Files
NexQuant/rdagent/scenarios/qlib/experiment/factor_data_template/README.md
T
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

1.2 KiB
Executable File

How to read files.

For example, if you want to read filename.h5

import pandas as pd
df = pd.read_hdf("filename.h5", key="data")

NOTE: **key is always "data" for all hdf5 files **.

Here is a short description about the data

Filename Description
"intraday_pv.h5" EURUSD 1-minute OHLCV intraday data (2020-2026).

For different data, We have some basic knowledge for them

1-Minute Price and Volume data (EURUSD)

$open: open price at 1-minute bar. $close: close price at 1-minute bar. $high: high price at 1-minute bar. $low: low price at 1-minute bar. $volume: volume at 1-minute bar (tick volume for FX).

Important Notes for 1min Data

  • 96 bars = 1 trading day (24 hours for FX)
  • 16 bars = 16 minutes
  • 4 bars = 4 minutes
  • 1 bar = 1 minute
  • Data range: 2020-01-01 to 2026-03-20
  • Instrument: EURUSD
  • Timezone: UTC

Session Times (UTC)

  • Asian: 00:00-08:00 UTC (low volatility)
  • London: 08:00-16:00 UTC (high volatility)
  • NY: 13:00-21:00 UTC (high volatility)
  • Overlap: 13:00-16:00 UTC (highest volatility)