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Support Point-in-time Data Operation #343

Merged
merged 34 commits into from
Mar 10, 2022
Merged

Support Point-in-time Data Operation #343

merged 34 commits into from
Mar 10, 2022

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bxdd
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@bxdd bxdd commented Mar 16, 2021

Description

Support Point-in-time Data Operation

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.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

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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

@github-actions github-actions bot added the stale label Nov 10, 2021
@you-n-g you-n-g removed the stale label Nov 10, 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
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Please use english

requests
pandas
lxml
loguru
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duplicated logurr

```bash

# 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

@@ -224,3 +229,362 @@ class ExpressionOps(Expression):
"""

pass


class PExpression(abc.ABC):
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MetaClass

@Chaoyingz
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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。

@you-n-g
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you-n-g commented Mar 2, 2022

@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 :)

@you-n-g you-n-g marked this pull request as draft March 4, 2022 09:36
@you-n-g you-n-g marked this pull request as ready for review March 10, 2022 04:34
@you-n-g
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you-n-g commented Mar 10, 2022

The development of this PR is finished and it is ready for review now.
Welcome to try this feature.

It will be merged to master soon!

@Chaoyingz

@you-n-g you-n-g merged commit faa99f3 into microsoft:main Mar 10, 2022
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 <afe.young@gmail.com>
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5 participants