ERROR - qlib.workflow - [utils.py:38] - An exception has been raised[ValueError: can't find a freq from [Freq(day)] that can resample to 1min!].

To Reproduce

df = D.features([code], [‘$high’, ‘$low’, ‘$close’, ‘$open’,‘$volume’,‘$money’], start_time=‘%s 09:31:00’%str(start_time)[:10], end_time=‘%s 15:00:00’%str(end_time)[:10], freq=‘1min’, disk_cache=0)

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.

Qlib version:Newest
Python version:3.7.9
OS (Windows, Linux, MacOS):MacOS
Commit number (optional, please provide it if you are using the dev version):

Issue Analytics

State:
Created 2 years ago
Comments:5

Top GitHub Comments

1reaction

zhuprcommented, Feb 23, 2022

@Waterkin Hi, Is provider_uri a 1min dataset ? Get sample 1min data ref: python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn -- interval 1min

0reactions

you-n-gcommented, Mar 2, 2022

Sorry, Qlib didn’t support automatically resampling now.

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