Use the region in qlib.config for FileCalendarStorage. #1049
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@you-n-g Could you please review this patch? |
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Apr 15, 2022
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It looks great! |
qianyun210603
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Mar 23, 2023
* Use the region in qlib.config for FileCalendarStorage. * Fix black. * Make region as an optional parameter.
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Description
Motivation and Context
The high frequency backtest use the calendar for minutes data. Once the region is not "cn", the result of resam_calendar will be now due to differnt trasaction time in different region.
How Has This Been Tested?
<! --- Put an
xin all the boxes that apply: --->pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes