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use own alpha-factor
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panshuaiyin
2021-07-22 13:21:54 +08:00
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@@ -179,6 +179,7 @@ After conversion, users can find their Qlib format data in the directory `~/.qli
The Restoration factor. Normally, ``factor = adjusted_price / original_price``, `adjusted price` reference: `split adjusted <https://www.investopedia.com/terms/s/splitadjusted.asp>`_
In the convention of `Qlib` data processing, `open, close, high, low, volume, money and factor` will be set to NaN if the stock is suspended.
If you want to use your own alpha-factor which can't be calculate by OCHLV, like PE, EPS and so on, you could add it to the CSV files with OHCLV together and then dump it to the Qlib format data.
Stock Pool (Market)
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