microsoft / microsoft/qlib

Crash when calculating Alpha158

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Python
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Description

❓ Questions and Help

When I calculate the Alpha158 factors, the system always freezes, then the screen goes black, and I have to force a shutdown. This happens even when calculating factors for just a few stocks over a couple of days. What could be the reason? Here is my code:

`stock_list = ["SH000001", "SZ399001", "SH000300"]

start_time = "2018-12-26"
end_time = "2018-12-27"

handler = Alpha158(
instruments=instruments,
start_time=start_time,
end_time=end_time
)`

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reproducing the issue through the Alpha158 entry point with the three instruments and the 2018-12-26 to 2018-12-27 range shown in the report. The payload names no source file or test, so trace Alpha158 factor calculation and resource use from that entry point. Done means identifying the cause of the freeze and confirming the calculation completes for the reported small input.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Needs clarification
Newbie friendliness
30/100

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