Commit Graph
44 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
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
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
you-n-g 6fddae9965 Update getdata.rst 2022-07-15 17:58:23 +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 ed0c238787 Update initialization.rst 2022-03-02 21:39:44 +08:00
Linlang 80af395b3c Update initialization.rst (#941) 2022-03-02 20:51:37 +08:00
you-n-g ec8969a3ae Update initialization.rst 2022-02-23 12:10:17 +08:00
you-n-g c5834476e2 expression example (#887) 2022-01-25 10:49:00 +08:00
you-n-g 5b5c99fe75 Add more docs about initialization (#880)
* Add more docs about initialization

* Update initialization.rst
2022-01-21 14:08:04 +08:00
Chia-hung Tai 184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811)
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
you-n-g 7b15682c63 Update initialization.rst 2021-10-30 21:42:22 +08:00
demon143andyou-n-g 6ee0fe366c Update initialization.rst (#622)
* Update initialization.rst

* Update docs/start/initialization.rst

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

* Update docs/start/initialization.rst

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

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2021-09-27 21:44:06 +08:00
al 7ceec37848 Update integration.rst
Fix typo
2021-05-27 22:35:43 +08:00
lzh222333 46cd57688e Online Serving V4 2021-03-26 04:20:25 +00:00
lzh222333 8abdd63869 online_serving V3 2021-03-18 09:30:01 +00:00
王雪 86e7c44c6b Update initialization.rst
need line changing
2021-01-13 15:28:05 +08:00
Jactus 29f12e857f Update docs 2020-12-01 09:29:43 +08:00
Young 1877ad8c39 refine docs 2020-12-01 09:29:43 +08:00
Jactus 1aeff4f1e2 Merge 2020-11-28 16:38:31 +08:00
Jactus 680e8f9260 Update docs 2020-11-28 16:36:51 +08:00
Young 22c3806672 update docs 2020-11-28 05:56:01 +00:00
Jactus 2311af5e47 Update script 2020-11-27 19:46:52 +08:00
Jactus f5ec219135 Update docs and README 2020-11-26 22:45:40 +08:00
Jactus 87cee85cea Update docs and fix tabnet 2020-11-26 00:55:26 +08:00
Jactus b4671746c2 Update part of the docs 2020-11-24 23:56:16 +08:00
Young 4a0394ce05 Merge remote-tracking branch 'origin/main' into main 2020-11-19 08:27:42 +00:00
zhupr 1f62cfe0af update scripts/README.md 2020-11-19 16:20:03 +08:00
Jactus 64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
Jactus 42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00
Young d4091a8711 split code into core and contrib for data&model 2020-10-17 10:04:02 +00:00
bxdd 992983ff4c make dnn model compatible with CPU & update docs for init param 2020-10-12 17:41:04 +08:00
bxdd d976391a74 update installation README.md & docs 2020-09-30 18:19:48 +08:00
bxdd 76137308ab add the cython import error log in repository directory 2020-09-30 18:19:48 +08:00
you-n-g fc7b968571 Merge pull request #16 from Derek-Wds/main
Update data related information
2020-09-25 00:28:26 -05:00
Jactus 40b9203df2 Add accurate links for reference 2020-09-25 13:14:56 +08:00
Jactus 8ec4e9b5e4 Add doc links for customized dataset 2020-09-25 12:52:04 +08:00
Young 900e284696 make the integration simpler 2020-09-25 04:39:59 +00:00
Jactus c539d81223 Add docs for explaining prepared dataset 2020-09-25 11:57:06 +08:00
bxdd b2749d2e08 update docs link & readme.md 2020-09-24 13:45:26 +08:00
de9e13b171 release-0.5.0 (#1)
* init commit

* change the version number

* rich the docs&fix cache docs

* update index readme

* Modify cache class name

* Modify sharpe to information_ratio

* Modify Group- to Group

* add the description of graphical results & fix the backtest docs

* fix docs in details

* update docs

* Update introduction.rst

* Update README.md

* Update introduction.rst

* Update introduction.rst

* Update introduction.rst

* Update installation.rst

* Update installation.rst

* Update initialization.rst

* Update getdata.rst

* Update integration.rst

* Update initialization.rst

* Update getdata.rst

* Update estimator.rst

Modify some typos.

* Update README.md

Modify the typos.

* Update initialization.rst

* Update data.rst

* Update report.rst

* Update estimator.rst

* Update cumulative_return.py

* Update model.rst

* Update rank_label.py

* Update cumulative_return.py

* Update strategy.rst

* Update getdata.rst

* Update backtest.rst

* Update integration.rst

* Update getdata.rst

* Update introduction.rst

* Update introduction.rst

* Update README.md

* Update report.rst

* Update integration.rst

Fix typos

* Update installation.rst

Fix typos

* Update getdata.rst

* Update initialization.rst

Fix typos.

* add quick start docs&fix detials

* fix estimator docs & fix strategy docs

* fix the cahce in data.rst

* update documents

* Fix Corr && Rsquare

* fix data retrival example to csi300 & fix a data bug

* fix filter bug

* Fix data collector

* Modift model args

* add the log & fix README.md\quick.rst

* add enviroment depend & add intoduction of qlib-server online mode

* fix image center fomat & set log_only of docs is True

* fix README.md format

* update data preparation & readme logo image

* get_data support version

* Modify analysis names

* Modify analysis graph

* update report.rst & data.rst

* commmit estimator for merge

* minimal requirements

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update READEME.md

* Update READEME.md

* update estimator

* Fix doc urls

* fix get_data.py docstring

* update test_get_data.py

* Upate docs

* Upate docs

* Upate docs

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
2020-09-24 12:01:39 +08:00
Young 99ebd87cba init commit 2020-09-22 01:43:21 +00:00