microsoft / microsoft/qlib

Set `time2idx=False` in expression_provider kwargs will cause `unsupported operand type(s) for +: 'Timedelta' and 'int'`

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bug
Dominant language
Python
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Description

🐛 Bug Description

To Reproduce

Steps to reproduce the behavior:

  1. qlib.init(expression_provider={"class": "LocalExpressionProvider", "kwargs": dict(time2idx=False)})
  2. get feature with P operator "P($$roewa_q)"

Expected Behavior

no error

Screenshot

image

image

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

Linux
x86_64
Linux-5.15.90.1-microsoft-standard-WSL2-x86_64-with-glibc2.35
#1 SMP Fri Jan 27 02:56:13 UTC 2023

Python version: 3.8.16 (default, Dec  7 2022, 01:12:06)  [GCC 11.3.0]

Qlib version: 0.9.1.99
numpy==1.23.5
pandas==1.5.3
scipy==1.10.1
requests==2.31.0
sacred==0.8.4
python-socketio==5.8.0
redis==4.5.5
python-redis-lock==4.0.0
schedule==1.2.0
cvxpy==1.3.1
hyperopt==0.1.2
fire==0.5.0
statsmodels==0.14.0
xlrd==2.0.1
plotly==5.15.0
matplotlib==3.7.1
tables==3.8.0
pyyaml==6.0
mlflow==1.30.0
tqdm==4.65.0
loguru==0.7.0
lightgbm==3.3.5
tornado==6.3.2
joblib==1.2.0
fire==0.5.0
ruamel.yaml==0.17.31

Additional Notes

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reproducing the issue through qlib.init with LocalExpressionProvider configured with time2idx=False, then follow the P operator path for the expression "P($$roewa_q)". Done means this expression completes without the Timedelta-and-int error and the behavior is covered by an appropriate regression check.

Written by the indexing model from the issue text.

Assessment

Tech stack
pandas, python
Domain
backend, data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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