Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add future trading date collector #405

Merged
merged 1 commit into from Apr 28, 2021

Conversation

zhupr
Copy link
Collaborator

@zhupr zhupr commented Apr 27, 2021

Description

Add future trading date collector

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

from data_collector.utils import generate_minutes_calendar_from_daily


def read_calendar_from_qlib(qlib_dir: Path) -> pd.DataFrame:
Copy link
Collaborator

@you-n-g you-n-g Apr 27, 2021

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Will it be better to use backed storage if it is merged?

@you-n-g you-n-g merged commit 5a7f9ef into microsoft:main Apr 28, 2021
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants