Home / microsoft / qlib
Repository Analysis

microsoft/qlib

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.

9.7 Low AI signal View on GitHub
9.7
Adjusted Score
9.7
Raw Score
100%
Time Factor
2026-04-22
Last Push
43,712
Stars
Python
Language
84,435
Lines of Code
523
Files
623
Pattern Hits
2026-05-31
Scan Date

Score History

Severity Breakdown

CRITICAL 3HIGH 34MEDIUM 23LOW 563

Pattern Findings

623 matches across 14 categories. Click a row to expand file-level details.

Unused Imports296 hits · 292 pts
SeverityFileLineSnippet
LOWsetup.py1
LOWqlib/config.py14
LOWqlib/typehint.py13
LOWqlib/typehint.py13
LOWqlib/typehint.py15
LOWqlib/typehint.py15
LOWqlib/utils/__init__.py6
LOWqlib/utils/__init__.py7
LOWqlib/utils/__init__.py28
LOWqlib/utils/__init__.py28
LOWqlib/utils/__init__.py28
LOWqlib/utils/__init__.py28
LOWqlib/utils/__init__.py35
LOWqlib/utils/__init__.py939
LOWqlib/utils/__init__.py939
LOWqlib/utils/__init__.py939
LOWqlib/utils/__init__.py939
LOWqlib/utils/__init__.py939
LOWqlib/utils/index_data.py12
LOWqlib/contrib/evaluate_portfolio.py5
LOWqlib/contrib/evaluate_portfolio.py6
LOWqlib/contrib/evaluate.py4
LOWqlib/contrib/evaluate.py5
LOWqlib/contrib/tuner/pipeline.py10
LOWqlib/contrib/tuner/pipeline.py11
LOWqlib/contrib/tuner/launcher.py11
LOWqlib/contrib/tuner/launcher.py12
LOWqlib/contrib/tuner/tuner.py14
LOWqlib/contrib/meta/__init__.py4
LOWqlib/contrib/meta/__init__.py4
LOWqlib/contrib/meta/__init__.py4
LOWqlib/contrib/meta/data_selection/__init__.py4
LOWqlib/contrib/meta/data_selection/__init__.py4
LOWqlib/contrib/meta/data_selection/__init__.py5
LOWqlib/contrib/workflow/__init__.py3
LOWqlib/contrib/workflow/__init__.py4
LOWqlib/contrib/model/pytorch_gru.py4
LOWqlib/contrib/model/pytorch_gru.py5
LOWqlib/contrib/model/pytorch_localformer_ts.py5
LOWqlib/contrib/model/pytorch_localformer_ts.py6
LOWqlib/contrib/model/pytorch_lstm.py5
LOWqlib/contrib/model/pytorch_lstm.py6
LOWqlib/contrib/model/pytorch_tabnet.py3
LOWqlib/contrib/model/pytorch_tabnet.py4
LOWqlib/contrib/model/pytorch_nn.py5
LOWqlib/contrib/model/pytorch_nn.py6
LOWqlib/contrib/model/pytorch_localformer.py5
LOWqlib/contrib/model/pytorch_localformer.py6
LOWqlib/contrib/model/pytorch_lstm_ts.py5
LOWqlib/contrib/model/pytorch_lstm_ts.py6
LOWqlib/contrib/model/pytorch_tcts.py5
LOWqlib/contrib/model/pytorch_tcts.py6
LOWqlib/contrib/model/pytorch_gru_ts.py5
LOWqlib/contrib/model/pytorch_gru_ts.py6
LOWqlib/contrib/model/pytorch_gats.py5
LOWqlib/contrib/model/pytorch_gats.py6
LOWqlib/contrib/model/pytorch_transformer.py5
LOWqlib/contrib/model/pytorch_transformer.py6
LOWqlib/contrib/model/pytorch_sfm.py4
LOWqlib/contrib/model/pytorch_sfm.py5
236 more matches not shown…
Hyper-Verbose Identifiers123 hits · 122 pts
SeverityFileLineSnippet
LOWqlib/log.py227def set_global_logger_level_cm(level: int):
LOWqlib/tests/config.py112def get_record_xgboost_config(dataset_kwargs={}, handler_kwargs={"instruments": CSI300_MARKET}):
LOWqlib/tests/data.py203 def _get_file_name_with_version(qlib_version, dataset_version):
LOWqlib/utils/resam.py72def get_higher_eq_freq_feature(instruments, fields, start_time=None, end_time=None, freq="day", disk_cache=1):
LOWqlib/utils/__init__.py359def normalize_cache_instruments(instruments):
LOWqlib/utils/file.py96def unpack_archive_with_buffer(buffer, format="gztar"):
