diff --git a/docs/advanced/PIT.rst b/docs/advanced/PIT.rst index f828a43e4..5e6545232 100644 --- a/docs/advanced/PIT.rst +++ b/docs/advanced/PIT.rst @@ -33,7 +33,8 @@ Qlib provides a file-based storage for PIT data. For each feature, it contains 4 columns, i.e. date, period, value, _next. Each row corresponds to a statement. -The meaning of each feature with filename like `XXX_a.data` +The meaning of each feature with filename like `XXX_a.data`: + - `date`: the statement's date of publication. - `period`: the period of the statement. (e.g. it will be quarterly frequency in most of the markets) - If it is an annual period, it will be an integer corresponding to the year @@ -127,7 +128,8 @@ The statements are soted by the `date` in ascending order from the beginning of -Known limitations +Known limitations: + - Currently, the PIT database is designed for quarterly or annually factors, which can handle fundamental data of financial reports in most markets. - Qlib leverage the file name to identify the type of the data. File with name like `XXX_q.data` corresponds to quarterly data. File with name like `XXX_a.data` corresponds to annual data +- Qlib leverage the file name to identify the type of the data. File with name like `XXX_q.data` corresponds to quarterly data. File with name like `XXX_a.data` corresponds to annual data. - The caclulation of PIT is not performed in the optimal way. There is great potential to boost the performance of PIT data calcuation.