@yesme Hi，
The "fund data" or "industry indices" is in this format:
datetime, fund_code/index_code, C, field1, field2
2021-09-01, 161725, 1.2095, 111, 222The data can be dumped to a format supported by qlib via scripts/dump_bin.py: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format, which can be used in qlib.
ops中的Rank(feature,N)只能rank某个feature的历史N天数据，有没有一个运算符可以rank某天所有股票的数据
It is not supported in the current version.
1 reply
请问，计算指标通过expression filter筛选调出功能如何实现？（貌似现在只有raw data 通过D.instrument才可以调出，计算指标只有通过fetch筛选时间、股票名称），然后再用df的普通方法筛选，效率低。
from qlib.data.filter import ExpressionDFilter
filters = [
Ref($close, 1) / $close - 1
ExpressionDFilter("Mean(Ref($close, 1)/$close - 1, 30) > 0.01"),
]
inst = D.instruments("all", filter_pipe=filters)
df = D.features(inst, ["$close", "$volume"])
5 replies
1 reply
import qlib
from qlib.data import D
qlib.init(provider_uri ='C:/stockbase/Astocks')
instruments = ['sh600030', 'sh600000']
fields = ['$preclose']
features_df = D.features(instruments, fields, start_time='2016-12-08', end_time='2016-12-18', freq='day')
print(features_df)
File "C:\Python39\lib\runpy.py", line 197, in _run_module_as_main
return _run_code(code, main_globals, None,
File "C:\Python39\lib\runpy.py", line 87, in _run_code
exec(code, run_globals)
File "c:\Users\kinger.vscode\extensions\ms-python.python-2021.12.1559732655\pythonFiles\lib\python\debugpy__main.py", line 45, in <module>
cli.main()
File "c:\Users\kinger.vscode\extensions\ms-python.python-2021.12.1559732655\pythonFiles\lib\python\debugpy/..\debugpy\server\cli.py", line 444, in main
run()
File "c:\Users\kinger.vscode\extensions\ms-python.python-2021.12.1559732655\pythonFiles\lib\python\debugpy/..\debugpy\server\cli.py", line 285, in run_file
runpy.run_path(target_as_str, run_name=compat.force_str("main"))
File "C:\Python39\lib\runpy.py", line 268, in run_path
return _run_module_code(code, init_globals, run_name,
File "C:\Python39\lib\site-packages\qlib\data\data.py", line 1036, in features
return DatasetD.dataset(instruments, fields, start_time, end_time, freq, inst_processors=inst_processors)
File "C:\Python39\lib\site-packages\qlib\data\data.py", line 771, in dataset
data = self.dataset_processor(
File "C:\Python39\lib\site-packages\qlib\data\data.py", line 554, in dataset_processor
ParallelExt(n_jobs=workers, backend=C.joblib_backend, maxtasksperchild=C.maxtasksperchild)(task_l),
File "C:\Python39\lib\site-packages\joblib\parallel.py", line 966, in call
n_jobs = self._initialize_backend()
File "C:\Python39\lib\site-packages\joblib\parallel.py", line 733, in _initialize_backend
n_jobs = self._backend.configure(n_jobs=self.n_jobs, parallel=self,
File "C:\Python39\lib\site-packages\joblib_parallel_backends.py", line 470, in configure
self._pool = MemmappingPool(n_jobs, **memmappingpool_args)
File "C:\Python39\lib\site-packages\joblib\pool.py", line 303, in init
manager = TemporaryResourcesManager(temp_folder)
File "C:\Python39\lib\site-packages\joblib_memmapping_reducer.py", line 531, in init
self.set_current_context(context_id)
File "C:\Python39\lib\site-packages\joblib_memmapping_reducer.py", line 535, in set_current_context
self.register_new_context(context_id)
File "C:\Python39\lib\site-packages\joblib_memmapping_reducer.py", line 560, in register_new_context
self.register_folder_finalizer(new_folder_path, context_id)
File "C:\Python39\lib\site-packages\joblib_memmapping_reducer.py", line 590, in register_folder_finalizer
resource_tracker.register(pool_subfolder, "folder")
File "C:\Python39\lib\site-packages\joblib\externals\loky\backend\resource_tracker.py", line 191, in register
self._send('REGISTER', name, rtype)
File "C:\Python39\lib\site-packages\joblib\externals\loky\backend\resource_tracker.py", line 204, in _send
msg = '{0}:{1}:{2}\n'.format(cmd, name, rtype).encode('ascii')
UnicodeEncodeError: 'ascii' codec can't encode characters in position 18-19: ordinal not in range(128)
Exception ignored in: <function Pool.del at 0x00000245E12561F0>
Traceback (most recent call last):
File "C:\Python39\lib\multiprocessing\pool.py", line 264, in del__
if self._state == RUN:
AttributeError: 'MemmappingPool' object has no attribute '_state'
qlib初始化是正常的，单个股票也是能读取数据的，但是当读取多个股票时就报错，问题可能处在哪里？
2 replies
40 replies