LOWqlib/utils/mod.py25def get_module_by_module_path(module_path: Union[str, ModuleType]):
LOWqlib/contrib/evaluate_portfolio.py17def _get_position_value_from_df(evaluate_date, position, close_data_df):
LOWqlib/contrib/evaluate_portfolio.py105def get_daily_return_series_from_positions(positions, init_asset_value):
LOWqlib/contrib/evaluate_portfolio.py122def get_annual_return_from_positions(positions, init_asset_value):
LOWqlib/contrib/evaluate_portfolio.py143def get_annaul_return_from_return_series(r, method="ci"):
LOWqlib/contrib/evaluate_portfolio.py159def get_sharpe_ratio_from_return_series(r, risk_free_rate=0.00, method="ci"):
LOWqlib/contrib/evaluate_portfolio.py178def get_max_drawdown_from_series(r):
LOWqlib/contrib/evaluate_portfolio.py225def get_volatility_from_series(r):
LOWqlib/contrib/rolling/ddgda.py179 def _dump_data_for_proxy_model(self):
LOWqlib/contrib/rolling/base.py123 def _replace_handler_with_cache(self, task: dict):
LOWqlib/contrib/meta/data_selection/utils.py67def preds_to_weight_with_clamp(preds, clip_weight=None, clip_method="tanh"):
LOWqlib/contrib/report/graph.py70 def get_instance_with_graph_parameters(graph_type: str = None, **kwargs):
LOWqlib/contrib/report/analysis_position/rank_label.py14def _get_figure_with_position(
LOW…/contrib/report/analysis_position/cumulative_return.py15def _get_cum_return_data_with_position(
LOW…/contrib/report/analysis_position/cumulative_return.py89def _get_figure_with_position(
LOWqlib/contrib/report/analysis_position/risk_analysis.py15def _get_risk_analysis_data_with_report(
LOWqlib/contrib/report/analysis_position/risk_analysis.py57def _get_monthly_risk_analysis_with_report(report_normal_df: pd.DataFrame) -> pd.DataFrame:
LOWqlib/contrib/report/analysis_position/risk_analysis.py95def _get_monthly_analysis_with_feature(monthly_df: pd.DataFrame, feature: str = "annualized_return") -> pd.DataFrame:
LOWqlib/contrib/report/analysis_position/risk_analysis.py112def _get_risk_analysis_figure(analysis_df: pd.DataFrame) -> Iterable[py.Figure]:
LOWqlib/contrib/report/analysis_position/risk_analysis.py129def _get_monthly_risk_analysis_figure(report_normal_df: pd.DataFrame) -> Iterable[py.Figure]:
LOWqlib/contrib/data/highfreq_handler.py48 def get_normalized_price_feature(price_field, shift=0):
LOWqlib/contrib/data/highfreq_handler.py151 def get_normalized_price_feature(price_field, shift=0):
LOWqlib/contrib/data/highfreq_handler.py350 def get_normalized_price_feature(price_field, shift=0):
LOWqlib/contrib/data/highfreq_handler.py366 def get_normalized_vwap_price_feature(price_field, shift=0):
LOWqlib/contrib/strategy/order_generator.py16 def generate_order_list_from_target_weight_position(
LOWqlib/contrib/strategy/order_generator.py54 def generate_order_list_from_target_weight_position(
LOWqlib/contrib/strategy/order_generator.py146 def generate_order_list_from_target_weight_position(
LOWqlib/contrib/strategy/cost_control.py47 def generate_target_weight_position(self, score, current, trade_start_time, trade_end_time, **kwargs):
LOWqlib/contrib/strategy/signal_strategy.py330 def generate_target_weight_position(self, score, current, trade_start_time, trade_end_time):
LOWqlib/contrib/strategy/signal_strategy.py462 def generate_target_weight_position(self, score, current, trade_start_time, trade_end_time):
LOWqlib/backtest/profit_attribution.py72def decompose_portofolio_weight(stock_weight_df, stock_group_df):
