microsoft / microsoft/qlib

a lot of ochlv data is not correct

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#1,018 2 comments 0 reactions 1 assignee View on GitHub

@SunsetWolf is already working on this.

Since Apr 11, 2022.

bug
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Python
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Description

🐛 Bug Description

After using close/factor to output real close price(org_close_yh) you can see the prices are wrong. It seems 1/3 data is uncorrect. Could you double check these basic data?
image

To Reproduce

Steps to reproduce the behavior:

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.

  • Qlib version:
  • Python version:
  • OS (Windows, Linux, MacOS):
  • Commit number (optional, please provide it if you are using the dev version):

Additional Notes

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