11:41:06 +08:00
Xu Yang ca9f1861a4 Update README.md to show rdagent in qlib front page (#1848)
* update readme

* Update README.md

add english and chinese link to rdagent

* add the logo of rdagent to readme

add the logo of rdagent to readme

* adjust the height of the logo

* improve some works in readme

* add a line
2024-09-12 23:44:27 +08:00
cyncywandtaozhiwang a339fc11d1 add a note for code standard (#1814)
* add a note for code standard

* handle both cases

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
2024-06-24 15:33:45 +08:00
Lee YuntongandLeeYuntong 3a348aec9f Fix typo (#1811)
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
2024-06-20 18:12:07 +08:00
LinlangandLinlang Lv f79a0eeaff fix docs (#1788)
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
2024-05-21 04:23:55 +08:00
JJ ceff886f49 Update data.rst (#1679)
Fixed a couple of small spelling errors.
2023-11-16 18:11:29 +08:00
JJ fb80e318e2 Update quick.rst (#1667)
Fixed small spelling error.
2023-10-20 17:23:34 +08:00
LinlangandLinlang 38edac5069 fix docs (#1618)
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-08-02 20:14:54 +08:00
JJ 480f233e3f Update introduction.rst (#1578) 2023-07-26 16:42:53 +08:00
JJ 87a026fef3 Update introduction.rst (#1579)
Fixed a spelling mistake. I changed deicsions to decisions.
2023-07-26 16:37:59 +08:00
you-n-g be4646b4b7 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
2023-07-14 12:16:12 +08:00
b1dfc77ad7 Update qlibrl docs. (#1588)
* Update qlibrl docs.

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

---------

Co-authored-by: Litzy <litzy0619owned@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2023-07-07 15:40:03 +08:00
LinlangandLinlang 21f0b394e7 change get_data url (#1558)
* change_url

* fix_CI

* fix_CI_2

* fix_CI_3

* fix_CI_4

* fix_CI_5

* fix_CI_6

* fix_CI_7

* fix_CI_8

* fix_CI_9

* fix_CI_10

* fix_CI_11

* fix_CI_12

* fix_CI_13

* fix_CI_13

* fix_CI_14

* fix_CI_15

* fix_CI_16

* fix_CI_17

* fix_CI_18

* fix_CI_19

* fix_CI_20

* fix_CI_21

* fix_CI_22

* fix_CI_23

* fix_CI_24

* fix_CI_25

* fix_CI_26

* fix_CI_27

* fix_get_data_error

* fix_get_data_error2

* modify_get_data

* modify_get_data2

* modify_get_data3

* modify_get_data4

* fix_CI_28

* fix_CI_29

* fix_CI_30

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-06-25 23:39:11 +08:00
Huoran LiandYoung 44ce91ee9d Simple RL notebook (#1395)
* Simple RL notebook

* Add link to the notebook

Co-authored-by: Young <afe.young@gmail.com>
2023-01-03 00:17:18 +08:00
Maxim Smolskiyandyou-n-g 5b73b80293 Fix the Errors/Warnings when building Qlib's documentation (#1381)
* 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>
2022-12-05 09:29:03 +08:00
YQ Tsui 6a47416a2d Fix logging_level: make logging level specified in qlib.init applies to all loggers (#1368)
* fix logging_level: make logging level specified in qlib.init apply to all loggers

* downgrade loglevel in expmanager __init__ to debug (it will be called in each process in multiprocessing operations such as read data)

* correct gramma error

* fix black lint

* use functor to cache loggers and set level

* correct black lint

* correct pylint

* correct pylint
2022-11-29 08:09:22 +08:00
Maxim Smolskiy 8802653bb9 Fix the Warnings with duplicate object description when building Qlib's documentation (#1353)
* Add :noindex: to docs/advanced/task_management.rst

* Add :noindex: to docs/component/data.rst

* Add :noindex: to docs/component/model.rst

* Add :noindex: to docs/component/online.rst

* Add :noindex: to docs/component/recorder.rst

* Add :noindex: to docs/component/report.rst

* Retest
2022-11-14 18:53:25 +08:00
Maxim Smolskiy 82afd6a67a Fix the Warnings in rst files when building Qlib's documentation (#1349)
* Fix docs/advanced/alpha.rst