LOWqlib/backtest/exchange.py534 def generate_amount_position_from_weight_position(
LOWqlib/backtest/exchange.py611 def generate_order_for_target_amount_position(
LOWqlib/backtest/exchange.py679 def calculate_amount_position_value(
LOWqlib/backtest/exchange.py712 def _get_factor_or_raise_error(
LOWqlib/backtest/exchange.py761 def round_amount_by_trade_unit(
LOWqlib/backtest/exchange.py834 def _get_buy_amount_by_cash_limit(self, trade_price: float, cash: float, cost_ratio: float) -> float:
LOWqlib/backtest/exchange.py859 def _calc_trade_info_by_order(
LOWqlib/backtest/report.py150 def get_latest_total_turnover(self) -> Any:
LOWqlib/backtest/report.py153 def update_portfolio_metrics_record(
LOWqlib/backtest/report.py203 def generate_portfolio_metrics_dataframe(self) -> pd.DataFrame:
LOWqlib/backtest/report.py330 def _update_order_fulfill_rate(self) -> None:
LOWqlib/backtest/report.py524 def _agg_order_price_advantage(self) -> None:
LOWqlib/backtest/report.py570 def _cal_trade_price_advantage(self, method: str = "mean") -> Optional[BaseSingleMetric]:
LOWqlib/backtest/report.py650 def generate_trade_indicators_dataframe(self) -> pd.DataFrame:
LOWqlib/backtest/executor.py501def _retrieve_orders_from_decision(trade_decision: BaseTradeDecision) -> List[Order]:
LOWqlib/workflow/utils.py31def experiment_exception_hook(exc_type, value, tb):
LOWqlib/workflow/task/utils.py283def replace_task_handler_with_cache(task: dict, cache_dir: Union[str, Path] = ".") -> dict:
LOWqlib/model/riskmodel/shrink.py115 def _get_shrink_target_const_var(self, X: np.ndarray, S: np.ndarray) -> np.ndarray:
LOWqlib/model/riskmodel/shrink.py126 def _get_shrink_target_const_corr(self, X: np.ndarray, S: np.ndarray) -> np.ndarray:
LOWqlib/model/riskmodel/shrink.py141 def _get_shrink_target_single_factor(self, X: np.ndarray, S: np.ndarray) -> np.ndarray:
LOWqlib/model/riskmodel/shrink.py188 def _get_shrink_param_lw_const_var(self, X: np.ndarray, S: np.ndarray, F: np.ndarray) -> float:
LOWqlib/model/riskmodel/shrink.py205 def _get_shrink_param_lw_const_corr(self, X: np.ndarray, S: np.ndarray, F: np.ndarray) -> float:
LOWqlib/model/riskmodel/shrink.py231 def _get_shrink_param_lw_single_factor(self, X: np.ndarray, S: np.ndarray, F: np.ndarray) -> float:
63 more matches not shown…
Cross-File Repetition21 hits · 105 pts
SeverityFileLineSnippet
HIGHqlib/contrib/strategy/rule_strategy.py0parameters ---------- outer_trade_decision : basetradedecision, optional
HIGHqlib/contrib/strategy/rule_strategy.py0parameters ---------- outer_trade_decision : basetradedecision, optional
HIGHqlib/contrib/strategy/rule_strategy.py0parameters ---------- outer_trade_decision : basetradedecision, optional
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHqlib/data/storage/storage.py0raises ------ valueerror if the data(storage) does not exist, raise valueerror
HIGHscripts/data_collector/index.py0get history trading date returns ------- calendar list
HIGHscripts/data_collector/cn_index/collector.py0get history trading date returns ------- calendar list
HIGHscripts/data_collector/us_index/collector.py0get history trading date returns ------- calendar list
HIGHscripts/data_collector/index.py0returns ------- pd.dataframe: symbol start_date end_date sh600000 2000-01-01 2099-12-31 dtypes: symbol: str start_date:
