qlib icon indicating copy to clipboard operation
qlib copied to clipboard

Add FileFinancialStorage

Open Chaoyingz opened this issue 2 years ago • 4 comments

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 extending Interval 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 of qlib.
  • [x] If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test: image

  2. Your own tests: image

Types of changes

  • [ ] Fix bugs
  • [x] Add new feature
  • [ ] Update documentation

Notes

related PR #1000

Chaoyingz avatar Aug 10 '22 09:08 Chaoyingz

Thanks for your contribution! Please check the errors in the CI

you-n-g avatar Aug 12 '22 10:08 you-n-g

@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?

Chaoyingz avatar Aug 12 '22 10:08 Chaoyingz

@you-n-g CI bug fixed.

Chaoyingz avatar Aug 15 '22 09:08 Chaoyingz

Sorry for the late response. I'm a little confused by the latest test. Could you please give some explanation about it? Thanks.

@Chaoyingz

you-n-g avatar Aug 29 '22 09:08 you-n-g

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

github-actions[bot] avatar Feb 08 '23 15:02 github-actions[bot]