https://github.com/microsoft/qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
https://github.com/microsoft/qlib

Keywords

algorithmic-trading auto-quant deep-learning finance fintech investment machine-learning paper platform python quant quant-dataset quant-models quantitative-finance quantitative-trading research research-paper stock-data

Keywords from Contributors

transformer deep-neural-networks language-model convolutional-neural-network reinforcement-learning distributed hyperparameter-optimization automl simulator chart

Last synced: 11 months ago
JSON representation

Acceptance Criteria

Repository metadata

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.


Owner metadata


Committers metadata

Last synced: over 1 year ago

Total Commits: 1,739
Total Committers: 134
Avg Commits per committer: 12.978
Development Distribution Score (DDS): 0.857

Commits in past year: 58
Committers in past year: 20
Avg Commits per committer in past year: 2.9
Development Distribution Score (DDS) in past year: 0.759

Name Email Commits
you-n-g y****g 248
Young a****g@g****m 205
Jactus d****0@n****u 171
zhupr z****g@f****m 126
bxdd b****m@g****m 102
bxdd b****8@1****m 65
lzh222333 l****3@1****m 55
Dong Zhou Z****g@m****m 52
wangwenxi.handsome w****e@g****m 52
lwwang1995 L****g@m****m 47
D-X-Y 2****2@q****m 46
Wendi Li w****c@q****m 44
Charles Young cy@u****h 30
Linlang 3****f 29
Chia-hung Tai g****i@g****m 26
meng-ustc d****g@m****n 21
dependabot[bot] 4****] 19
Alex Wang h****2@g****m 18
bxdd 4****d 16
Huoran Li h****i@m****m 16
Ying-Tao Luo y****1@u****u 14
lewwang l****g@m****m 13
Haoyu Wang 4****c 13
Yuge Zhang Y****g@m****m 13
wangershi z****o@b****n 12
YQ Tsui q****3@h****m 11
shubhendra w****h@g****m 10
Chaoying 3****z 10
al a****g 10
hadrianl 1****4@q****m 9
and 104 more...

Committer domains:


Issue and Pull Request metadata

Last synced: 12 months ago

Total issues: 306
Total pull requests: 202
Average time to close issues: 7 months
Average time to close pull requests: 2 months
Total issue authors: 167
Total pull request authors: 48
Average comments per issue: 2.29
Average comments per pull request: 0.79
Merged pull request: 81
Bot issues: 0
Bot pull requests: 42

Past year issues: 187
Past year pull requests: 135
Past year average time to close issues: 2 months
Past year average time to close pull requests: 17 days
Past year issue authors: 92
Past year pull request authors: 34
Past year average comments per issue: 1.69
Past year average comments per pull request: 0.44
Past year merged pull request: 62
Past year bot issues: 0
Past year bot pull requests: 9

More stats: https://issues.ecosyste.ms/repositories/lookup?url=https://github.com/microsoft/qlib

Top Issue Authors

  • quant2008 (27)
  • 2young-2simple-sometimes-naive (12)
  • moesakura (7)
  • langslike (6)
  • Thomas-Frew (6)
  • ghyzx (5)
  • ElonJustin7 (5)
  • Wendroff (5)
  • you-n-g (5)
  • okokkokok (4)
  • Imbernoulli (4)
  • guoz14 (4)
  • ericyue (4)
  • DanielKui (4)
  • wangxk15 (3)

Top Pull Request Authors

  • dependabot[bot] (42)
  • SunsetWolf (20)
  • Fivele-Li (19)
  • tianshijing (16)
  • peteryang1 (13)
  • you-n-g (12)
  • computerscienceiscool (8)
  • lwwang1995 (8)
  • chenditc (4)
  • qianyun210603 (4)
  • m3ngyang (3)
  • OzzyXu (2)
  • wony-zheng (2)
  • lihuoran (2)
  • PaleNeutron (2)

Top Issue Labels

  • question (139)
  • bug (130)
  • stale (64)
  • enhancement (23)
  • good first issue (2)
  • help wanted (2)

Top Pull Request Labels

  • waiting for triage (131)
  • documentation (51)
  • dependencies (42)
  • stale (33)
  • maintenance (14)
  • enhancement (9)
  • bug (4)

