start experiment 60 (exp/60-scheduled-algo-retrain-on-2026-08-21-tac)

This commit is contained in:
zhaoli
2026-08-24 12:01:27 +00:00
parent 7460d5fe01
commit 891bd0743d
14 changed files with 1500 additions and 21 deletions
@@ -22,6 +22,7 @@ from qlib.utils import get_callable_kwargs
from ...data.config import (
LakeConfig,
timeframe_for_freq,
FEATURE_FAMILIES,
NON_FEATURE_COLUMNS,
)
@@ -92,7 +93,7 @@ def get_common_feature_fields(lake_root=None, market="US", timeframe="1d") -> Li
common: set = set()
# family tier: features/market=*/timeframe=*/family=*/symbol=*.parquet
for fam in ("ta", "sp"):
for fam in FEATURE_FAMILIES:
fam_dir = feat_dir / f"family={fam}"
if fam_dir.is_dir():
common |= _family_common(fam_dir)