Support Point-in-time Data Operation #343
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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 |
you-n-g
reviewed
Dec 9, 2021
| report_list = [] | ||
| while (rs_report.error_code == "0") & rs_report.next(): | ||
| report_list.append(rs_report.get_row_data()) | ||
| # 获取一条记录，将记录合并在一起 |
| requests | ||
| pandas | ||
| lxml | ||
| loguru |
scripts/data_collector/pit/README.md
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| ```bash | ||
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| # download from baostock.com | ||
| python collector.py download_data --source_dir /data1/v-xiabi/qlib/pit/csv_2 --start 2000-01-01 --end 2020-01-01 --interval quarterly |
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Using a more general path will be better
qlib/data/base.py
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| @@ -224,3 +229,362 @@ class ExpressionOps(Expression): | |||
| """ | |||
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| pass | |||
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| class PExpression(abc.ABC): | |||
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我想在本地把这个pr合并到当前主分支来用，但是有大量的代码冲突。请问这个pr还在开发中吗？没有的话我准备在当前主分支版本的基础上按照这个pr的逻辑进行开发来支持时点数据。 |
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@Chaoyingz 还在开发中， 这几天我把这些梳理梳理 整理 一版 出来， 回头咱一起讨论讨论 后面持续优化 :) |
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The development of this PR is finished and it is ready for review now. It will be merged to master soon! |
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* add period ops class * black format * add pit data read * fix bug in period ops * update ops runnable * update PIT test example * black format * update PIT test * update tets_PIT * update code format * add check_feature_exist * black format * optimize the PIT Algorithm * fix bug * update example * update test_PIT name * add pit collector * black format * fix bugs * fix try * fix bug & add dump_pit.py * Successfully run and understand PIT * Add some docs and remove a bug * mv crypto collector * black format * Run succesfully after merging master * Pass test and fix code * remove useless PIT code * fix PYlint * Rename Co-authored-by: Young <[email protected]>
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Description
Support Point-in-time Data Operation
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes