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请问是否能够增量导出qlib格式的数据呢?
我现在的流程是从dolthub上更新数据,可能一周更新一次,如果想导出最新的数据,是否必须全量导出? 如果不是必须的话,怎样增量导出?(如果不支持,我可以提供PR,但是需要一些指引。)
The text was updated successfully, but these errors were encountered:
这个想法很好,目前不支持。主要难点在qlib的数据格式本身对增量更新并不是很友好。qlib的feature数据其实是一个numpy array的 binary dump,这样设计可以让数据加载比较快,但是也比较难更新。如果要增量更新的话,可能有两种方案可以尝试的,一种是分析 numpy areay dump的格式,看是否可以增量把新的数值直接append到文件里,这个会比较难。另一个是增量导出中间格式的增量数据,下载后再合并到原路径里,但是这个增量的数据格式需要设计一下。
两种方案最好都跟qlib官方社区一起合作解决,这样可以获得后续长期的支持。
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请问是否能够增量导出qlib格式的数据呢?
我现在的流程是从dolthub上更新数据,可能一周更新一次,如果想导出最新的数据,是否必须全量导出?
如果不是必须的话,怎样增量导出?(如果不支持,我可以提供PR,但是需要一些指引。)
The text was updated successfully, but these errors were encountered: