Add India region support for NSE workflows

qlib/config.py

@@ -22,7 +22,7 @@
 from typing import Callable, Optional, Union
 from typing import TYPE_CHECKING
 
-from qlib.constant import REG_CN, REG_US, REG_TW
+from qlib.constant import REG_CN, REG_IN, REG_US, REG_TW
 
 if TYPE_CHECKING:
     from qlib.utils.time import Freq
@@ -303,6 +303,11 @@ def register_from_C(config, skip_register=True):
         "limit_threshold": None,
         "deal_price": "close",
     },
+    REG_IN: {
+        "trade_unit": 1,
+        "limit_threshold": None,
+        "deal_price": "close",
+    },
     REG_TW: {
         "trade_unit": 1000,
         "limit_threshold": 0.1,

qlib/constant.py

@@ -10,6 +10,7 @@
 REG_CN = "cn"
 REG_US = "us"
 REG_TW = "tw"
+REG_IN = "in"
 
 # Epsilon for avoiding division by zero.
 EPS = 1e-12

qlib/tests/data.py

@@ -173,7 +173,7 @@ def qlib_data(
         interval: str
             data freq, value from [1d], by default 1d
         region: str
-            data region, value from [cn, us], by default cn
+            data region, value from [cn, us, in], by default cn
         delete_old: bool
             delete an existing directory, by default True
         exists_skip: bool

qlib/utils/time.py

@@ -12,7 +12,7 @@
 import pandas as pd
 
 from qlib.config import C
-from qlib.constant import REG_CN, REG_TW, REG_US
+from qlib.constant import REG_CN, REG_IN, REG_TW, REG_US
 
 
 CN_TIME = [
@@ -26,6 +26,10 @@
     datetime.strptime("9:00", "%H:%M"),
     datetime.strptime("13:30", "%H:%M"),
 ]
+IN_TIME = [
+    datetime.strptime("9:15", "%H:%M"),
+    datetime.strptime("15:30", "%H:%M"),
+]
 
 
 @functools.lru_cache(maxsize=240)
@@ -65,6 +69,11 @@ def get_min_cal(shift: int = 0, region: str = REG_CN) -> List[time]:
             pd.date_range(US_TIME[0], US_TIME[1] - timedelta(minutes=1), freq="1min") - pd.Timedelta(minutes=shift)
         ):
             cal.append(ts.time())
+    elif region == REG_IN:
+        for ts in list(
+            pd.date_range(IN_TIME[0], IN_TIME[1] - timedelta(minutes=1), freq="1min") - pd.Timedelta(minutes=shift)
+        ):
+            cal.append(ts.time())
     else:
         raise ValueError(f"{region} is not supported")
     return cal
@@ -107,6 +116,12 @@ def is_single_value(start_time, end_time, freq, region: str = REG_CN):
         if start_time.hour == 15 and start_time.minute == 59 and start_time.second == 0:
             return True
         return False
+    elif region == REG_IN:
+        if end_time - start_time < freq:
+            return True
+        if start_time.hour == 15 and start_time.minute == 29 and start_time.second == 0:
+            return True
+        return False
     else:
         raise NotImplementedError(f"please implement the is_single_value func for {region}")
 
@@ -276,6 +291,11 @@ def time_to_day_index(time_obj: Union[str, datetime], region: str = REG_CN):
             return int((time_obj - TW_TIME[0]).total_seconds() / 60)
         else:
             raise ValueError(f"{time_obj} is not the opening time of the {region} stock market")
+    elif region == REG_IN:
+        if IN_TIME[0] <= time_obj < IN_TIME[1]:
+            return int((time_obj - IN_TIME[0]).total_seconds() / 60)
+        else:
+            raise ValueError(f"{time_obj} is not the opening time of the {region} stock market")
     else:
         raise ValueError(f"{region} is not supported")
 

tests/misc/test_utils.py

@@ -7,11 +7,11 @@
 from qlib import init
 from qlib.config import C
 from qlib.log import TimeInspector
-from qlib.constant import REG_CN, REG_US, REG_TW
-from qlib.utils.time import cal_sam_minute as cal_sam_minute_new, get_min_cal, CN_TIME, US_TIME, TW_TIME
+from qlib.constant import REG_CN, REG_IN, REG_US, REG_TW
+from qlib.utils.time import cal_sam_minute as cal_sam_minute_new, get_min_cal, CN_TIME, IN_TIME, US_TIME, TW_TIME
 from qlib.utils.data import guess_horizon
 
-REG_MAP = {REG_CN: CN_TIME, REG_US: US_TIME, REG_TW: TW_TIME}
+REG_MAP = {REG_CN: CN_TIME, REG_US: US_TIME, REG_TW: TW_TIME, REG_IN: IN_TIME}
 
 
 def cal_sam_minute(x: pd.Timestamp, sam_minutes: int, region: str):
@@ -77,7 +77,7 @@ def setUpClass(cls):
     def test_cal_sam_minute(self):
         # test the correctness of the code
         random_n = 1000
-        regions = [REG_CN, REG_US, REG_TW]
+        regions = [REG_CN, REG_US, REG_TW, REG_IN]
 
         def gen_args(cal: List):
             for time in np.random.choice(cal, size=random_n, replace=True):