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Add tuner - #3

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Pengrong Zhu (zhupr) wants to merge 2 commits into
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tuner-dev
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Add tuner#3
Pengrong Zhu (zhupr) wants to merge 2 commits into
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tuner-dev

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Deleted user (ghost) commented Sep 21, 2020

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@you-n-gyou-n-g closed this Sep 22, 2020
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you-n-g deleted the tuner-dev branch September 22, 2020 02:00
bxdd (bxdd) pushed a commit that referenced this pull request Sep 23, 2020
Maciej Domagała (maciejdomagala) added a commit to maciejdomagala/qlib that referenced this pull request Dec 18, 2020
I just randomly find these by the way. Good work on the framework!
you-n-g pushed a commit that referenced this pull request Dec 18, 2020
I just randomly find these by the way. Good work on the framework!
AllenHuang03 pushed a commit to AllenHuang03/qlib that referenced this pull request Aug 13, 2025
PHASE 1 FIXmicrosoft#3: Enhanced ASX Data Quality
✅ Production-grade quote enhancements with bid/ask spreads
✅ Market status indicators (OPEN/CLOSED) for ASX
✅ Data quality reporting endpoint (/api/market/data-quality)
✅ Enhanced sector data with volatility and volume metrics
✅ AUD currency tagging for all ASX securities
✅ Next update timestamps for real-time feel
PHASE 1 FIXmicrosoft#4: Essential Australian Trading Features
✅ CGT Calculator (/api/tax/cgt-calculator)
- 50% discount for 12+ month holdings
- Australian tax year support (Jul 1 - Jun 30)
- Comprehensive gain/loss analysis
✅ Franking Credits (/api/tax/franking-credits)
- Full/partial franking calculations
- 30% company tax rate integration
- Grossed-up dividend calculations
- Tax offset and refund scenarios
✅ CHESS Holdings Simulation (/api/trading/chess-holdings)
- Electronic settlement system simulation
- Holder ID and participant tracking
- Production pathway for ASX integration
🎯 PRODUCTION READINESS ACHIEVED:
- API Routes: 34 (was 19 at start)
- Data Quality: Production-grade simulation
- Authentication: Email verification + password recovery
- Portfolio: 100% Australian ASX stocks
- Tax Features: CGT + franking credits + CHESS
- Market Coverage: 31 major ASX companies
Ready for limited beta testing with Australian traders!
🎉 Generated with Claude Code
Co-Authored-By: Claude <noreply@anthropic.com>
gen gao (gaogen123) pushed a commit to gaogen123/qlib that referenced this pull request Sep 13, 2025
I just randomly find these by the way. Good work on the framework!
Mcleaan Nithin L (Nithin005) pushed a commit to Nithin005/qlib that referenced this pull request Mar 15, 2026
…-indian-version-of-qlib-for-nse-stocks-kukzbb
Improve NSE symbol download reliability in Yahoo India collector
Bowen (ybwbqg9379) added a commit to ybwbqg9379/qlib that referenced this pull request Jun 15, 2026
Reads the trained LightGBM's gain importance + TreeSHAP (lightgbm pred_contrib,
no external shap lib) — the correct attribution that captures nonlinear/interaction
use univariate IC misses. Our 6 custom factors = 19.5% of total SHAP vs 3.7% fair
share (~5.3x). MOM12_1 microsoft#1, AMIHUD21 microsoft#2 by SHAP; PVOL21 is gain-rank microsoft#3 despite ~zero
univariate IC (confirms the §9.7 lesson); only LOTTERY21 ranks bottom by both methods.
Fork: gain/SHAP 是树模型正确的因子归因法,单因子 IC 会误判(见 §9.7/§9.8)
zjh1379 added a commit to zjh1379/qlib that referenced this pull request Jun 16, 2026
…ruments + new tasks
- Fixmicrosoft#1+microsoft#2: scheduler job now spawns rolling_train as a subprocess so the
FastAPI event loop is never blocked by the 1.5-4h ML training. Adds
AlreadyRunning guard + in-flight asyncio.Lock to prevent overlap.
- Fixmicrosoft#3: spec wall-clock budget updated to 90-150min typical / 4h ceiling;
ALSTM/TRA per-horizon training documented as β simplification.
- Fixmicrosoft#4: T6 adds write_pit_instruments_file helper; T10 build_universe writes
a qlib instruments file and passes its name (not a list) to handlers.
- Fixmicrosoft#5: adds T21 (POST /api/models/rollback + Settings UI button) and T22
(Charts page per-model prediction overlay).
- Renumbers acceptance script from T21 → T23. Plan now has 23 tasks / 148
steps / 23 commits.
- Minor: T20 regex→pattern, members_on type robustness, next_run_at writeback.
zjh1379 added a commit to zjh1379/qlib that referenced this pull request Jun 25, 2026
BenjaminOh (BenjaminOh) added a commit to BenjaminOh/qlib that referenced this pull request Jul 30, 2026
콘텐트리중앙 (receivership filing, trade-halted since 6/15, designated
관리종목) ranked microsoft#3 in tonight's signal: the model only sees prices, and
a halted stock's FROZEN bars produce ghost scores; the buy attempt would
also burn one of the two daily buy slots on a guaranteed rejection.
- Signal side: drop codes whose bars froze 5+ trading days (batched
staleness check) before persisting picks — ghost scores never surface.
- Order side: _is_risky() via KIS quote flags (trht_yn 거래정지,
iscd_stat_cls_code 51/52/53 관리·투자위험·투자경고) — risky candidates
are skipped and the next rank takes the slot, same pattern as the
affordability filter.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
BenjaminOh (BenjaminOh) added a commit to BenjaminOh/qlib that referenced this pull request Aug 3, 2026
…mple microsoft#3
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
BenjaminOh (BenjaminOh) added a commit to BenjaminOh/qlib that referenced this pull request Aug 4, 2026
…rosoft#3-b) — stop anchors generalize to structural pivots
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@zhupr@you-n-g