1"""Treasury ETFs (1-minute, split/dividend adjusted) for the cross-validation of intraday factors during 09:30–16:00 ET."""2import sys, json3from pathlib import Path4ROOT = Path(__file__).resolve().parents[1]; sys.path.insert(0, str(ROOT / "src"))5from wp47.findata import export6CACHE = ROOT / "data/cache"7ETFS = ["SHY", "IEI", "IEF", "TLH", "TLT"]8for a, b in (("2010-01-01", "2018-12-31"), ("2019-01-01", "2026-12-31")):9 dest = CACHE / "etf_1m" / f"etf_{a[:4]}_{b[:4]}.parquet"10 if not dest.exists(): print(json.dumps(export("market_bars.etf.1m.split_div", ETFS, a, b, dest)))11