HIGHscripts/data_collector/cn_index/collector.py0returns ------- pd.dataframe: symbol start_date end_date sh600000 2000-01-01 2099-12-31 dtypes: symbol: str start_date:
HIGHscripts/data_collector/cn_index/collector.py0returns ------- pd.dataframe: symbol start_date end_date sh600000 2000-01-01 2099-12-31 dtypes: symbol: str start_date:
HIGHscripts/data_collector/index.py0get companies changes returns ------- pd.dataframe: symbol date type sh600000 2019-11-11 add sh600000 2020-11-10 remove
HIGHscripts/data_collector/cn_index/collector.py0get companies changes returns ------- pd.dataframe: symbol date type sh600000 2019-11-11 add sh600000 2020-11-10 remove
HIGHscripts/data_collector/us_index/collector.py0get companies changes returns ------- pd.dataframe: symbol date type sh600000 2019-11-11 add sh600000 2020-11-10 remove
HIGHscripts/data_collector/index.py0formatting the datetime in an instrument parameters ---------- inst_df: pd.dataframe inst_df.columns = [self.symbol_fiel
HIGHscripts/data_collector/cn_index/collector.py0formatting the datetime in an instrument parameters ---------- inst_df: pd.dataframe inst_df.columns = [self.symbol_fiel
HIGHscripts/data_collector/us_index/collector.py0formatting the datetime in an instrument parameters ---------- inst_df: pd.dataframe inst_df.columns = [self.symbol_fiel
Deep Nesting72 hits · 72 pts
SeverityFileLineSnippet
LOWqlib/__init__.py25
LOWqlib/__init__.py87
LOWqlib/__init__.py243
LOWqlib/utils/time.py32
LOWqlib/utils/time.py73
LOWqlib/utils/time.py258
LOWqlib/utils/resam.py12
LOWqlib/utils/paral.py211
LOWqlib/utils/__init__.py71
LOWqlib/utils/__init__.py758
LOWqlib/utils/index_data.py253
LOWqlib/utils/file.py16
LOWqlib/utils/mod.py122
LOWqlib/utils/data.py70
LOWqlib/contrib/torch.py14
LOWqlib/contrib/rolling/ddgda.py128
LOWqlib/contrib/meta/data_selection/model.py74
LOWqlib/contrib/meta/data_selection/dataset.py386
LOWqlib/contrib/meta/data_selection/utils.py67
LOWqlib/contrib/model/pytorch_gru.py209
LOWqlib/contrib/model/pytorch_adarnn.py563
LOWqlib/contrib/model/pytorch_nn.py190
LOWqlib/contrib/model/pytorch_utils.py7
LOWqlib/contrib/model/pytorch_tra.py738
LOWqlib/contrib/model/pytorch_tra.py176
LOWqlib/contrib/model/gbdt.py28
LOWqlib/contrib/report/data/ana.py45
LOWqlib/contrib/data/dataset.py280
LOWqlib/contrib/data/utils/sepdf.py193
LOWqlib/contrib/data/utils/sepdf.py94
LOWqlib/contrib/data/utils/sepdf.py160
LOWqlib/contrib/strategy/rule_strategy.py157
LOWqlib/contrib/strategy/signal_strategy.py138
LOWqlib/backtest/signal.py88
LOWqlib/backtest/exchange.py859
LOWqlib/backtest/decision.py117
LOWqlib/backtest/high_performance_ds.py184
LOWqlib/backtest/report.py455
LOWqlib/workflow/expm.py365
LOWqlib/workflow/exp.py287
LOWqlib/workflow/record_temp.py81
LOWqlib/workflow/task/collect.py184
LOWqlib/workflow/task/gen.py187
LOWqlib/workflow/task/manage.py485
LOWqlib/data/cache.py507
LOWqlib/data/cache.py952
LOWqlib/data/dataset/handler.py633
LOWqlib/data/dataset/loader.py156
LOWqlib/data/dataset/loader.py271
LOWqlib/data/dataset/storage.py113
LOWqlib/data/storage/file_storage.py261
LOWqlib/data/storage/file_storage.py346
LOWqlib/rl/interpreter.py101
LOWqlib/rl/utils/data_queue.py167
LOWqlib/rl/utils/finite_env.py39
LOWqlib/rl/contrib/naive_config_parser.py31
LOWqlib/rl/order_execution/simulator_simple.py147
LOWexamples/run_all_model.py134
