Files
NexQuant/patches/generate.py
T

22 lines
778 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_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
)