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What is the meaning of $factor column in 'daily_pv.h5'?

Open Hanson13 opened this issue 6 months ago • 0 comments

❓ Questions and Help

We sincerely suggest you to carefully read the documentation. After that, if you still feel puzzled, please describe the question clearly under this issue.

Hi, I find there is a column named '$factor' in the file 'daily_pv.h5' of the qlib scenario, whose definition is 'factor value of the stock on that day'. But in my understanding, 'daily_pv.h5' is an initial input including price and volume value, could you please explain how '$factor' was computed? Thank you!

Here is the README file:

NOTE: **key is always "data" for all hdf5 files **.

# Here is a short description about the data

| Filename       | Description                                                      |
| -------------- | -----------------------------------------------------------------|
| "daily_pv.h5"  | Adjusted daily price and volume data.                            |


# For different data, We have some basic knowledge for them

## Daily price and volume data
$open: open price of the stock on that day.
$close: close price of the stock on that day.
$high: high price of the stock on that day.
$low: low price of the stock on that day.
$volume: volume of the stock on that day.
$factor: factor value of the stock on that day.

Hanson13 avatar May 27 '25 07:05 Hanson13