qlib
qlib copied to clipboard
Add FileFinancialStorage
Description
See https://github.com/microsoft/qlib/issues/1241.
Changes:
-
Pfeature
can be used independently. - When writing PIT data, the data is sorted as described by the PIT documentation.
- Support to update PIT data.
- Read data by index slicing of the period list.
- Add the
FinancialInterval
class makes extendingInterval
easier. - Modify the
dump_pit
script to make the behavior of reading and writing pit data more uniform.
Motivation and Context
How Has This Been Tested?
- [ ] Pass the test by running:
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
. - [x] If you are adding a new feature, test on your own test scripts.
Screenshots of Test Results (if appropriate):
-
Pipeline test:
-
Your own tests:
Types of changes
- [ ] Fix bugs
- [x] Add new feature
- [ ] Update documentation
Notes
related PR #1000
Thanks for your contribution! Please check the errors in the CI
@you-n-g thank you for your reply. I tried to use an empty docker image locally to simulate the CI process (directly clone the code of this branch and then create the environment according to the CI process), and the test can be passed. Do you know any way to debug this CI errors?
@you-n-g CI bug fixed.
Sorry for the late response. I'm a little confused by the latest test. Could you please give some explanation about it? Thanks.
@Chaoyingz
This PR is stale because it has been open for a year with no activity. Remove the stale label or comment on the PR otherwise this will be closed in 5 days