Support monrhly interval in PIT.
Nobody has claimed this yet.
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
🌟 Feature Description
Support monthly interval in PIT.
Motivation
- Application scenario
- Related works (Papers, Github repos etc.):
- Any other relevant and important information:
Some markets(ex: Taiwan Stock Market) will provide monthly revenue every month. So that make senese to support monthly in PIT.
Alternatives
N/A
Additional Notes
Related codes
- dump_pit.py
- pit/collector.py
- qlib/data/data.py: LocalPITProvider
- qlib/utils/init.py: get_period_list, get_period_offset, read_period_data
- test_pit.py
@bxdd @you-n-g, how do you think? Is there any related code I am missing?
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing period handling through dump_pit.py, pit/collector.py, qlib/data/data.py's LocalPITProvider, and qlib/utils/init.py functions get_period_list, get_period_offset, and read_period_data. Use test_pit.py to understand existing intervals and define coverage for monthly data; done means monthly PIT intervals are collected and read consistently.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data, fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100