mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
b39f2b7e46
- data_config.yaml: frequency 15min -> 1min, path -> eurusd_1min_data - patches/generate.py: updated qlib.init path and freq - patches/eva_utils.py: updated intraday label to 1min - all prompts/configs: replaced 15min references with 1min - fx_validator config, trader, graph: 1min intraday trading context
22 lines
781 B
Python
Executable File
22 lines
781 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("./daily_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("./daily_pv_debug.h5", key="data")
|
|
print(f"Done: {data.shape[0]} rows")
|
|
"""],
|
|
capture_output=False
|
|
)
|