qlib
qlib copied to clipboard
Support monrhly interval in PIT.
🌟 Feature Description
Support monthly interval in PIT.
Motivation
- Application scenario
- Related works (Papers, Github repos etc.):
- Any other relevant and important information:
Some markets(ex: Taiwan Stock Market) will provide monthly revenue every month. So that make senese to support monthly in PIT.
Alternatives
N/A
Additional Notes
Related codes
- dump_pit.py
- pit/collector.py
- qlib/data/data.py: LocalPITProvider
- qlib/utils/init.py: get_period_list, get_period_offset, read_period_data
- test_pit.py
@bxdd @you-n-g, how do you think? Is there any related code I am missing?
@ChiahungTai I reviewed this PR again https://github.com/microsoft/qlib/pull/343/files . And I think you have considered all the related code. Looking forward to your PR :)
Thanks :)
Thanks for your comment. I will do my best.