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Remove Dropna limitation of quote_df of Exchange #1333

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@you-n-g you-n-g commented Oct 30, 2022

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 requested a review from lihuoran October 30, 2022 10:48
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you-n-g commented Oct 30, 2022

Hi, @lihuoran Is this enough to remove the fill_missing_data in #1332 ?

@you-n-g you-n-g mentioned this pull request Oct 30, 2022
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you-n-g commented Oct 30, 2022

MARK:
The backtest result of qrun benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml does not change

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you-n-g commented Oct 30, 2022

@lihuoran The CI fails when it tests the RL part.
It may conflict with #1332 fill_missing_values.
Maybe we should cherry-pick this PR and test it with #1332 together.

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you-n-g commented Oct 30, 2022

The merge target is changed to microsoft:huoran/fix_rl_todos
The new PR is #1334

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