microsoft / microsoft/qlib

Example file for frequency other than day

Open
#1,635 0 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

enhancement
Dominant language
Python
Stars
48.7k
Forks
7.7k
PR merge metrics
No merged PRs in 30d

Description

I tried to use weekly frequency, but the backtest do not work. Can you provide an example of non-dayly frequency, and including backtest?

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 locating existing daily-frequency example files and the backtest entry points in the repository. Add a comparable weekly or other non-daily example that includes a working backtest, and verify that the example runs successfully.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
documentation, fintech-quant
Issue type
Documentation
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.