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DRAFT add Data Health Checker (#1574)

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* #854 implement first data health checker draft

* #854 added support for qlib's data format, implemented factor check, reformatted summary

* adaptation current dataset

* format with black

* add data health check to docs

* fix sphinx error

* fix pylint error

* update code

* format with black

* format with pylint

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
Ben Heckmann
2025-01-09 14:35:59 +01:00
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parent 186512f272
commit 82f1ef2def
3 changed files with 264 additions and 0 deletions
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README.md
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@@ -264,6 +264,16 @@ We recommend users to prepare their own data if they have a high-quality dataset
* *trading_date*: start of trading day
* *end_date*: end of trading day(not included)
### Checking the health of the data
* We provide a script to check the health of the data, you can run the following commands to check whether the data is healthy or not.
```
python scripts/check_data_health.py check_data --qlib_dir ~/.qlib/qlib_data/cn_data
```
* Of course, you can also add some parameters to adjust the test results, such as this.
```
python scripts/check_data_health.py check_data --qlib_dir ~/.qlib/qlib_data/cn_data --missing_data_num 30055 --large_step_threshold_volume 94485 --large_step_threshold_price 20
```
* If you want more information about `check_data_health`, please refer to the [documentation](https://qlib.readthedocs.io/en/latest/component/data.html#checking-the-health-of-the-data).
<!--
- Run the initialization code and get stock data: