Release v0.5.1

.github/ISSUE_TEMPLATE/bug-report.md

@@ -0,0 +1,40 @@
+---
+name: "\U0001F41B Bug Report"
+about: Submit a bug report to help us improve Qlib
+labels: bug
+
+---
+
+## 🐛 Bug Description
+
+<!-- A clear and concise description of what the bug is. -->
+
+## To Reproduce
+
+Steps to reproduce the behavior:
+
+1.
+1.
+1.
+
+
+## Expected Behavior
+
+<!-- A clear and concise description of what you expected to happen. -->
+
+## Screenshot
+
+<!-- A screenshot of the error message or anything shouldn't appear-->
+
+## Environment
+
+**Note**: One could run `python scripts/collect_info.py` under the `qlib` directory to get the following information.
+
+ - Qlib version:
+ - Python version:
+ - OS (`Windows`, `Linux`, `MacOS`):
+ - Commit number (optional, please provide it if you are using the dev version):
+
+## Additional Notes
+
+<!-- Add any other information about the problem here. -->

.github/ISSUE_TEMPLATE/documentation.md

@@ -0,0 +1,9 @@
+---
+name: "\U0001F4D6 Documentation"
+about: Report an issue related to documentation
+
+---
+
+## 📖 Documentation
+
+<!-- Please specify whether it's tutorial part or API reference part, and describe it.-->

.github/ISSUE_TEMPLATE/feature-request.md

@@ -0,0 +1,25 @@
+---
+name: "\U0001F31FFeature Request"
+about: Request for a new Qlib feature
+labels: enhancement
+
+---
+
+## 🌟 Feature Description
+<!-- A clear and concise description of the feature proposal -->
+
+## Motivation
+
+1. Application scenario
+2. Related works (Papers, Github repos etc.):
+3. Any other relevant and important information:
+
+<!-- Please describe why the feature is important. -->
+
+## Alternatives
+
+<!-- A short description of any alternative solutions or features you've considered. -->
+
+## Additional Notes
+
+<!-- Add any other context or screenshots about the feature request here. -->

.github/ISSUE_TEMPLATE/question.md

@@ -0,0 +1,10 @@
+---
+name: "❓Questions & Help"
+about: Have some questions? We can offer help.
+labels: question
+
+---
+
+## ❓ Questions and Help
+
+We sincerely suggest you to carefully read the [documentation](http://qlib.readthedocs.io/) of our library as well as the official [paper](https://arxiv.org/abs/2009.11189). After that, if you still feel puzzled, please describe the question clearly under this issue.

.github/PULL_REQUEST_TEMPLATE.md

@@ -0,0 +1,24 @@
+<!--- Provide a general summary of your changes in the Title above -->
+
+## Description
+<!--- Describe your changes in detail -->
+
+## Motivation and Context
+<!--- Are there any related issues? If so, please put the link here. -->
+<!--- Why is this change required? What problem does it solve? -->
+
+## How Has This Been Tested?
+- [ ] Pass the test by running: `pytest qlib/tests/test_all_pipeline.py` under upper directory of `qlib`.
+- [ ] If you are adding a new feature, test on your own test scripts.
+
+<!--- **ATTENTION**: If you are adding a new feature, please make sure your codes are **correctly tested**. If our test scripts do not cover your cases, please provide your own test scripts under the `tests` folder and test them. More information about test scripts can be found [here](https://docs.python.org/3/library/unittest.html#basic-example), or you could refer to those we provide under the `tests` folder. -->
+
+## Screenshots of Test Results (if appropriate):
+1. Pipeline test:
+2. Your own tests:
+
+## Types of changes
+<!--- What types of changes does your code introduce? Put an `x` in all the boxes that apply: -->
+- [ ] Fix bugs
+- [ ] Add new feature
+- [ ] Update documentation

