microsoft / microsoft/qlib

Calendar bug

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#121 1 comment 0 reactions 1 assignee View on GitHub

@zhupr is already working on this.

Since Dec 16, 2020.

bug
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Python
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Description

🐛 Bug Description

To Reproduce

Steps to reproduce the behavior:

1.open calendars\day.txt
1.There aren't days like "2009-05-05". According to the record, however, 2009-05-05 is trading day.
image
image

Expected Behavior

The data should contain days like 2009-05-05. Here is the data of SH600004 I found online.
image

Screenshot

image
However, there isn't data on 2009-05-05 of SH600004 when I use D.features()

Environment

Note: One could run python scripts/collect_info.py under the qlib directory to get the following information.

  • Qlib version: 0.6.1
  • Python version: 3.7
  • OS (Windows, Linux, MacOS): Linux
  • Commit number (optional, please provide it if you are using the dev version):

Additional Notes

I supposed that reason was due to the calendar was made by the data of SH600000, while the data source didn't contain days like "2009-05-05" of SH600000.

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