microsoft / microsoft/qlib

EnhancedIndexingStrategy currently not reproduceable

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bug
Dominant language
Python
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Description

🐛 Bug Description

Dear Qlib Team,

Thank you very much for providing this great framework! I am currently trying to test the EnhancedIndexingStrategy and for that I wanted to test it with qrun examples/portfolio/config_enhanced_indexing.yaml. But when trying to follow the respective READMEthe link to get the weight data created by you is unfortunately not working wget http://fintech.msra.cn/stock_data/downloads/csi300_weight.zip.

To Reproduce

Steps to reproduce the behavior:

  1. Run "wget http://fintech.msra.cn/stock_data/downloads/csi300_weight.zip"
  2. Receive error due to unavailability of the side

Contributor guide

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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 the README instructions for examples/portfolio/config_enhanced_indexing.yaml and reproduce the failure using wget on the listed csi300_weight.zip URL. Done means the EnhancedIndexingStrategy example points to an available weight-data source or clearly documents the required replacement.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
2/5
Estimated time
1-3 hours
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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