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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High-frequency data (5-minute intervals) preparation question #1772

Open ElonJustin7 opened 6 months ago

ElonJustin7 commented 6 months ago

❓ Questions and Help

How can I convert my own prepared high-frequency data (5-minute intervals) into the Qlib format and use it? I find the demonstrations for high-frequency data quite complex.

Thanks !