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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
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@@ -9,7 +9,7 @@ NOTE: **key is always "data" for all hdf5 files **.
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# Here is a short description about the data
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| Filename | Description |
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| -------------- | -----------------------------------------------------------------|
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| "daily_pv.h5" | EURUSD 1-minute OHLCV intraday data (2020-2026). |
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| "intraday_pv.h5" | EURUSD 1-minute OHLCV intraday data (2020-2026). |
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# For different data, We have some basic knowledge for them
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+2
-2
@@ -11,10 +11,10 @@ qlib.init(provider_uri="~/.qlib/qlib_data/eurusd_1min_data")
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fields = ["$open", "$close", "$high", "$low", "$volume"]
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data = (D.features(["EURUSD"], fields, start_time="2022-03-14", end_time="2026-03-20", freq="1min")
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.swaplevel().sort_index())
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data.to_hdf("./daily_pv_all.h5", key="data")
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data.to_hdf("./intraday_pv_all.h5", key="data")
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data_debug = (D.features(["EURUSD"], fields, start_time="2024-01-01", end_time="2026-03-20", freq="1min")
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.swaplevel().sort_index())
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data_debug.to_hdf("./daily_pv_debug.h5", key="data")
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data_debug.to_hdf("./intraday_pv_debug.h5", key="data")
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print(f"Done: {data.shape[0]} rows")
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"""],
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capture_output=False
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