microsoft / microsoft/qlib

`self.N == 0` in ops.py indicates expanding is too misleading and could easily result in bugs

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#584 0 comments 0 reactions 0 assignees View on GitHub

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enhancement
Dominant language
Python
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Description

Problem

https://github.com/microsoft/qlib/blob/e2739ac72c78b77e2adcf3ee61c7d9049b7c2cb6/qlib/data/ops.py#L698

it is too misleading and could easily result in bugs to make self.N == 0 in ops.py indicates expanding window

Expected behavior

self.N == 0 in Rolling Ops will result in 1 window size. It can go to the expanding window branch when self.N is None (or not given )

Contributor guide

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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 reading qlib/data/ops.py around line 698 and trace how Rolling Ops interpret self.N. Verify the expected distinction: self.N == 0 uses a one-window size, while self.N is None selects expanding-window behavior; completion should include coverage for both cases.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Clearly specified
Newbie friendliness
48/100

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