Data is fetched twice in CSI500 index collector

microsoft / qlib

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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Data is fetched twice in CSI500 index collector #1729

Open Chlorie opened 5 months ago

Chlorie commented 5 months ago

https://github.com/microsoft/qlib/blob/98f569eed2252cc7fad0c120cad44f6181c3acf6/scripts/data_collector/cn_index/collector.py#L401-L408

result is overwritten with the call to self.get_data_from_baostock(date), and that function contains exactly the same code as the lines above the overwrite. Might be an oversight during refactoring.

SunsetWolf commented 5 months ago

Would you like to create a pull request to fix this issue.