microsoft / microsoft/qlib

load df with StaticDataLoader

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Description

when load df using StaticDataLoader, can i put filtering using argument instruments?

from this code https://github.com/microsoft/qlib/blob/c9ed050ef034fe6519c14b59f3d207abcb693282/qlib/data/dataset/loader.py#L261 , can i use lib.data.data.InstrumentProvider.instruments ? i tested but does not work. Any example? does the dataframe need to use certain column name as keywords?

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Research direction

Start with qlib/data/dataset/loader.py at the linked StaticDataLoader code and inspect how its instruments argument is handled alongside InstrumentProvider.instruments. Check whether the dataframe column names or filtering inputs are specified nearby. Done should clarify the supported filtering usage and provide a working example or identify the required change.

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Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
28/100

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