Update index_data.py for datatype conversion and alignment #1813
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Description
Hi,
Here I change
index_data.py
for converting time in datetime64 into the same precision with user data. This helps users avoid query failures due to precision issues.Datetype detection is performed during initialization to avoid inconsistencies in the format of user data. This may have some impact on efficiency.
Changed files:
index_data.py
change__init__
underIndex
for the initial alignment test, also change_convert_type
for detecting data type and convert precisiontest_index_data.py
test above changesshrink.py
pre-commit auto-correctionMotivation and Context
issue 1806
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Types of changes