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TPTBusiness
7e7e40b041
- 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
40 lines
1.1 KiB
Python
Executable File
40 lines
1.1 KiB
Python
Executable File
import qlib
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# EURUSD 1-Minuten Daten verwenden
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qlib.init(provider_uri="~/.qlib/qlib_data/eurusd_1min_data")
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from qlib.data import D
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instruments = D.instruments()
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fields = ["$open", "$close", "$high", "$low", "$volume"]
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# 1min Daten für EURUSD
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# Start: 2020-01-01, End: 2026-03-20
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data = D.features(instruments, fields, freq="1min").swaplevel().sort_index()
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data.to_hdf("./intraday_pv_all.h5", key="data")
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# Debug-Daten: Nur letzte ~100 Instrumente für schnelleres Testing
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fields = ["$open", "$close", "$high", "$low", "$volume"]
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data_debug = (
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D.features(instruments, fields, start_time="2024-01-01", end_time="2024-12-31", freq="1min")
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.swaplevel()
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.sort_index()
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)
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# Nimm erste 100 unique instruments
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unique_inst = data_debug.reset_index()["instrument"].unique()[:100]
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data_debug = (
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data_debug.swaplevel()
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.loc[unique_inst]
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.swaplevel()
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.sort_index()
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)
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data_debug.to_hdf("./intraday_pv_debug.h5", key="data")
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print(f"Generated intraday_pv_all.h5 with {len(data)} rows")
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print(f"Generated intraday_pv_debug.h5 with {len(data_debug)} rows")
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print(f"Date range: {data.index.min()} to {data.index.max()}")
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