Files
NexQuant/patches/generate.py
TPTBusiness 7e7e40b041 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
2026-04-04 08:20:58 +02:00

22 lines
787 B
Python
Executable File

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_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("./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("./intraday_pv_debug.h5", key="data")
print(f"Done: {data.shape[0]} rows")
"""],
capture_output=False
)