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Fix pit docs format (#957)

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* Fix pit docs list format

* Fix pit docs format
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Chauncey
2022-03-11 10:13:31 +08:00
committed by GitHub
parent faa99f30fa
commit 058f976727
1 changed files with 5 additions and 3 deletions
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docs/advanced/PIT.rst
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@@ -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.