.github/release-drafter.yml

@@ -0,0 +1,33 @@
+name-template: 'v$RESOLVED_VERSION 🌈'
+tag-template: 'v$RESOLVED_VERSION'
+categories:
+  - title: '🌟 Features'
+    labels:
+      - 'feature'
+      - 'enhancement'
+  - title: '🐛 Bug Fixes'
+    labels:
+      - 'fix'
+      - 'bugfix'
+      - 'bug'
+  - title: '📚 Documentation'
+    label: 
+      - 'doc'
+      - 'documentation'
+change-template: '- $TITLE @$AUTHOR (#$NUMBER)'
+change-title-escapes: '\<*_&' # You can add # and @ to disable mentions, and add ` to disable code blocks.
+version-resolver:
+  major:
+    labels:
+      - 'major'
+  minor:
+    labels:
+      - 'minor'
+  patch:
+    labels:
+      - 'patch'
+  default: patch
+template: |
+  ## Changes
+
+  $CHANGES

.github/workflows/python-publish.yml

@@ -0,0 +1,61 @@
+# This workflows will upload a Python Package using Twine when a release is created
+# For more information see: https://help.github.com/en/actions/language-and-framework-guides/using-python-with-github-actions#publishing-to-package-registries
+
+name: Upload Python Package
+
+on:
+  release:
+    types: [created]
+
+jobs:
+  deploy_with_bdist_wheel:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [windows-latest, macos-latest]
+        python-version: [3.6, 3.7, 3.8]
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install setuptools wheel twine
+    - name: Build wheel on Windows
+      run: |
+        pip install numpy
+        pip install cython
+        python setup.py bdist_wheel
+    - name: Build and publish
+      env:
+        TWINE_USERNAME: ${{ secrets.PYPI_USERNAME }}
+        TWINE_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
+      run: |
+        twine upload dist/*
+
+  deploy_with_manylinux:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - name: Build wheel on Linux
+      uses: RalfG/python-wheels-manylinux-build@v0.3.1-manylinux2010_x86_64
+      with:
+        python-versions: 'cp36-cp36m cp37-cp37m cp38-cp38'
+        build-requirements: 'numpy cython'
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: 3.7
+    - name: Install dependencies
+      run: |
+        pip install twine  
+    - name: Build and publish
+      env:
+        TWINE_USERNAME: ${{ secrets.PYPI_USERNAME }}
+        TWINE_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
+      run: |
+        twine upload dist/pyqlib-*-manylinux*.whl

.github/workflows/release-drafter.yml

@@ -0,0 +1,19 @@
+name: Release Drafter
+
+on:
+  push:
+    # branches to consider in the event; optional, defaults to all
+    branches:
+      - master
+
+jobs:
+  update_release_draft:
+    runs-on: ubuntu-latest
+    steps:
+      # Drafts your next Release notes as Pull Requests are merged into "master"
+      - uses: release-drafter/release-drafter@v5.11.0
+        with:
+          # (Optional) specify config name to use, relative to .github/. Default: release-drafter.yml
+          # config-name: my-config.yml
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

.github/workflows/test.yml

@@ -0,0 +1,60 @@
+name: Test 
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+  build:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [windows-latest, ubuntu-16.04, ubuntu-18.04, macos-latest]
+        python-version: [3.6, 3.7, 3.8]
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install dependencies
+      run: |
+        pip install --upgrade cython
+        pip install numpy jupyter jupyter_contrib_nbextensions
+        python setup.py install
+
+    - name: Install Lightgbm for MacOS
+      if: runner.os == 'macOS'
+      run: |
+        /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install.sh)"
+        brew install lightgbm
+
+    - name: Install test dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install flake8 pytest
+
+    - name: Lint with flake8
+      run: |
+        # stop the build if there are Python syntax errors or undefined names
+        flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
+        # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
+        flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
+
+    - name: Unit tests with Pytest
+      run: |
+        cd tests
+        pytest . --durations=0
+
+    - name: Test data downloads and examples
+      run: |
+        python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+        # cd examples
+        # estimator -c estimator/estimator_config.yaml
+        # jupyter nbconvert --execute estimator/analyze_from_estimator.ipynb --to html

