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
- Revelant topics? true
- External users? true
- Open source license? true
- Active? true
- Fork? false
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.
- Host: GitHub
- URL: https://github.com/microsoft/qlib
- Owner: microsoft
- License: mit
- Created: 2020-08-14T06:46:00.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2024-04-13T16:11:14.000Z (about 1 year ago)
- Last Synced: 2024-04-14T06:50:01.221Z (about 1 year ago)
- Topics: 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
- Language: Python
- Homepage: https://qlib.readthedocs.io/en/latest/
- Size: 16.3 MB
- Stars: 14,098
- Watchers: 282
- Forks: 2,446
- Open Issues: 216
- Releases: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGES.rst
- License: LICENSE
- Code of conduct: CODE_OF_CONDUCT.md
- Security: SECURITY.md
Owner metadata
- Name: Microsoft
- Login: microsoft
- Email: [email protected]
- Kind: organization
- Description: Open source projects and samples from Microsoft
- Website: https://opensource.microsoft.com
- Location: Redmond, WA
- Twitter: OpenAtMicrosoft
- Company:
- Icon url: https://avatars.githubusercontent.com/u/6154722?v=4
- Repositories: 6227
- Last ynced at: 2024-04-08T00:10:14.916Z
- Profile URL: https://github.com/microsoft
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 | 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:
- microsoft.com: 14
- qq.com: 13
- 163.com: 4
- 126.com: 2
- mail.ustc.edu.cn: 2
- nyu.edu: 1
- foxmail.com: 1
- unitive.tech: 1
- uw.edu: 1
- buaa.edu.cn: 1
- mail.ru: 1
- nssh.onmicrosoft.com: 1
- umich.edu: 1
- me.com: 1
- ieqi.com: 1
- illinois.edu: 1
- linaro.org: 1
- list.ru: 1
- mail2.sysu.edu.cn: 1
- vip.qq.com: 1
- whu.edu.cn: 1
- gitter.im: 1
- alum.mit.edu: 1
- mails.tsinghua.edu.cn: 1
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
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
- Total packages: 4
-
Total downloads:
- pypi: 2,654 last-month
- Total docker downloads: 682
- Total dependent packages: 1 (may contain duplicates)
- Total dependent repositories: 30 (may contain duplicates)
- Total versions: 51
- Total maintainers: 5
- Total advisories: 1
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
- Cython *
- cmake *
- numpy *
- pandas *
- scikit-learn *
- scipy *
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- catboost ==0.24.3
- numpy ==1.21.0
- pandas ==1.1.2
- lightgbm ==3.1.0
- numpy ==1.21.0
- pandas ==1.1.2
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- lightgbm *
- numpy ==1.21.0
- pandas ==1.1.2
- numpy >=1.17.4
- pandas >=1.0.1
- scikit-learn >=0.23.1
- numpy ==1.21.0
- pandas ==1.1.2
- torch ==1.2.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- pandas ==1.1.0
- tensorflow-gpu ==1.15.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- seaborn *
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- scikit_learn ==0.23.2
- torch ==1.7.0
- numpy ==1.21.0
- pandas ==1.1.2
- torch ==1.2.0
- numpy ==1.21.0
- pandas ==1.1.2
- xgboost ==1.2.1
- torch ==1.10.0
- lightgbm ==3.1.0
- numpy ==1.21.0
- optuna ==2.7.0
- optuna-dashboard ==0.4.1
- pandas ==1.1.2
- xgboost *
- 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
- baostock *
- fire *
- logure *
- loguru *
- lxml *
- pandas *
- requests *
- tqdm *
- fire *
- loguru *
- pandas *
- pyqlib *
- tqdm *
- baostock *
- fire *
- loguru *
- numpy *
- pandas *
- fire *
- loguru *
- lxml *
- numpy *
- pandas *
- pycoingecko *
- requests *
- tqdm *
- fire *
- json *
- loguru *
- lxml *
- numpy *
- pandas *
- requests *
- tqdm *
- yahooquery *
- baostock *
- beautifulsoup4 *
- fire *
- loguru *
- lxml *
- pandas *
- requests *
- tqdm *
- yahooquery *
- fire *
- logure *
- loguru *
- lxml *
- pandas *
- requests *
- beautifulsoup4 *
- bs4 *
- fire *
- joblib *
- loguru *
- lxml *
- numpy *
- pandas *
- requests *
- soupsieve *
- tqdm *
- yahooquery *
- actions/labeler v4 composite
- RalfG/python-wheels-manylinux-build v0.3.1-manylinux2010_x86_64 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- release-drafter/release-drafter v5.11.0 composite
- actions/stale v3 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- nick-fields/retry v2 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- nick-fields/retry v2 composite
- numpy ==1.23.4
- pandas ==1.5.2
- numpy ==1.23.4
- pandas ==1.5.2
- baostock *
- beautifulsoup4 *
- bs4 *
- fire *
- joblib *
- loguru *
- lxml *
- numpy *
- pandas *
- requests *
- soupsieve *
- tqdm *
- yahooquery *
Score: 22.591280013965303