repo_description: Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
repo_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
code: module.exports = {
      extends: ["@commitlint/config-conventional"],
      rules: {
          // Configuration Format: [level, applicability, value]
          // level: Error level, usually expressed as a number:
          //     0 - disable rule
          //     1 - Warning (does not prevent commits)
          //     2 - Error (will block the commit)
          // applicability: the conditions under which the rule applies, commonly used values:
          //     “always” - always apply the rule
          //     “never” - never apply the rule
          // value: the specific value of the rule, e.g. a maximum length of 100.
          // Refs: https://commitlint.js.org/reference/rules-configuration.html
        "header-max-length": [2, "always", 100],
        "type-enum": [
          2,
          "always",
          ["build", "chore", "ci", "docs", "feat", "fix", "perf", "refactor", "revert", "style", "test", "Release-As"]
        ]
      }
    };
  