Method load_qlib_data

scripts/check_data_health.py:51–69

(self)

            self.load_qlib_data()

    def load_qlib_data(self):
        instruments = D.instruments(market="all")
        instrument_list = D.list_instruments(instruments=instruments, as_list=True, freq=self.freq)
        required_fields = ["$open", "$close", "$low", "$high", "$volume", "$factor"]
        for instrument in instrument_list:
            df = D.features([instrument], required_fields, freq=self.freq)
            df.rename(
                columns={
                    "$open": "open",
                    "$close": "close",
                    "$low": "low",
                    "$high": "high",
                    "$volume": "volume",
                    "$factor": "factor",
                },
                inplace=True,
            )
            self.data[instrument] = df
        print(df)

    def check_missing_data(self) -> Optional[pd.DataFrame]:
        """Check if any data is missing in the DataFrame."""