You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
if the input csv files of dump_fix mode only have part of the times in the calendars, the dump_fix generated database is only accessible for the times in the input csv, although all other dates are still in the calendar.
To Reproduce
Steps to reproduce the behavior:
use the following script to test available data in the database
import qlib
qlib.init(provider_uri="qlib_data/day", dataset_cache=None, custom_ops=[], expression_cache=None, region=qlib.config.REG_US)
from qlib.data import D
import pandas as pd
close = D.features(instruments=["SPY"], fields=["$close"], start_time="2022-07-01", end_time="2022-07-31", freq="day")
df = pd.DataFrame(index=close.reset_index().datetime)
df["close"] = close.reset_index(drop=True).values
print(df.tail(5))
build the database with full calendar csv (say, from 2000-01-01 to 2022-07-25), then dump_fix the database using only one day csv (say, with only 2022-07-25), then the resulted database only have data on 2022-07-25
Expected Behavior
The dump_fix should not affect data that is not in the input csv
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.
Linux
x86_64
Linux-4.18.0-147.el8.x86_64-x86_64-with-glibc2.2.5 #1 SMP Wed Dec 4 21:51:45 UTC 2019
Python version: 3.8.6 (default, Oct 22 2020, 17:03:03) [GCC 9.3.0]
🐛 Bug Description
if the input csv files of dump_fix mode only have part of the times in the calendars, the dump_fix generated database is only accessible for the times in the input csv, although all other dates are still in the calendar.
To Reproduce
Steps to reproduce the behavior:
use the following script to test available data in the database
build the database with full calendar csv (say, from 2000-01-01 to 2022-07-25), then dump_fix the database using only one day csv (say, with only 2022-07-25), then the resulted database only have data on 2022-07-25
Expected Behavior
The dump_fix should not affect data that is not in the input csv
Screenshot
Environment
Note: User could run
cd scripts && python collect_info.py all
under project directory to get system informationand paste them here directly.
Linux
x86_64
Linux-4.18.0-147.el8.x86_64-x86_64-with-glibc2.2.5
#1 SMP Wed Dec 4 21:51:45 UTC 2019
Python version: 3.8.6 (default, Oct 22 2020, 17:03:03) [GCC 9.3.0]
Qlib version: 0.8.6.99
numpy==1.23.1
pandas==1.3.5
scipy==1.8.1
requests==2.28.1
sacred==0.8.2
python-socketio==5.7.1
redis==4.3.4
python-redis-lock==3.7.0
schedule==1.1.0
cvxpy==1.2.1
hyperopt==0.1.2
fire==0.4.0
statsmodels==0.13.2
xlrd==2.0.1
plotly==5.9.0
matplotlib==3.5.2
tables==3.7.0
pyyaml==6.0
mlflow==1.27.0
tqdm==4.64.0
loguru==0.6.0
lightgbm==3.3.2
tornado==6.2
joblib==1.1.0
fire==0.4.0
ruamel.yaml==0.17.21
Additional Notes
The text was updated successfully, but these errors were encountered: