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Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest

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bxdd
2021-05-27 21:16:35 +08:00
parent 4085b447aa cbbf6cd822
commit 6a636546c4
13 changed files with 1074 additions and 62 deletions
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5
qlib/utils/__init__.py
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@@ -669,7 +669,10 @@ def exists_qlib_data(qlib_dir):
return False
# check calendar bin
for _calendar in calendars_dir.iterdir():
if not list(features_dir.rglob(f"*.{_calendar.name.split('.')[0]}.bin")):
if ("_future" not in _calendar.name) and (
not list(features_dir.rglob(f"*.{_calendar.name.split('.')[0]}.bin"))
):
return False
# check instruments