diff --git a/patches/generate.py b/patches/generate.py new file mode 100755 index 00000000..fb74a738 --- /dev/null +++ b/patches/generate.py @@ -0,0 +1,21 @@ +import subprocess +import sys +import os + +# Qlib läuft in rdagent4qlib environment +result = subprocess.run( + ["/home/nico/miniconda3/envs/rdagent4qlib/bin/python3", "-c", """ +import qlib +from qlib.data import D +qlib.init(provider_uri="~/.qlib/qlib_data/eurusd_data") +fields = ["$open", "$close", "$high", "$low", "$volume"] +data = (D.features(["EURUSD"], fields, start_time="2022-03-14", end_time="2026-03-20", freq="15min") + .swaplevel().sort_index()) +data.to_hdf("./daily_pv_all.h5", key="data") +data_debug = (D.features(["EURUSD"], fields, start_time="2024-01-01", end_time="2026-03-20", freq="15min") + .swaplevel().sort_index()) +data_debug.to_hdf("./daily_pv_debug.h5", key="data") +print(f"Done: {data.shape[0]} rows") +"""], + capture_output=False +)