microsoft / microsoft/qlib

[Question] Why not check if the time interval exceeds the step size

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Description

https://github.com/microsoft/qlib/blob/bb7ab1cf143b93a1656d13cfdbd40d1e7c15edd3/qlib/workflow/online/strategy.py#L181C9-L188C75

Why not check if the time interval exceeds the step size? And if it doesn't, shouldn't we return an empty list?

interval = self.ta.cal_interval(calendar_latest, max_test[0])
if interval < self.rg.step:
return []

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Research direction

Start at qlib/workflow/online/strategy.py lines 181-188 and trace how self.ta.cal_interval, calendar_latest, max_test[0], and self.rg.step are defined and used. Determine whether the interval check matches the intended behavior, then verify the expected result for an interval below the step size; done means the behavior is resolved and covered by the relevant workflow tests, if available.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
fintech-quant
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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