data not found for [SHxxxxxx].vwap
See original GitHub issue🐛 Bug Description
qrun command in demo.sh unable to find data, and fail to run
To Reproduce
qrun benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
Expected Behavior
qrun demo to run successfully.
Screenshot

Environment
Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.
Windows AMD64 Windows-10-10.0.18362-SP0 10.0.18362
Python version: 3.8.5 (default, Sep 3 2020, 21:29:08) [MSC v.1916 64 bit (AMD64)]
Qlib version: 0.6.3.99 numpy==1.19.2 pandas==1.2.1 scipy==1.6.0 requests==2.25.1 sacred==0.8.2 python-socketio==3.1.2 redis==3.5.3 python-redis-lock==3.7.0 schedule==1.0.0 cvxpy==1.0.21 hyperopt==0.1.1 fire==0.4.0 statsmodels==0.12.1 xlrd==2.0.1 plotly==4.12.0 matplotlib==3.3.4 tables==3.6.1 pyyaml==5.4.1 mlflow==1.13.1 tqdm==4.56.0 loguru==0.5.3 lightgbm==3.1.1 tornado==6.1 joblib==1.0.0 fire==0.4.0 ruamel.yaml==0.16.12
- Commit number (optional, please provide it if you are using the dev version): 0b11dc5167d8710368cc2703ec6dc18990c38a38
Additional Notes
Issue Analytics
- State:
- Created 3 years ago
- Comments:5 (2 by maintainers)
Top Related StackOverflow Question
Thanks, believe this issue is resolved after getting latest source cbbf6cd82260e533662a7433ba72cf3391347619
@arisliang Several features use
vwapin Alpha158 https://github.com/microsoft/qlib/blob/main/qlib/contrib/data/handler.py#L232