microsoft / microsoft/qlib

data update problem

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question
Dominant language
Python
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Description

if one of the features (like $open )is missed for several days,while other feature is ok。
if use dump_bin.DumpDataUpdate,it will just ignore the missed data.
if use dump_bin.DumpDataFix, it will erase all data of $open,while I only need it to update several days data

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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 tracing the dump_bin.DumpDataUpdate and dump_bin.DumpDataFix entry points described in the issue, then inspect how they handle a feature with several missing days. Reproduce the difference between the two commands with the $open feature. Done means the missing days are updated without erasing existing $open data.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data-engineering
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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