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.
Here I change index_data.py for converting time in datetime64 into the same precision with user data. This helps users avoid query failures due to precision issues.
Datetype detection is performed during initialization to avoid inconsistencies in the format of user data. This may have some impact on efficiency.
Changed files:
index_data.py change __init__ under Index for the initial alignment test, also change _convert_type for detecting data type and convert precision
Description
Hi,
Here I change
index_data.py
for converting time in datetime64 into the same precision with user data. This helps users avoid query failures due to precision issues.Datetype detection is performed during initialization to avoid inconsistencies in the format of user data. This may have some impact on efficiency.
Changed files:
index_data.py
change__init__
underIndex
for the initial alignment test, also change_convert_type
for detecting data type and convert precisiontest_index_data.py
test above changesshrink.py
pre-commit auto-correctionMotivation and Context
issue 1806
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Pipeline test:
Your own tests:
Types of changes