5Min frequency data sample
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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.
I understand that the backtest configuration and dataset reading are set to a 5-minute frequency. However, the current cached dataset only has a 1-minute frequency. I am wondering if there are any scripts available that could oversample the frequency from 1-minute to 5-minute.
Thanks.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the linked Qlib documentation and paper, then inspect how the cached 1-minute dataset is read when a 5-minute frequency is configured. Determine whether an existing script supports this conversion; if not, the scope and expected output for a new tool would need to be defined before implementation.
Written by the indexing model from the issue text.
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
- 15/100