Qlib data doc #1207
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Qlib data doc #1207
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you-n-g
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Jul 18, 2022
qlib/contrib/data/handler.py
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| fields += ["Resi($close, %d)/$close" % d for d in windows] | ||
| names += ["RESI%d" % d for d in windows] | ||
| if use("MAX"): | ||
| # The max price for past d days, divided by latest close price to remove unit | ||
| # Represent the upper resistent price range with 80% percentile of price. |
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How can we get with 80% percentile of price from the expression?
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I was try to express this works with QTLU to for a resistence price range between 80% - 100% of price band. I guess this wording is too confusing. I will just remove this sentence.
qlib/contrib/data/handler.py
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| fields += ["Max($high, %d)/$close" % d for d in windows] | ||
| names += ["MAX%d" % d for d in windows] | ||
| if use("LOW"): | ||
| # The low price for past d days, divided by latest close price to remove unit | ||
| # Represent the lower supporting price range with 20% percentile of price. |
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How can we get with 20% percentile of price from the expression?
Co-authored-by: you-n-g <[email protected]>
|
Thanks so much. Welcome to become one of Qlib's contributors |
qianyun210603
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Mar 23, 2023
* Explain data crawler structure * Add documentation for data and feature * Update scripts/data_collector/yahoo/README.md Co-authored-by: you-n-g <[email protected]> * Remove some confusing wording * Add third party data source * Fix command typo * Update commands Co-authored-by: you-n-g <[email protected]>
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Add doc and comments for data and feature
Description
Add comments to explain data structure and feature's meaning
Motivation and Context
Documentation to explain data structure, what is the input and output for each step? Since most data in managed as file, user can sample a few to take a deeper look.
It would also be helpful for user to know how the price volume factor is calcualted and what do they mean.
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes