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Loading Data with D.features #2027

@leocanada2007

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@leocanada2007

Hi,

I am new to Qlip, so my question may seem obvious to you

I use the following code to load data

`import qlib
from qlib.data import D
from qlib.constant import REG_CN

provider_uri = "C:\Users\Administrator\.qlib\qlib_data\cn_data"
qlib.init(provider_uri=provider_uri, region=REG_CN)

data = D.features(
instruments=['SH600000', 'SH600021'],
fields=['$close', '$volume', '$open'],
start_time='2011-11-01',
end_time='2021-11-01',
freq='day'
)`

It takes forever to run (I stopped after a minute). But when I tried to load only 1 instrument (say 'SH600000' or 'SH600021'), then it takes less than a second. Did I do something wrong?

Thanks

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