qlib
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Is there any codes to dump features?
I try examples/data_demo/data_cache_demo.py with benchmarks/TRA/workflow_config_tra_Alpha158.yaml, and only get handler.pkl. It is only an object of class Alpha158 rather than the features. I want to dump the features into local disk, but I did not find any document to support it.
If you want to dump the data into a bin file supported by qlib, you can refer to step 3 in this document.