Add a check if change is mutated to YahooNormalize1d#514
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you-n-g merged 1 commit intomicrosoft:mainfrom Jul 15, 2021
Merged
Add a check if change is mutated to YahooNormalize1d#514you-n-g merged 1 commit intomicrosoft:mainfrom
you-n-g merged 1 commit intomicrosoft:mainfrom
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Description
Recalculate
open/high/low/close/adjcloseif the data for two consecutive trading days differ by a factor of 89 to 100Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes