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: import os
  
  import numpy
  from setuptools import Extension, setup
  
  NUMPY_INCLUDE = numpy.get_include()
  
  
  setup(
      ext_modules=[
          Extension(
              "qlib.data._libs.rolling",
              ["qlib/data/_libs/rolling.pyx"],
              language="c++",
              include_dirs=[NUMPY_INCLUDE],
          ),
          Extension(
              "qlib.data._libs.expanding",
              ["qlib/data/_libs/expanding.pyx"],
              language="c++",
              include_dirs=[NUMPY_INCLUDE],
          ),
      ],
  )
  