v0.9.7 🌈

Changes

🌟 Features

• feat: data improve, support parquet @you-n-g (#1966)
• feat: use pydantic-settings for MLflow config and update dependencies @you-n-g (#1962)
• refactor: introduce BaseDataHandler and unify fetch interface @you-n-g (#1958)
• Implement geometric accumulation mode for risk_analysis function @SunsetWolf (#1938)
• Add util function to help automatically get horizon @chenditc (#1509)
• [feat] fix a bug and adapt general_nn for use with rdagent_qlib @WinstonLiyt (#1928)
• DRAFT add Data Health Checker @benheckmann (#1574)

🐛 Bug Fixes

• fix: upgrade the method of installing LightGBM on MacOS @SunsetWolf (#1980)
• disable pylint error @SunsetWolf (#1960)
• Fixing Security Vulnerabilities @SunsetWolf (#1941)
• The plotly figure is empty in the code block "Basic data" @ziphei (#1902)
• [fix] keep group_keys=False in Average Ensemble @lingbai-kong (#1913)
• fix ci error @SunsetWolf (#1921)
• Fix issue 1892 @SunsetWolf (#1916)
• fix fillna bug @SunsetWolf (#1914)
• fix col name error when fetch data @SunsetWolf (#1904)
• fix pkl file not loading in StaticDataLoader @SunsetWolf (#1896)
• Fix csi300 constituents url @SunsetWolf (#1883)
• Fix the empty price_s case and self.instruments in SBBStrategyEMA. @ChiahungTai (#1677)
• Bump version @SunsetWolf (#1872)

📚 Documentation

• feat: data improve, support parquet @you-n-g (#1966)
• fix: typo @EmreKb (#1943)
• Update README.md @you-n-g (#1940)
• doc: update README.md @you-n-g (#1929)
• [Fix]Update data preparation part in README.md @YeewahChan (#1924)
• fixed a problem with multi index caused by the default value of groupkey @SunsetWolf (#1917)
• fix bugs in the documentation @SunsetWolf (#1918)
• DRAFT add Data Health Checker @benheckmann (#1574)
• Update links to chenditc/investment_data to always point to latest release @codecnotsupported (#1877)
• Fix broken URL for RL @SunsetWolf (#1881)
• Bump version @SunsetWolf (#1872)

🧹 Maintenance

• fixed a problem with multi index caused by the default value of groupkey @SunsetWolf (#1917)