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microsoft
datetime occurs multiple times
🐛 Bug Description
when change example config to alpha360, datetime occurs multiple times error occurs. i debug to recognize may be record_temp.py can fix to solve
To Reproduce
Steps to reproduce the behavior:
1.change the data handler to use alpha360
dataset:
class: DatasetH
module_path: qlib.data.dataset
kwargs:
handler:
class: Alpha360
module_path: qlib.contrib.data.handler
kwargs: *data_handler_config
segments:
train: [2022-04-12, 2024-08-12]
valid: [2024-08-13, 2024-12-31]
test: [2025-01-05, 2025-04-01]
- qrun config
Expected Behavior
no error
Screenshot
Environment
Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.
- Qlib version: 0.9.6
- Python version:3.10
- OS (
Windows):
Additional Notes
after i change the code from workflow/record_temp.py function _generate
def _generate(self, **kwargs):
pred = self.load("pred.pkl")
# replace the "<PRED>" with prediction saved before
placeholder_value = {"<PRED>": pred}
for k in "executor_config", "strategy_config":
setattr(self, k, fill_placeholder(getattr(self, k), placeholder_value))
# if the backtesting time range is not set, it will automatically extract time range from the prediction file
dt_values = pred.index.get_level_values("datetime")
if self.backtest_config["start_time"] is None:
self.backtest_config["start_time"] = dt_values.min()
if self.backtest_config["end_time"] is None:
self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), 1)
......
to
def _generate(self, **kwargs):
pred = self.load("pred.pkl")
# replace the "<PRED>" with prediction saved before
placeholder_value = {"<PRED>": pred}
for k in "executor_config", "strategy_config":
setattr(self, k, fill_placeholder(getattr(self, k), placeholder_value))
# if the backtesting time range is not set, it will automatically extract time range from the prediction file
datetime_level = pred.index.names.index("datetime")
dt_values = pred.index.get_level_values(datetime_level)
if self.backtest_config["start_time"] is None:
self.backtest_config["start_time"] = dt_values.min()
if self.backtest_config["end_time"] is None:
self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), 1)
....
the error disapper
