Optimize the pit collector script#982
Conversation
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hi, @SunsetWolf, in qlib/data/data.py 1166 line: try:
return DatasetD.dataset(
instruments, fields, start_time, end_time, freq, disk_cache, inst_processors=inst_processors
)
except TypeError:
return DatasetD.dataset(instruments, fields, start_time, end_time, freq, inst_processors=inst_processors)It will catch the |
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Running this test requires initializing the calendar and instrument data.
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Everything looks much simpler and cleaner than Qlib's initial version! |
* Optimize the pit collector script * Add copyright notice to collector.py * Remove unnecessary parameters for test_pit.py * Update test_pit.py * Update test_pit.py
* merge support more traces * use feedback from all traces


Description
Optimize the pit collector script
Motivation and Context
I made a few changes to pit collector script:
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
PIT test results:
Types of changes