* 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>
* #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>
* 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
* 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>
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>
* 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`.
* Merge data selection to main
* Update trainer for reweighter
* Typos fixed.
* update data selection interface
* successfully run exp after refactor some interface
* data selection share handler & trainer
* fix meta model time series bug
* fix online workflow set_uri bug
* fix set_uri bug
* updawte ds docs and delay trainer bug
* docs
* resume reweighter
* add reweighting result
* fix qlib model import
* make recorder more friendly
* fix experiment workflow bug
* commit for merging master incase of conflictions
* Successful run DDG-DA with a single command
* remove unused code
* asdd more docs
* Update README.md
* Update & fix some bugs.
* Update configuration & remove debug functions
* Update README.md
* Modfify horizon from code rather than yaml
* Update performance in README.md
* fix part comments
* Remove unfinished TCTS.
* Fix some details.
* Update meta docs
* Update README.md of the benchmarks_dynamic
* Update README.md files
* Add README.md to the rolling_benchmark baseline.
* Refine the docs and link
* Rename README.md in benchmarks_dynamic.
* Remove comments.
* auto download data
Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
* modify FileStorage to support multiple freqs
* modify backtest's sample documentation
* change the logging level of read data exception from error to debug
* fix the backtest exception when volume is 0 or np.nan
* fix test_storage.py
* add backtest_daily
* modify backtest_daily's docstring
* add __repr__/__str__ to Position
* fix the bug of nested_decision_execution example
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
you-n-gandLinlang
Linlang
Ben HeckmannandLinlang
Lee YuntongandLeeYuntong
JJ
Huoran LiandYoung
Maxim Smolskiy
animic
Diandyou-n-g
YaOzIandBingyao Liu
金戈
Chao Wang
Chia-hung Tai
Dong Zhouandyou-n-g
panshuaiyin
