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docs: add background reference for lowercase features dir check
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@@ -69,10 +69,19 @@ class DataHealthChecker:
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self.data[instrument] = df
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print(df)
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# NOTE:
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# This check is added due to a known issue in Qlib where feature paths
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# are constructed using lowercased instrument names. On case-sensitive
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# file systems (e.g. Linux), uppercase directory names under `features/`
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# will cause data loading failures.
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#
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# See: https://github.com/microsoft/qlib/issues/2053
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def check_features_dir_lowercase(self) -> Optional[pd.DataFrame]:
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"""
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Check whether all subdirectories under qlib_dir/features are named in lowercase.
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This check is only applicable when qlib_dir is provided.
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Check whether all subdirectories under `<qlib_dir>/features` are named in lowercase.
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This validation helps prevent data loading issues on case-sensitive
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file systems caused by uppercase instrument directory names.
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"""
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if not self.qlib_dir:
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return None
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