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Remove the date fetch from the expression and calculate it when used instead #527

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merged 1 commit into from
Jul 21, 2021

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@zhupr zhupr commented Jul 20, 2021

Description

Remove the date fetch from the expression and calculate it when used instead

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@zhupr zhupr linked an issue Jul 20, 2021 that may be closed by this pull request
@you-n-g you-n-g merged commit bf7732e into microsoft:main Jul 21, 2021
@you-n-g you-n-g deleted the fix_multiindex branch July 21, 2021 06:28
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Successfully merging this pull request may close these issues.

UnsortedIndexError in qlib/examples/highfreq/
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