.gitignore

@@ -31,3 +31,5 @@ mlruns/
 
 tags
 
+.pytest_cache/
+.vscode/

README.md

@@ -1,9 +1,15 @@
-
+[![Python Versions](https://img.shields.io/pypi/pyversions/pyqlib.svg?logo=python&logoColor=white)](https://pypi.org/project/pyqlib/#files)
+[![Platform](https://img.shields.io/badge/platform-linux%20%7C%20windows%20%7C%20macos-lightgrey)](https://pypi.org/project/pyqlib/#files)
+[![PypI Versions](https://img.shields.io/pypi/v/pyqlib)](https://pypi.org/project/pyqlib/#files)
+[![Documentation Status](https://readthedocs.org/projects/qlib/badge/?version=latest)](https://qlib.readthedocs.io/en/latest/?badge=latest)
+![Upload Python Package](https://github.com/microsoft/qlib/workflows/Upload%20Python%20Package/badge.svg)
+[![License](https://img.shields.io/pypi/l/pyqlib)](LICENSE)
 [![Join the chat at https://gitter.im/Microsoft/qlib](https://badges.gitter.im/Microsoft/qlib.svg)](https://gitter.im/Microsoft/qlib?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge)
 
-<div style="text-align: center">
-<img src="http://fintech.msra.cn/images/logo/white_bg_rec+word.png" />
-</div>
+
+<p align="center">
+  <img src="http://fintech.msra.cn/images/logo/1.png" />
+</p>
 
 
 Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
@@ -56,7 +62,13 @@ This quick start guide tries to demonstrate
 
 ## Installation
 
-Users can easily intsall ``Qlib`` according to the following steps:
+Users can easily install ``Qlib`` by pip according to the following command
+
+```bash
+  pip install pyqlib
+```
+
+Also, Users can install ``Qlib`` by the source code according to the following steps:
 
 * Before installing ``Qlib`` from source, users need to install some dependencies:
 
@@ -83,7 +95,7 @@ This dataset is created by public data collected by [crawler scripts](scripts/da
 the same repository.
 Users could create the same dataset with it. 
 
-*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*
+*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*.
 
 <!-- 
 - Run the initialization code and get stock data:
@@ -115,7 +127,7 @@ Users could create the same dataset with it.
 ## Auto Quant Research Workflow
 Qlib provides a tool named `Estimator` to run the whole workflow automatically (including building dataset, training models, backtest and evaluation). You can start an auto quant research workflow and have a graphical reports analysis according to the following steps: 
 
-1. Quant Research Workflow: Run  `Estimator` with [estimator_config.yaml](examples/estimator/estimator_config.yaml) as following.
+1. Quant Research Workflow: Run  `Estimator` with [estimator_config.yaml](examples/estimator/estimator_config.yaml) as following. (*Please note that this may **not work** under MacOS with Python 3.8 due to the incompatibility of the `sacred` package we use with Python 3.8. We will fix this bug in the future.*)
     ```bash
       cd examples  # Avoid running program under the directory contains `qlib`
       estimator -c estimator/estimator_config.yaml
@@ -154,10 +166,9 @@ Qlib provides a tool named `Estimator` to run the whole workflow automatically (
       - Auto Correlation of forecasting signal (model prediction)
       ![Auto Correlation](http://fintech.msra.cn/images/analysis/analysis_model_auto_correlation.png?v=0.1)
 
-
     - Portfolio analysis
       - Backtest return
-      ![Report](http://fintech.msra.cn/images/analysis/report.png)
+      ![Report](http://fintech.msra.cn/images/analysis/report.png?v=0.1)
       <!-- 
       - Score IC
       ![Score IC](docs/_static/img/score_ic.png)
@@ -184,7 +195,7 @@ Your PR of new Quant models is highly welcomed.
 # Quant Dataset Zoo
 Dataset plays a very important role in Quant. Here is a list of the datasets build on `Qlib`.
 - [Alpha360](./qlib/contrib/estimator/handler.py)
-- [QLibDataHandlerClose](./qlib/contrib/estimator/handler.py)
+- [Alpha158](./qlib/contrib/estimator/handler.py)
 
 Here is a tutorial to build dataset with `Qlib`.
 Your PR to build new Quant dataset is highly welcomed.