fix(online): add interval check to RollingStrategy to prevent premature task generation (#2045)#2083
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im-anishraj wants to merge 3 commits into
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…re task generation (microsoft#2045) - Added check in prepare_tasks: if interval < rolling_step, return empty tasks. - Added reproduction and verification test case.
…macOS CI failure
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Hi, @anish-devgit , Thanks for the contribution! The concern makes sense, but we intentionally avoid checking For these reasons, we’ll close this PR for now, , but we really appreciate the thoughtful contribution. |
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Got it, thanks for the clear explanation! |
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Summary
Fixes #2045: RollingStrategy should not prepare tasks if interval < rolling_step
What I changed
qlib/workflow/online/strategy.py: Added a check inprepare_tasksto return specific empty list if the calculated time interval is less thanself.rg.step.How I tested
Local: Added
tests/test_issue_2045.pywhich mocksRollingGen,TimeAdjuster, andOnlineToolR.interval=5andstep=10,prepare_tasksreturns[].interval=15andstep=10,prepare_tasksreturns generated tasks.Fixes #2045