microsoft / microsoft/qlib

For the RL official example, it is fit for 5-min data. What can do to make it fit for day(frequency)-data?

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Dominant language
Python
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Description

❓ Questions and Help

We sincerely suggest you to carefully read the documentation of our library as well as the official paper. After that, if you still feel puzzled, please describe the question clearly under this issue.

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 with the official RL example and read the linked Qlib documentation and paper to understand its assumptions about 5-minute data. The issue does not identify files, tests, or a concrete acceptance criterion for daily-frequency support, so the scope and definition of done need clarification before implementation.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
15/100

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