Frequency format error in US data
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Description
Hi! I am loading the data collected from:
python scripts/get_data.py qlib_data --target_dir /Volumes/KediPrivate/Project KQuant/data/DAILY/us_data --region us --interval 1d
and when i am checking the stock data, an error occured: freq format is not supported, the freq should be like (n)month/mon, (n)week/w, (n)day/d, (n)minute/min
import qlib
from qlib.data import D
from qlib.config import REG_US
provider_uri = "/Volumes/KediPrivate/Project KQuant/data/DAILY/us_data"
qlib.init(provider_uri=provider_uri, region=REG_US)
try:
calendar = D.calendar(start_time='2010-01-01', end_time='2019-12-31', freq='day')
print(f"日历读取成功!共计 {len(calendar)} 个交易日。")
instruments = D.list_instruments(D.instruments('all'))
print(f"股票池读取成功!识别到 {len(instruments)} 只股票。")
sample_stocks = ['aapl', 'nvda']
print(f"样例股票: {sample_stocks}")
if sample_stocks:
target_stock = sample_stocks[0]
df = D.features([target_stock], ['$close', '$volume'],
start_time='2019-01-01',
freq='day')
if df.empty:
print(f"警告:读取了 {target_stock},但返回结果为空。请检查数据时间范围。")
else:
print(f"数据解析成功![{target_stock}] 最近 5 行数据:")
print(df.tail())
else:
print("错误:股票池中没有找到任何股票。")
except Exception as e:
print(f"验证失败!错误信息:\n{e}")
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Research direction
Reproduce the issue with scripts/get_data.py using the shown qlib_data command, then run the provided qlib.init, D.calendar, D.list_instruments, and D.features calls to isolate which frequency value fails. Done means identifying the source of the format error and confirming that the documented frequency values work or documenting the required correction.
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
- Needs clarification
- Newbie friendliness
- 32/100