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Merge pull request #372 from zhupr/data_storage

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add data storage
This commit is contained in:
you-n-g
2021-05-26 14:30:46 +08:00
committed by GitHub
parent db3aa8b887 5da33562dd
commit bb0c555803
11 changed files with 1070 additions and 55 deletions
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5
qlib/utils/__init__.py
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@@ -668,7 +668,10 @@ 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