LOWexamples/benchmarks/TRA/src/model.py566
LOWexamples/benchmarks/TRA/src/dataset.py219
12 more matches not shown…
Excessive Try-Catch Wrapping42 hits · 46 pts
SeverityFileLineSnippet
LOWqlib/log.py172 except Exception:
LOWqlib/__init__.py163 except Exception as e:
LOWqlib/utils/__init__.py235 except Exception as e:
LOWqlib/utils/file.py140 except Exception as e:
LOWqlib/contrib/model/pytorch_alstm_ts.py321 except Exception as e:
MEDIUMqlib/contrib/model/pytorch_alstm_ts.py318def _build_model(self):
LOWqlib/contrib/model/pytorch_alstm.py307 except Exception as e:
MEDIUMqlib/contrib/model/pytorch_alstm.py304def _build_model(self):
LOWqlib/contrib/data/dataset.py174 except Exception:
LOWqlib/contrib/strategy/optimizer/enhanced_indexing.py173 except Exception as e:
LOWqlib/contrib/strategy/optimizer/enhanced_indexing.py185 except Exception as e:
LOWqlib/workflow/recorder.py436 except Exception as e:
LOWqlib/workflow/__init__.py92 except Exception as e:
LOWqlib/data/client.py46 except Exception as e:
LOWqlib/data/client.py85 except Exception as e:
LOWqlib/data/cache.py237 except Exception as e:
LOWqlib/data/cache.py534 except Exception:
LOWqlib/data/base.py194 except Exception as e:
LOWqlib/data/data.py860 except Exception as e:
MEDIUMqlib/data/data.py392def get_expression_instance(self, field):
LOWqlib/rl/contrib/backtest.py74 except Exception:
LOWexamples/orderbook_data/create_dataset.py94 except Exception:
LOWexamples/orderbook_data/create_dataset.py150 except Exception as e:
LOWexamples/orderbook_data/create_dataset.py238 except Exception as e:
LOWscripts/dump_bin.py526 except Exception:
LOWscripts/check_dump_bin.py106 except Exception as e:
LOWscripts/data_collector/utils.py251 except Exception as e:
LOWscripts/data_collector/utils.py343 except Exception as e:
LOWscripts/data_collector/utils.py483 except Exception as e:
LOWscripts/data_collector/utils.py547 except Exception as e:
LOWscripts/data_collector/utils.py755 except Exception:
LOWscripts/data_collector/base.py85 except Exception as e:
LOWscripts/data_collector/base.py293 except Exception:
LOWscripts/data_collector/crypto/collector.py39 except Exception as e:
LOWscripts/data_collector/crypto/collector.py43 except Exception as e:
LOWscripts/data_collector/crypto/collector.py148 except Exception as e:
MEDIUMscripts/data_collector/crypto/collector.py35def _get_coingecko():
LOWscripts/data_collector/br_index/collector.py228 except Exception as E:
LOWscripts/data_collector/br_index/collector.py276 except Exception as E:
LOWscripts/data_collector/yahoo/collector.py146 except Exception as e:
LOWscripts/data_collector/yahoo/collector.py239 except Exception as e:
LOWscripts/data_collector/fund/collector.py127 except Exception as e:
Cross-Language Confusion7 hits · 32 pts
SeverityFileLineSnippet
HIGHqlib/contrib/strategy/signal_strategy.py448 if not factor_exp.index.equals(specific_risk.index):
HIGHqlib/contrib/strategy/optimizer/optimizer.py90 assert r.index.equals(index), "`r` has mismatched index"
HIGHqlib/contrib/strategy/optimizer/optimizer.py97 assert w0.index.equals(index), "`w0` has mismatched index"
HIGHtests/data_mid_layer_tests/test_handler.py18 self.assertTrue(dh._data.equals(df))
HIGHtests/data_mid_layer_tests/test_handler.py28 self.assertTrue(dh_d._data.equals(df))
