From 3810a4cd33e33a814a59d7709ff5645b3ebc9e48 Mon Sep 17 00:00:00 2001 From: panshuaiyin <56989678+panshuaiyin@users.noreply.github.com> Date: Thu, 22 Jul 2021 13:21:54 +0800 Subject: [PATCH] Update data.rst use own alpha-factor --- docs/component/data.rst | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/component/data.rst b/docs/component/data.rst index 73072f369..a3dc74052 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -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 `_ 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) --------------------------------