From 0192f28bf41e3b5487b51c74fad3aaee4104949e Mon Sep 17 00:00:00 2001
From: bxdd <bxd98@126.com>
Date: Fri, 5 Feb 2021 05:01:00 +0000
Subject: [PATCH] add docstring & fix code

---
 examples/highfreq/highfreq_ops.py | 118 +++++++++++++++++++++++++++++-
 1 file changed, 115 insertions(+), 3 deletions(-)

diff --git a/examples/highfreq/highfreq_ops.py b/examples/highfreq/highfreq_ops.py
index 8ce391de6..461c34e6f 100644
--- a/examples/highfreq/highfreq_ops.py
+++ b/examples/highfreq/highfreq_ops.py
@@ -8,6 +8,20 @@ from qlib.data.data import Cal
 
 
 def get_calendar_day(freq="day", future=False):
+    """Load High-Freq Calendar Date Using Memcache.
+
+    Parameters
+    ----------
+    freq : str
+        frequency of read calendar file.
+    future : bool
+        whether including future trading day.
+
+    Returns
+    -------
+    _calendar:
+        array of date.
+    """
     flag = f"{freq}_future_{future}_day"
     if flag in H["c"]:
         _calendar = H["c"][flag]
@@ -18,6 +32,19 @@ def get_calendar_day(freq="day", future=False):
 
 
 class DayLast(ElemOperator):
+    """DayLast Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+
+    Returns
+    ----------
+    feature:
+        a series of that each value equals the last value of its day
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         _calendar = get_calendar_day(freq=freq)
         series = self.feature.load(instrument, start_index, end_index, freq)
@@ -25,18 +52,57 @@ class DayLast(ElemOperator):
 
 
 class FFillNan(ElemOperator):
+    """FFillNan Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+
+    Returns
+    ----------
+    feature:
+        a forward fill nan feature
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         series = self.feature.load(instrument, start_index, end_index, freq)
         return series.fillna(method="ffill")
 
 
 class BFillNan(ElemOperator):
+    """BFillNan Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+
+    Returns
+    ----------
+    feature:
+        a backfoward fill nan feature
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         series = self.feature.load(instrument, start_index, end_index, freq)
         return series.fillna(method="bfill")
 
 
 class Date(ElemOperator):
+    """Date Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+
+    Returns
+    ----------
+    feature:
+        a series of that each value is the date corresponding to feature.index
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         _calendar = get_calendar_day(freq=freq)
         series = self.feature.load(instrument, start_index, end_index, freq)
@@ -44,6 +110,22 @@ class Date(ElemOperator):
 
 
 class Select(PairOperator):
+    """Select Operator
+
+    Parameters
+    ----------
+    feature_left : Expression
+        feature instance, select condition
+    feature_right : Expression
+        feature instance, select value
+
+    Returns
+    ----------
+    feature:
+        value(feature_right) that meets the condition(feature_left)
+
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         series_condition = self.feature_left.load(instrument, start_index, end_index, freq)
         series_feature = self.feature_right.load(instrument, start_index, end_index, freq)
@@ -51,16 +133,46 @@ class Select(PairOperator):
 
 
 class IsNull(ElemOperator):
+    """IsNull Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+
+    Returns
+    ----------
+    feature:
+        A series indicating whether the feature is nan
+    """
+
     def _load_internal(self, instrument, start_index, end_index, freq):
         series = self.feature.load(instrument, start_index, end_index, freq)
         return series.isnull()
 
 
 class Cut(ElemOperator):
+    """Cut Operator
+
+    Parameters
+    ----------
+    feature : Expression
+        feature instance
+    l : int
+        l > 0, delete the first l elements of feature (default is None, which means 0)
+    r : int
+        r < 0, delete the last -r elements of feature (default is None, which means 0)
+    Returns
+    ----------
+    feature:
+        A series with the first l and last -r elements deleted from the feature.
+        Note: It is deleted from the raw data, not the sliced data
+    """
+
     def __init__(self, feature, l=None, r=None):
         self.l = l
         self.r = r
-        if (self.l != None and self.l <= 0) or (self.r != None and self.r >= 0):
+        if (not self.l is None and self.l <= 0) or (not self.r is None and self.r >= 0):
             raise ValueError("Cut operator l shoud > 0 and r should < 0")
 
         super(Cut, self).__init__(feature)
@@ -70,8 +182,8 @@ class Cut(ElemOperator):
         return series.iloc[self.l : self.r]
 
     def get_extended_window_size(self):
-        ll = 0 if self.l == None else self.l
-        rr = 0 if self.r == None else abs(self.r)
+        ll = 0 if self.l is None else self.l
+        rr = 0 if self.r is None else abs(self.r)
         lft_etd, rght_etd = self.feature.get_extended_window_size()
         lft_etd = lft_etd + ll
         rght_etd = rght_etd + rr