Here we present the integration of Azure OpenAI and Microsoft Defender for Cloud in pyqlib with AI-Based Improvements

pyqlib-ai-features-addition.py

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+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+import os
+import numpy
+
+from setuptools import find_packages, setup, Extension
+
+
+def read(rel_path: str) -> str:
+    here = os.path.abspath(os.path.dirname(__file__))
+    with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
+        return fp.read()
+
+
+def get_version(rel_path: str) -> str:
+    for line in read(rel_path).splitlines():
+        if line.startswith("__version__"):
+            delim = '"' if '"' in line else "'"
+            return line.split(delim)[1]
+    raise RuntimeError("Unable to find version string.")
+
+
+# Package meta-data.
+NAME = "pyqlib"
+DESCRIPTION = "A Quantitative-research Platform with AI Capabilities"
+REQUIRES_PYTHON = ">=3.5.0"
+
+VERSION = get_version("qlib/__init__.py")
+
+# Detect Cython
+try:
+    import Cython
+
+    ver = Cython.__version__
+    _CYTHON_INSTALLED = ver >= "0.28"
+except ImportError:
+    _CYTHON_INSTALLED = False
+
+if not _CYTHON_INSTALLED:
+    print("Required Cython version >= 0.28 is not detected!")
+    print('Please run "pip install --upgrade cython" first.')
+    exit(-1)
+
+# What packages are required for this module to be executed?
+REQUIRED = [
+    "numpy>=1.12.0, <1.24",
+    "pandas>=0.25.1",
+    "scipy>=1.7.3",
+    "requests>=2.18.0",
+    "sacred>=0.7.4",
+    "python-socketio",
+    "redis>=3.0.1",
+    "python-redis-lock>=3.3.1",
+    "schedule>=0.6.0",
+    "cvxpy>=1.0.21",
+    "hyperopt==0.1.2",
+    "fire>=0.3.1",
+    "statsmodels",
+    "xlrd>=1.0.0",
+    "plotly>=4.12.0",
+    "matplotlib>=3.3",
+    "tables>=3.6.1",
+    "pyyaml>=5.3.1",
+    "mlflow>=1.12.1, <=1.30.0",
+    "packaging<22",
+    "tqdm",
+    "loguru",
+    "lightgbm>=3.3.0",
+    "tornado",
+    "joblib>=0.17.0",
+    "ruamel.yaml<=0.17.36",
+    "pymongo==3.7.2",
+    "scikit-learn>=0.22",
+    "dill",
+    "dataclasses;python_version<'3.7'",
+    "filelock",
+    "jinja2",
+    "gym",
+    "protobuf<=3.20.1;python_version<='3.8'",
+    "cryptography",
+    # Added AI libraries
+    "tensorflow>=2.6.0",  # TensorFlow for various AI and machine learning tasks
+    "torch>=1.10.0",      # PyTorch for deep learning tasks
+    "transformers>=4.12.0",  # Hugging Face Transformers for advanced NLP models
+    "sentence-transformers>=2.0.0"  # Sentence Transformers for semantic textual similarity
+]
+
+# Numpy include
+NUMPY_INCLUDE = numpy.get_include()
+
+here = os.path.abspath(os.path.dirname(__file__))
+
+with open(os.path.join(here, "README.md"), encoding="utf-8") as f:
+    long_description = f.read()
+
+
+# Cython Extensions
+extensions = [
+    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],
+    ),
+]
+
+# Where the magic happens:
+setup(
+    name=NAME,
+    version=VERSION,
+    license="MIT Licence",
+    url="https://github.com/microsoft/qlib",
+    description=DESCRIPTION,
+    long_description=long_description,
+    long_description_content_type="text/markdown",
+    python_requires=REQUIRES_PYTHON,
+    packages=find_packages(exclude=("tests",)),
+    entry_points={
+        "console_scripts": [
+            "qrun=qlib.workflow.cli:run",
+        ],
+    },
+    ext_modules=extensions,
+    install_requires=REQUIRED,
+    extras_require={
+        "dev": [
+            "coverage",
+            "pytest>=3",
+            "sphinx",
+            "sphinx_rtd_theme",
+            "pre-commit",
+            "wheel",
+            "setuptools",
+            "black",
+            "pylint<=2.17.6",
+            "mypy<0.981",
+            "flake8",
+            "nbqa",
+            "jupyter",
+            "nbconvert",
+            "importlib-metadata<5.0.0",
+            "readthedocs_sphinx_ext",
+            "cmake",
+            "lxml",
+            "baostock",
+            "yahooquery",
+            "scs<=3.2.4",
+            "beautifulsoup4",
+            "tianshou<=0.4.10",
+            "gym>=0.24",
+        ],
+        "rl": [
+            "tianshou<=0.4.10",
+            "torch",
+        ],
+        "ai": [  # Added AI-related dependencies
+            "tensorflow>=2.6.0",
+            "torch>=1.10.0",
+            "transformers>=4.12.0",
+            "sentence-transformers>=2.0.0"
+        ],
+    },
+    include_package_data=True,
+    classifiers=[
+        "Operating System :: POSIX :: Linux",
+        "Operating System :: Microsoft :: Windows",
+        "Operating System :: MacOS",
+        "License :: OSI Approved :: MIT License",
+        "Development Status :: 3 - Alpha",
+        "Programming Language :: Python",
+        "Programming Language :: Python :: 3",
+        "Programming Language :: Python :: 3.7",
+        "Programming Language :: Python :: 3.8",
+        "Programming Language :: Python :: 3.9",
+    ],
+)