Package metadata

pypi.org: pyqlib

A Quantitative-research Platform

  • Homepage: https://github.com/microsoft/qlib
  • Documentation: https://pyqlib.readthedocs.io/
  • Licenses: MIT Licence
  • Latest release: 0.9.4 (published about 1 year ago)
  • Last Synced: 2024-05-24T08:32:21.537Z (12 months ago)
  • Versions: 27
  • Dependent Packages: 1
  • Dependent Repositories: 28
  • Downloads: 2,512 Last month
  • Docker Downloads: 682
  • Rankings:
    • Stargazers count: 0.148%
    • Forks count: 0.325%
    • Docker downloads count: 1.631%
    • Dependent repos count: 2.763%
    • Average: 2.958%
    • Downloads: 5.578%
    • Dependent packages count: 7.306%
  • Maintainers (4)
  • Advisories:
proxy.golang.org: github.com/microsoft/qlib

  • Homepage:
  • Documentation: https://pkg.go.dev/github.com/microsoft/qlib#section-documentation
  • Licenses: mit
  • Latest release: v0.9.4 (published about 1 year ago)
  • Last Synced: 2024-05-14T23:22:16.048Z (12 months ago)
  • Versions: 21
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Rankings:
    • Forks count: 0.555%
    • Stargazers count: 0.612%
    • Average: 3.587%
    • Dependent repos count: 4.802%
    • Dependent packages count: 8.38%
pypi.org: msqlib

A Quantitative-research Platform

  • Homepage: https://github.com/microsoft/qlib
  • Documentation: https://msqlib.readthedocs.io/
  • Licenses: MIT Licence
  • Latest release: 0.5.0 (published over 4 years ago)
  • Last Synced: 2024-05-14T23:02:27.648Z (12 months ago)
  • Versions: 1
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Downloads: 14 Last month
  • Rankings:
    • Stargazers count: 0.148%
    • Forks count: 0.325%
    • Dependent packages count: 7.306%
    • Average: 14.615%
    • Dependent repos count: 22.077%
    • Downloads: 43.216%
  • Maintainers (1)
pypi.org: pythonqlib

A Quantitative-research Platform

  • Homepage:
  • Documentation: https://pythonqlib.readthedocs.io/
  • Licenses: MIT Licence
  • Latest release: 0.9.3.99 (published about 1 year ago)
  • Last Synced: 2024-05-18T10:20:52.785Z (12 months ago)
  • Versions: 2
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 128 Last month
  • Rankings:
    • Dependent packages count: 9.533%
    • Average: 36.215%
    • Dependent repos count: 62.896%
  • Maintainers (1)

