microsoft / microsoft/qlib

Is there any codes to dump features?

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Python
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Description

I try examples/data_demo/data_cache_demo.py with benchmarks/TRA/workflow_config_tra_Alpha158.yaml, and only get handler.pkl. It is only an object of class Alpha158 rather than the features. I want to dump the features into local disk, but I did not find any document to support it.

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Research direction

Start with examples/data_demo/data_cache_demo.py and benchmarks/TRA/workflow_config_tra_Alpha158.yaml, then trace how the Alpha158 handler is cached. Document the supported way to export the generated features to local disk, including what output should be produced instead of only handler.pkl.

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Assessment

Tech stack
python
Domain
data
Issue type
Documentation
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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