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Update index_data.py for datatype conversion and alignment #1813

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merged 4 commits into from
Jun 24, 2024

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taozhiwang
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Description

Hi,

Here I change index_data.py for converting time in datetime64 into the same precision with user data. This helps users avoid query failures due to precision issues.

Datetype detection is performed during initialization to avoid inconsistencies in the format of user data. This may have some impact on efficiency.

Changed files:

  1. index_data.py change __init__ under Index for the initial alignment test, also change _convert_type for detecting data type and convert precision
  2. test_index_data.py test above changes
  3. shrink.py pre-commit auto-correction

Motivation and Context

issue 1806

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:
image
  1. Your own tests:
image

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Jun 22, 2024
@taozhiwang
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@microsoft-github-policy-service agree

qlib/utils/index_data.py Outdated Show resolved Hide resolved
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@you-n-g you-n-g merged commit cde8020 into microsoft:main Jun 24, 2024
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@you-n-g
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you-n-g commented Jun 24, 2024

Thanks for your great efforts.

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2 participants