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