feat: add REG_GB (London Stock Exchange) core region support

qlib/config.py

@@ -23,7 +23,7 @@
 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_US, REG_TW, REG_GB
 
 if TYPE_CHECKING:
     from qlib.utils.time import Freq
@@ -309,6 +309,11 @@ def register_from_C(config, skip_register=True):
         "limit_threshold": 0.1,
         "deal_price": "close",
     },
+    REG_GB: {
+        "trade_unit": 1,
+        "limit_threshold": None,
+        "deal_price": "close",
+    },
 }
 
 

qlib/constant.py

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

qlib/utils/time.py

@@ -13,7 +13,7 @@
 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_TW, REG_US, REG_GB
 
 CN_TIME = [
     datetime.strptime("9:30", "%H:%M"),
@@ -26,6 +26,7 @@
     datetime.strptime("9:00", "%H:%M"),
     datetime.strptime("13:30", "%H:%M"),
 ]
+GB_TIME = [datetime.strptime("8:00", "%H:%M"), datetime.strptime("16:30", "%H:%M")]
 
 
 @functools.lru_cache(maxsize=240)
@@ -65,6 +66,11 @@ 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_GB:
+        for ts in list(
+            pd.date_range(GB_TIME[0], GB_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 +113,12 @@ 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_GB:
+        if end_time - start_time < freq:
+            return True
+        if start_time.hour == 16 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 +288,11 @@ 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_GB:
+        if GB_TIME[0] <= time_obj < GB_TIME[1]:
+            return int((time_obj - GB_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 +7,20 @@
 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_US, REG_TW, REG_GB
+from qlib.utils.time import (
+    cal_sam_minute as cal_sam_minute_new,
+    get_min_cal,
+    is_single_value,
+    time_to_day_index,
+    CN_TIME,
+    US_TIME,
+    TW_TIME,
+    GB_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_GB: GB_TIME}
 
 
 def cal_sam_minute(x: pd.Timestamp, sam_minutes: int, region: str):
@@ -77,7 +86,7 @@ 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_GB]
 
         def gen_args(cal: List):
             for time in np.random.choice(cal, size=random_n, replace=True):
@@ -113,6 +122,65 @@ def gen_args(cal: List):
                     cal_sam_minute_new(*args, region=region)
 
 
+class GBTimeUtils(TestCase):
+    """Tests for GB (London Stock Exchange) region support in time utils."""
+
+    def test_get_min_cal_gb_count(self):
+        # LSE trades 08:00–16:29 inclusive = 510 one-minute bars
+        cal = get_min_cal(region=REG_GB)
+        self.assertEqual(len(cal), 510)
+
+    def test_get_min_cal_gb_open(self):
+        cal = get_min_cal(region=REG_GB)
+        self.assertEqual(cal[0].hour, 8)
+        self.assertEqual(cal[0].minute, 0)
+
+    def test_get_min_cal_gb_close(self):
+        cal = get_min_cal(region=REG_GB)
+        self.assertEqual(cal[-1].hour, 16)
+        self.assertEqual(cal[-1].minute, 29)
+
+    def test_is_single_value_gb_freq_too_small(self):
+        # window smaller than freq → single value
+        start = pd.Timestamp("2024-01-02 10:00:00")
+        end = pd.Timestamp("2024-01-02 10:00:00")
+        freq = pd.Timedelta("1min")
+        self.assertTrue(is_single_value(start, end, freq, region=REG_GB))
+
+    def test_is_single_value_gb_last_bar(self):
+        # 16:29 is the last bar of the day → single value
+        start = pd.Timestamp("2024-01-02 16:29:00")
+        end = pd.Timestamp("2024-01-02 16:30:00")
+        freq = pd.Timedelta("1min")
+        self.assertTrue(is_single_value(start, end, freq, region=REG_GB))
+
+    def test_is_single_value_gb_mid_session(self):
+        # mid-session bar spanning a full minute → not single value
+        start = pd.Timestamp("2024-01-02 12:00:00")
+        end = pd.Timestamp("2024-01-02 12:01:00")
+        freq = pd.Timedelta("1min")
+        self.assertFalse(is_single_value(start, end, freq, region=REG_GB))
+
+    def test_time_to_day_index_gb_open(self):
+        # 08:00 is index 0
+        self.assertEqual(time_to_day_index("8:00", region=REG_GB), 0)
+
+    def test_time_to_day_index_gb_mid(self):
+        # 12:00 = 240 minutes after 08:00
+        self.assertEqual(time_to_day_index("12:00", region=REG_GB), 240)
+
+    def test_time_to_day_index_gb_last(self):
+        # 16:29 = 509 minutes after 08:00
+        self.assertEqual(time_to_day_index("16:29", region=REG_GB), 509)
+
+    def test_time_to_day_index_gb_out_of_range(self):
+        # outside trading hours should raise
+        with self.assertRaises(ValueError):
+            time_to_day_index("7:59", region=REG_GB)
+        with self.assertRaises(ValueError):
+            time_to_day_index("16:30", region=REG_GB)
+
+
 class DataUtils(TestCase):
     @classmethod
     def setUpClass(cls):