HIGHexamples/run_all_model.py342 f"conda install -y --prefix {env_path} anaconda cudatoolkit=10.0 && conda install -y --prefix {env_p
HIGHscripts/collect_info.py14 `cd scripts && python collect_info.py all`
Docstring Block Structure6 hits · 30 pts
SeverityFileLineSnippet
HIGHqlib/utils/serial.py137 Load the serializable class from a filepath. Args: filepath (str): the path of file
HIGHqlib/utils/pickle_utils.py73Override find_class to restrict allowed classes. Args: module: Module name of the class
HIGHqlib/utils/pickle_utils.py100Safely load a pickle file with restricted classes. This is a drop-in replacement for pickle.load() that prevents
HIGHqlib/utils/pickle_utils.py122Safely load a pickle from bytes with restricted classes. This is a drop-in replacement for pickle.loads() that prev
HIGHqlib/workflow/recorder.py414 Load object such as prediction file or model checkpoint in mlflow. Args: name (str): the o
HIGHexamples/benchmarks/TFT/libs/hyperparam_opt.py189Updates the results from last optimisation run. Args: parameters: Hyperparameters used in optimisatio
Hallucination Indicators3 hits · 30 pts
SeverityFileLineSnippet
CRITICALqlib/contrib/meta/data_selection/net.py74 self.twm.linear.bias.data.fill_(0.0)
CRITICALexamples/benchmarks_dynamic/DDG-DA/vis_data.py48pd.DataFrame(meta_m.tn.twm.linear.weight.detach().numpy()).T[0].plot()
CRITICALexamples/benchmarks_dynamic/DDG-DA/vis_data.py50pd.DataFrame(meta_m.tn.twm.linear.weight.detach().numpy()).T[0].rolling(5).mean().plot()
AI Slop Vocabulary11 hits · 29 pts
SeverityFileLineSnippet
MEDIUMqlib/contrib/rolling/ddgda.py259 # 1) leverage the simplified proxy forecasting model to train meta model.
MEDIUMqlib/contrib/strategy/rule_strategy.py135 # 1. Supporting leverage the get_range_limit result from the decision
MEDIUMqlib/contrib/strategy/rule_strategy.py303 # 1. Supporting leverage the get_range_limit result from the decision
MEDIUMqlib/contrib/strategy/rule_strategy.py385 # 1. Supporting leverage the get_range_limit result from the decision
MEDIUMqlib/contrib/strategy/signal_strategy.py77 # 1. Supporting leverage the get_range_limit result from the decision
MEDIUMqlib/contrib/strategy/signal_strategy.py145 # So it only leverage the first col of signal
MEDIUMqlib/contrib/strategy/signal_strategy.py300 # 1. Supporting leverage the get_range_limit result from the decision
MEDIUMqlib/contrib/strategy/optimizer/optimizer.py229 # no shorting and leverage
MEDIUMqlib/backtest/signal.py63 # the latest signal leverage more recent data and therefore is used in trading.
MEDIUMqlib/model/base.py18 """leverage Python syntactic sugar to make the models' behaviors like functions"""
MEDIUMexamples/benchmarks/TFT/libs/tft_model.py275 # Use same value layer to facilitate interp
Over-Commented Block28 hits · 28 pts
SeverityFileLineSnippet
LOWqlib/config.py141 "expression_provider": "LocalExpressionProvider",
LOWqlib/contrib/tuner/__init__.py1# pylint: skip-file
LOWqlib/contrib/rolling/ddgda.py381 # 3) meta model will be stored in `DDG-DA`
LOWqlib/contrib/meta/data_selection/dataset.py201 # 2009-01-05 2009-02-06 0.145809
LOWqlib/backtest/decision.py61 start_time: pd.Timestamp
LOWqlib/backtest/executor.py441 # - Normally, user will create a strategy and embed it into Qlib's executor and simulator interaction
LOWqlib/data/data.py761 ]
LOWqlib/data/_libs/__init__.py1# Copyright (c) Microsoft Corporation.
