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Add data handler for order book data #1212

Merged
merged 2 commits into from
Jul 20, 2022
Merged

Add data handler for order book data #1212

merged 2 commits into from
Jul 20, 2022

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Arthur-Null
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Add data handler for order book data

Description

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@you-n-g you-n-g merged commit 1b99155 into microsoft:main Jul 20, 2022
@you-n-g you-n-g mentioned this pull request Jul 20, 2022
Merged
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@you-n-g you-n-g added the enhancement New feature or request label Dec 9, 2022
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@Arthur-Null
Add data handler for order book data (microsoft#1212)
844a283 
* order book

* clean hx
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@Arthur-Null @you-n-g