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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fix StaticDataLoader #1745

Closed xwJohn closed 5 months ago

xwJohn commented 5 months ago

Description

Motivation and Context

The StaticDataLoader couldn't load correctly while have multi-instruments in the loader.

How Has This Been Tested?

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests: test

Types of changes