[807] Move the REG_CONSTANT/EPS to constant.py. (microsoft#811)

* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.

Author: ChiahungTai

README.md

@@ -195,7 +195,7 @@ We recommend users to prepare their own data if they have a high-quality dataset
   ```python
   import qlib
   from qlib.data import D
-  from qlib.config import REG_CN
+  from qlib.constant import REG_CN
 
   # Initialization
   mount_path = "~/.qlib/qlib_data/cn_data"  # target_dir

docs/component/data.rst

@@ -219,7 +219,7 @@ The `trade unit` defines the unit number of stocks can be used in a trade, and t
 
         .. code-block:: python
 
-            from qlib.config import REG_CN
+            from qlib.constant import REG_CN
             qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=REG_CN)
         
 

docs/start/initialization.rst

@@ -27,7 +27,7 @@ Initialize Qlib before calling other APIs: run following code in python.
 
         import qlib
         # region in [REG_CN, REG_US]
-        from qlib.config import REG_CN
+        from qlib.constant import REG_CN
         provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
         qlib.init(provider_uri=provider_uri, region=REG_CN)
     
@@ -42,10 +42,10 @@ Besides `provider_uri` and `region`, `qlib.init` has other parameters. The follo
 - `provider_uri`
     Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by ``get_data.py`` are stored.
 - `region`
-    Type: str, optional parameter(default: `qlib.config.REG_CN`).
-        Currently: ``qlib.config.REG_US`` ('us') and ``qlib.config.REG_CN`` ('cn') is supported. Different value of  `region` will result in different stock market mode.
-        - ``qlib.config.REG_US``: US stock market.
-        - ``qlib.config.REG_CN``: China stock market.
+    Type: str, optional parameter(default: `qlib.constant.REG_CN`).
+        Currently: ``qlib.constant.REG_US`` ('us') and ``qlib.constant.REG_CN`` ('cn') is supported. Different value of  `region` will result in different stock market mode.
+        - ``qlib.constant.REG_US``: US stock market.
+        - ``qlib.constant.REG_CN``: China stock market.
 
         Different modes will result in different trading limitations and costs.
         The region is just `shortcuts for defining a batch of configurations <https://github.com/microsoft/qlib/blob/main/qlib/config.py#L239>`_. Users can set the key configurations manually if the existing region setting can't meet their requirements.

examples/highfreq/highfreq_processor.py

@@ -1,5 +1,6 @@
 import numpy as np
 import pandas as pd
+from qlib.constant import EPS
 from qlib.data.dataset.processor import Processor
 from qlib.data.dataset.utils import fetch_df_by_index
 
@@ -27,7 +28,7 @@ def fit(self, df_features):
                 part_values = np.log1p(part_values)
             self.feature_med[name] = np.nanmedian(part_values)
             part_values = part_values - self.feature_med[name]
-            self.feature_std[name] = np.nanmedian(np.absolute(part_values)) * 1.4826 + 1e-12
+            self.feature_std[name] = np.nanmedian(np.absolute(part_values)) * 1.4826 + EPS
             part_values = part_values / self.feature_std[name]
             self.feature_vmax[name] = np.nanmax(part_values)
             self.feature_vmin[name] = np.nanmin(part_values)

examples/highfreq/workflow.py

@@ -5,7 +5,8 @@
 
 import qlib
 import pickle
-from qlib.config import REG_CN, HIGH_FREQ_CONFIG
+from qlib.constant import REG_CN
+from qlib.config import HIGH_FREQ_CONFIG
 
 from qlib.utils import init_instance_by_config
 from qlib.data.dataset.handler import DataHandlerLP

examples/hyperparameter/LightGBM/hyperparameter_158.py

@@ -1,6 +1,6 @@
 import qlib
 import optuna
-from qlib.config import REG_CN
+from qlib.constant import REG_CN
 from qlib.utils import init_instance_by_config
 from qlib.tests.config import CSI300_DATASET_CONFIG
 from qlib.tests.data import GetData

examples/hyperparameter/LightGBM/hyperparameter_360.py

@@ -1,6 +1,6 @@
 import qlib
 import optuna
-from qlib.config import REG_CN
+from qlib.constant import REG_CN
 from qlib.utils import init_instance_by_config
 from qlib.tests.data import GetData
 from qlib.tests.config import get_dataset_config, CSI300_MARKET, DATASET_ALPHA360_CLASS

examples/model_interpreter/feature.py

@@ -3,7 +3,7 @@
 
 
 import qlib
-from qlib.config import REG_CN
+from qlib.constant import REG_CN
 
 from qlib.utils import init_instance_by_config
 from qlib.tests.data import GetData

examples/model_rolling/task_manager_rolling.py

@@ -11,7 +11,7 @@
 
 import fire
 import qlib
-from qlib.config import REG_CN
+from qlib.constant import REG_CN
 from qlib.workflow import R
 from qlib.workflow.task.gen import RollingGen, task_generator
 from qlib.workflow.task.manage import TaskManager, run_task

examples/nested_decision_execution/workflow.py

@@ -100,7 +100,8 @@
 import qlib
 import fire
 import pandas as pd
-from qlib.config import REG_CN, HIGH_FREQ_CONFIG
+from qlib.constant import REG_CN
+from qlib.config import HIGH_FREQ_CONFIG
 from qlib.data import D
 from qlib.utils import exists_qlib_data, init_instance_by_config, flatten_dict
 from qlib.workflow import R