When will qlib supports intraday data?
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enhancement
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
🌟 Feature Description
Hope qlib could support intraday data (like tick data) quickly
Motivation
It seems the database in qlib is much faster than mongodb and influxdb. I used those dbs in my HFT research and was suffered from their speed.
Alternatives
Additional Notes
Contributor guide
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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
No file, test, or entry point is named. Start by locating Qlib's data-storage and dataset interfaces, then determine how existing frequency handling works for intraday or tick data. Done would require a defined scope, implementation path, and tests demonstrating supported intraday data.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- databases
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100