microsoft / microsoft/qlib

Question on using custom features/关于自定义特征导入后的使用问题

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Description

大家好,我在使用自定义特征时遇到了一些问题。我首先成功导入了量价数据以及自定义的feature,因为我可以用D.features查看到正确的变量,且保证日历格式都对齐。然而,当我使用DDG-DA进行模型训练时,出现了fea_label_df里所有自定义feature为0的情况,我不知道为什么;另外,当我使用自定义特征训练DDGDA,每当到最后一轮时,总会出现empty dataframe的错误。我之前看到过issue里的类似问题并按相同方法尝试解决,但最终没有生效。请问我应该如何配置一些文件或其他操作?感谢任何帮助,如果需要我提供一些文件的代码,我非常乐意。

Greetings. When I use custom features, i encountered some probs. Claims at first, I successfully 'dump all' custom data into the .qlib since I can use D.features to get my features and the output is the same as my csv. However, when I run the workflow.py under ./DDGDA, there is some probs. First, all my custom features in fea_label_df.pkl is 0.0. Second, when I train DDGDA and it is at the final turn, it always raise an error like 'Empty data in your config'. Did I miss something? Thanks in advance. If I need to provide some code from my side, please feel free to contact me. (Actually, I did not modify many .py files)

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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 with ./DDGDA/workflow.py and the custom-feature data exposed through D.features. Reproduce the training run, then inspect how fea_label_df.pkl is produced and where the final-round “Empty data in your config” error is raised; done means identifying the configuration or data-alignment cause of both symptoms.

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Assessment

Tech stack
python
Domain
data, machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
15/100

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