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fix: handle missing minute-level data in get_higher_eq_freq_feature #2247

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fix: handle missing minute-level data in get_higher_eq_freq_feature #2247

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8 changes: 6 additions & 2 deletions qlib/utils/resam.py
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Original file line number Diff line number Diff line change
Expand Up @@ -92,8 +92,12 @@ def get_higher_eq_freq_feature(instruments, fields, start_time=None, end_time=No
_result = D.features(instruments, fields, start_time, end_time, freq="1min", disk_cache=disk_cache)
_freq = "1min"
elif norm_freq == Freq.NORM_FREQ_MINUTE:
_result = D.features(instruments, fields, start_time, end_time, freq="1min", disk_cache=disk_cache)
_freq = "1min"
try:
_result = D.features(instruments, fields, start_time, end_time, freq="1min", disk_cache=disk_cache)
_freq = "1min"
except (ValueError, KeyError):
_result = D.features(instruments, fields, start_time, end_time, freq="day", disk_cache=disk_cache)
_freq = "day"
else:
raise ValueError(f"freq {freq} is not supported") from value_key_e
return _result, _freq
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4 changes: 2 additions & 2 deletions qlib/utils/time.py
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Expand Up @@ -249,9 +249,9 @@ def get_recent_freq(base_freq: Union[str, "Freq"], freq_list: List[Union[str, "F
if _min_delta < 0:
continue
if min_freq is None:
min_freq = (_min_delta, str(_freq))
min_freq = (_min_delta, Freq(_freq))
continue
min_freq = min_freq if min_freq[0] <= _min_delta else (_min_delta, _freq)
min_freq = min_freq if min_freq[0] <= _min_delta else (_min_delta, Freq(_freq))
return min_freq[1] if min_freq else None


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