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bxdd
2021-01-25 17:59:48 +00:00
parent ffedb6382f
commit 06dbd02b99
8 changed files with 34 additions and 19 deletions
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6
examples/high_freq/highfreq_ops.py
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@@ -9,7 +9,7 @@ from qlib.data.data import Cal
class DayFirst(ElemOperator):
def __init__(self, feature):
super(DayFirst, self).__init__(feature, "day_first")
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = Cal.get_calender_day(freq=freq)[0]
series = self.feature.load(instrument, start_index, end_index, freq)
@@ -44,6 +44,7 @@ class Date(ElemOperator):
series = self.feature.load(instrument, start_index, end_index, freq)
return pd.Series(_calendar[series.index], index=series.index)
class Select(PairOperator):
def __init__(self, condition, feature):
super(Select, self).__init__(condition, feature, "select")
@@ -53,10 +54,11 @@ class Select(PairOperator):
series_feature = self.feature_right.load(instrument, start_index, end_index, freq)
return series_feature.loc[series_condition]
class IsNull(ElemOperator):
def __init__(self, feature):
super(IsNull, self).__init__(feature, "isnull")
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.isnull()
return series.isnull()