LOWqlib/rl/reward.py61# weight: float
LOWqlib/rl/reward.py81# rewards[name] = (rew.reward.build(), rew.weight)
LOWqlib/rl/utils/env_wrapper.py101 seed_iterator: Optional[Iterable[InitialStateType]],
LOWqlib/strategy/__init__.py1# Copyright (c) Microsoft Corporation.
LOWdocs/conf.py1# Copyright (c) Microsoft Corporation.
LOWdocs/conf.py61# |version| and |release|, also used in various other places throughout the
LOWdocs/conf.py101# a list of builtin themes.
LOWdocs/conf.py161 #
LOWexamples/benchmarks/TFT/expt_settings/configs.py1# coding=utf-8
LOWexamples/benchmarks/TFT/expt_settings/__init__.py1# coding=utf-8
LOW…amples/benchmarks/TFT/data_formatters/qlib_Alpha158.py1# coding=utf-8
LOWexamples/benchmarks/TFT/data_formatters/__init__.py1# coding=utf-8
LOWexamples/benchmarks/TFT/data_formatters/base.py1# coding=utf-8
LOWexamples/benchmarks/TFT/libs/hyperparam_opt.py1# coding=utf-8
LOWexamples/benchmarks/TFT/libs/__init__.py1# coding=utf-8
LOWexamples/benchmarks/TFT/libs/tft_model.py1# coding=utf-8
LOWexamples/benchmarks/TFT/libs/utils.py1# coding=utf-8
LOWexamples/benchmarks/LightGBM/multi_freq_handler.py61 # close0 open0 low0 ... vwap1 vwap16 LABEL0
LOWexamples/benchmarks/LightGBM/multi_freq_handler.py81
LOWexamples/benchmarks/LightGBM/multi_freq_handler.py101 # fields: Ref(Mean($close, 15), 225), ..., Mean($close, 15)
Self-Referential Comments6 hits · 14 pts
SeverityFileLineSnippet
MEDIUMqlib/utils/file.py60 >>> # The following code will create an archive file('~/tmp/test_file') containing 'test_doc_i'(i is 0-10) files
MEDIUMqlib/utils/file.py113 >>> # The following code is to print all the file names in 'test_unpack.tar.gz'
MEDIUMqlib/workflow/online/manager.py358 # This method is not implemented in the proper way!!!
MEDIUMqlib/data/dataset/handler.py287 # This method is extracted for sharing in subclasses
MEDIUMtests/test_workflow.py12 # Creating the directory manually doesn't work with mlflow,
MEDIUMdocs/conf.py8# This file is execfile()d with the current directory set to its
Redundant / Tautological Comments4 hits · 6 pts
SeverityFileLineSnippet
LOWqlib/utils/index_data.py111 # Check if all elements in idx_list are of the same type
LOWqlib/utils/index_data.py114 # Check if all elements in idx_list are of the same datetime64 precision
LOW…amples/benchmarks/TFT/data_formatters/qlib_Alpha158.py138 # Set all to str so that we don't have mixed integer/string columns
LOWscripts/data_collector/utils.py223 # Check if response contains valid data
Slop Phrases2 hits · 6 pts
SeverityFileLineSnippet
MEDIUMtests/data_mid_layer_tests/test_dataloader.py32 # Of course you can use StaticDataLoader
MEDIUMtests/data_mid_layer_tests/test_dataloader.py56 # Then you can use it wth DataHandler;
Overly Generic Function Names2 hits · 2 pts
SeverityFileLineSnippet
LOWqlib/workflow/task/manage.py485def run_task(
LOWqlib/data/dataset/handler.py552 def process_data(self, with_fit: bool = False):