Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Bug fix for Rank and WMA operators (#1228)
* bug fix: 1) 100 should be used to scale down percentileofscore return to 0-1, not length of array; 2) for (linear) weighted MA(n), weight should be n, n-1, ..., 1 instead of n-1, ..., 0 * use native pandas fucntion for rank * remove useless import * require pandas 1.4+ * rank for py37+pandas 1.3.5 compatibility * lint improvement * lint black fix * use hasattr instead of version to check whether rolling.rank is implemented
Q
qianyun210603 committed
4001a5d1571cb622315dd6c7ff6034ad42d6cd17
Parent: ff2154c
Committed by GitHub <noreply@github.com>
on 11/13/2022, 11:03:23 AM