Can qlib use big data from dask or polars? If yes, then how?
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question
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
I have 1TB trade data, turn it into qlib .bin format is quite time and space consuming, and memory is too small to load it once, I want to use dask or polars to support big data that is iarger than my memory. I don't know how, can anyone give some suggestions or examples?
Thx.
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Research direction
No files, tests, or entry points are named. Start by tracing qlib’s existing conversion workflow for trade data into .bin format and its memory assumptions, then determine whether a Dask or Polars-based workflow is feasible; done would be a documented, reproducible approach or a clearly scoped implementation plan.
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Assessment
- Tech stack
- python
- Domain
- data-engineering
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100