Dependencies

docs/requirements.txt pypi
  • Cython *
  • cmake *
  • numpy *
  • pandas *
  • scikit-learn *
  • scipy *
examples/benchmarks/ADARNN/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/ADD/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/ALSTM/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/CatBoost/requirements.txt pypi
  • catboost ==0.24.3
  • numpy ==1.21.0
  • pandas ==1.1.2
examples/benchmarks/DoubleEnsemble/requirements.txt pypi
  • lightgbm ==3.1.0
  • numpy ==1.21.0
  • pandas ==1.1.2
examples/benchmarks/GATs/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/GRU/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/HIST/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/IGMTF/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/LSTM/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/LightGBM/requirements.txt pypi
  • lightgbm *
  • numpy ==1.21.0
  • pandas ==1.1.2
examples/benchmarks/Linear/requirements.txt pypi
  • numpy >=1.17.4
  • pandas >=1.0.1
  • scikit-learn >=0.23.1
examples/benchmarks/Localformer/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • torch ==1.2.0
examples/benchmarks/MLP/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/SFM/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/TCN/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/TCTS/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/TFT/requirements.txt pypi
  • pandas ==1.1.0
  • tensorflow-gpu ==1.15.0
examples/benchmarks/TRA/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • seaborn *
  • torch ==1.7.0
examples/benchmarks/TabNet/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • scikit_learn ==0.23.2
  • torch ==1.7.0
examples/benchmarks/Transformer/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • torch ==1.2.0
examples/benchmarks/XGBoost/requirements.txt pypi
  • numpy ==1.21.0
  • pandas ==1.1.2
  • xgboost ==1.2.1
examples/benchmarks_dynamic/DDG-DA/requirements.txt pypi
  • torch ==1.10.0
examples/hyperparameter/LightGBM/requirements.txt pypi
  • lightgbm ==3.1.0
  • numpy ==1.21.0
  • optuna ==2.7.0
  • optuna-dashboard ==0.4.1
  • pandas ==1.1.2
examples/model_rolling/requirements.txt pypi
  • xgboost *
scripts/data_collector/br_index/requirements.txt pypi
  • PySocks ==1.7.1
  • async-generator ==1.10
  • attrs ==21.4.0
  • certifi ==2021.10.8
  • cffi ==1.15.0
  • charset-normalizer ==2.0.12
  • cryptography ==36.0.1
  • fire ==0.4.0
  • h11 ==0.13.0
  • idna ==3.3
  • loguru ==0.6.0
  • lxml ==4.8.0
  • multitasking ==0.0.10
  • numpy ==1.22.2
  • outcome ==1.1.0
  • pandas ==1.4.1
  • pyOpenSSL ==22.0.0
  • pycoingecko ==2.2.0
  • pycparser ==2.21
  • python-dateutil ==2.8.2
  • pytz ==2021.3
  • requests ==2.27.1
  • requests-futures ==1.0.0
  • six ==1.16.0
  • sniffio ==1.2.0
  • sortedcontainers ==2.4.0
  • termcolor ==1.1.0
  • tqdm ==4.63.0
  • trio ==0.20.0
  • trio-websocket ==0.9.2
  • urllib3 ==1.26.8
  • wget ==3.2
  • wsproto ==1.1.0
  • yahooquery ==2.2.15
scripts/data_collector/cn_index/requirements.txt pypi
  • baostock *
  • fire *
  • logure *
  • loguru *
  • lxml *
  • pandas *
  • requests *
  • tqdm *
scripts/data_collector/contrib/fill_cn_1min_data/requirements.txt pypi
  • fire *
  • loguru *
  • pandas *
  • pyqlib *
  • tqdm *
scripts/data_collector/contrib/future_trading_date_collector/requirements.txt pypi
  • baostock *
  • fire *
  • loguru *
  • numpy *
  • pandas *
scripts/data_collector/crypto/requirement.txt pypi
  • fire *
  • loguru *
  • lxml *
  • numpy *
  • pandas *
  • pycoingecko *
  • requests *
  • tqdm *
scripts/data_collector/fund/requirements.txt pypi
  • fire *
  • json *
  • loguru *
  • lxml *
  • numpy *
  • pandas *
  • requests *
  • tqdm *
  • yahooquery *
scripts/data_collector/pit/requirements.txt pypi
  • baostock *
  • beautifulsoup4 *
  • fire *
  • loguru *
  • lxml *
  • pandas *
  • requests *
  • tqdm *
  • yahooquery *
scripts/data_collector/us_index/requirements.txt pypi
  • fire *
  • logure *
  • loguru *
  • lxml *
  • pandas *
  • requests *
scripts/data_collector/yahoo/requirements.txt pypi
  • beautifulsoup4 *
  • bs4 *
  • fire *
  • joblib *
  • loguru *
  • lxml *
  • numpy *
  • pandas *
  • requests *
  • soupsieve *
  • tqdm *
  • yahooquery *
.github/workflows/labeler.yml actions
  • actions/labeler v4 composite
.github/workflows/python-publish.yml actions
  • RalfG/python-wheels-manylinux-build v0.3.1-manylinux2010_x86_64 composite
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
.github/workflows/release-drafter.yml actions
  • release-drafter/release-drafter v5.11.0 composite
.github/workflows/stale.yml actions
  • actions/stale v3 composite
.github/workflows/test_qlib_from_pip.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
.github/workflows/test_qlib_from_source.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
  • nick-fields/retry v2 composite
.github/workflows/test_qlib_from_source_slow.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
  • nick-fields/retry v2 composite
examples/benchmarks/KRNN/requirements.txt pypi
  • numpy ==1.23.4
  • pandas ==1.5.2
examples/benchmarks/Sandwich/requirements.txt pypi
  • numpy ==1.23.4
  • pandas ==1.5.2
pyproject.toml pypi
setup.py pypi
scripts/data_collector/baostock_5min/requirements.txt pypi
  • baostock *
  • beautifulsoup4 *
  • bs4 *
  • fire *
  • joblib *
  • loguru *
  • lxml *
  • numpy *
  • pandas *
  • requests *
  • soupsieve *
  • tqdm *
  • yahooquery *

Score: 22.591280013965303