feat: Fix 1min data integration and centralize all prompts

- Fix daily/1min contradiction in factor_experiment_loader prompts
- Rename daily_pv.h5 to intraday_pv.h5 (generate.py, utils.py, README)
- Fix FactorDatetimeDailyEvaluator to accept 1min bars as correct
- Add _write_run_log() to log every factor attempt to results/logs/
- Add _ensure_results_dirs() to create all result directories
- Extract all 44 prompt YAML files to prompts/ centralized directory
- Add prompts/INDEX.md for navigation

Tests: 93 passed
This commit is contained in:
TPTBusiness
2026-04-04 08:20:58 +02:00
parent 574a9cb75e
commit 7e7e40b041
49 changed files with 8510 additions and 28 deletions
+1 -1
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@@ -9,7 +9,7 @@ NOTE: **key is always "data" for all hdf5 files **.
# Here is a short description about the data
| Filename | Description |
| -------------- | -----------------------------------------------------------------|
| "daily_pv.h5" | EURUSD 1-minute OHLCV intraday data (2020-2026). |
| "intraday_pv.h5" | EURUSD 1-minute OHLCV intraday data (2020-2026). |
# For different data, We have some basic knowledge for them
+2 -2
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@@ -11,10 +11,10 @@ qlib.init(provider_uri="~/.qlib/qlib_data/eurusd_1min_data")
fields = ["$open", "$close", "$high", "$low", "$volume"]
data = (D.features(["EURUSD"], fields, start_time="2022-03-14", end_time="2026-03-20", freq="1min")
.swaplevel().sort_index())
data.to_hdf("./daily_pv_all.h5", key="data")
data.to_hdf("./intraday_pv_all.h5", key="data")
data_debug = (D.features(["EURUSD"], fields, start_time="2024-01-01", end_time="2026-03-20", freq="1min")
.swaplevel().sort_index())
data_debug.to_hdf("./daily_pv_debug.h5", key="data")
data_debug.to_hdf("./intraday_pv_debug.h5", key="data")
print(f"Done: {data.shape[0]} rows")
"""],
capture_output=False