highfreq test dataset range?

[2young-2simple-sometimes-naive]

I have tried to run the highfreq workflow using the given example qlib_data downloaded (yahoo_cn_1min). The MARKET = "all" gives an IC of around 0.008, which is far from the reported 0.3 in the example. In fact I don't believe IC~0.3 could be achieved with ~4000 symbols. Is the example actually using csi300 market?

[zhupr]

@2young-2simple-sometimes-naive Hi,
The example of highfreq is csi300 market, which has been fixed for the results: #702
Need to re-download data: python scripts/get_data.py qlib_data --target_dir <1min dir> --interval 1min

[2young-2simple-sometimes-naive]

@2young-2simple-sometimes-naive Hi, The example of highfreq is csi300 market, which has been fixed for the results: #702 Need to re-download data: python scripts/get_data.py qlib_data --target_dir <1min dir> --interval 1min

Yep. IC~0.03 is more like it.