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Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
https://qlib.readthedocs.io/en/latest/
MIT License
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The Graph Related Models are broken #1460

Open you-n-g opened 1 year ago

you-n-g commented 1 year ago

🐛 Bug Description

Due to the rearranging of the data in memory,
the TSDataSampler based Graph-based models will not work properly now. Because the grouping by day mechanism is broken.

To Reproduce

Run this model. https://github.com/microsoft/qlib/blob/main/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml

Expected Behavior

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.

Additional Notes

chuhuan88 commented 1 year ago

Hello, can you share the downloaded dataset with me, I can't get on Yahoo, thank you very much.

Starr8845 commented 1 year ago

I encountered the same issue. You're correct, there seems to be a bug that's causing this problem. I spent more than two days trying to understand why it's not functioning as expected, which was a rather taxing process. Your issue post would have been extremely helpful during my troubleshooting process if I saw it earlier.