* Fix docs/reference/api.rst

* Fix docs/component/strategy.rst

* Fix docs/start/integration.rst

* Fix docs/component/report.rst

* Fix docs/component/data.rst

* Fix docs/component/rl/framework.rst

* Fix docs/introduction/quick.rst

* Fix docs/advanced/task_management.rst

* Fix CHANGES.rst

* Fix docs/developer/code_standard_and_dev_guide.rst

* Fix docs/hidden/client.rst

* Fix docs/component/online.rst

* Fix docs/start/getdata.rst

* Add docs/hidden to exclude patterns

* Add docs/developer/code_standard_and_dev_guide.rst to index.rst

* Change docs/developer/code_standard_and_dev_guide.rst place in index.rst
2022-11-13 22:07:08 +08:00
e182124e75 Add docs for qlib.rl (#1322)
* Add docs for qlib.rl

* Update docs for qlib.rl

* Add homepage introduct to RL framework

* Update index Link

* Fix Icon

* typo

* Update catelog

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update figure

* Update docs for qlib.rl

* Update setup.py

* FIx setup.py

* Update docs and fix some typos

* Fix the reference to RL docs

* Update framework.svg

* Update framework.svg

* Update framework.svg

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for Qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Add new framework

* Update jpg

* Update framework.svg

* Update framework.svg

* Update Qlib framework and description

* Update grammar

* Update README.md

* Update README.md

* Update docs/component/rl.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/component/rl.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs for qlib.rl

* Change theme for docs.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-11-10 21:10:44 +08:00
animic 157ef529bb update recorder.rst (#1264) 2022-08-29 17:50:51 +08:00
Diandyou-n-g 86f08e47e8 Qlib data doc (#1207)
* Explain data crawler structure

* Add documentation for data and feature

* Update scripts/data_collector/yahoo/README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Remove some confusing wording

* Add third party data source

* Fix command typo

* Update commands

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-07-22 09:24:58 +08:00
you-n-g 6fddae9965 Update getdata.rst 2022-07-15 17:58:23 +08:00
you-n-g 792285b64f Update data.rst 2022-07-14 18:25:23 +08:00
YaOzIandBingyao Liu 59b1820447 Add a make.bat file in docs folder for Windows (#1131)
Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:44:16 +08:00
YaOzIandBingyao Liu 1dededa33f Improve the style of documentation (#1132)
This commit improves the documentation (rst files) only in the
following three ways:

* Aligned section headers with their underline/overline punctuation characters

* Deleted all trailling whitespaces in rst files

* Deleted a few trailling newlines at the end of the rst files

Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:42:27 +08:00
you-n-g a87b02619a Qlib dev doc (#1142) 2022-06-21 09:46:30 +08:00
YaOzI 3e6e2865ce Fixed a few mixed Chinese punctuation typos (#1123) 2022-06-14 20:12:14 +08:00
Linlang 2de9903200 fix_issue_1060 (#1092)
* fix_issue_1060

* fix_import_error
2022-05-07 20:59:06 +08:00
金戈 00e40e775b Fixed typos in workflow.rst (#1068)
* Update workflow.rst

Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.

* Fix typo. `preprossing` should be `preprocessing`

* Update data.rst

Remove extra `of`.
2022-04-27 18:36:47 +08:00
you-n-g 7f1293ec34 Update PIT.rst 2022-04-06 22:17:27 +08:00
Chao Wang fe155703b0 update doc for TopK-Drop (#1015)
updated doc for TopK-Drop.
2022-03-29 09:18:37 +08:00
Linlang Lv (iSoftStone) 30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
you-n-g ff4724e248 Known Limitations In Recroder (#999) 2022-03-22 09:21:48 +08:00
you-n-g b7988e6428 Add backtest example to online simulation (#984) 2022-03-19 01:53:14 +08:00
LinlangandLinlang Lv 705354cc28 fix-issue948 (#986)
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-03-17 19:24:17 +08:00
you-n-g 1b5d0d4d6d Update report.rst (#980) 2022-03-15 21:30:50 +08:00
Chauncey 058f976727 Fix pit docs format (#957)
* Fix pit docs list format

* Fix pit docs format
2022-03-11 10:13:31 +08:00
bxddandYoung faa99f30fa Support Point-in-time Data Operation (#343)
* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
2022-03-10 14:27:52 +08:00
you-n-g ed0c238787 Update initialization.rst 2022-03-02 21:39:44 +08:00