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@@ -132,7 +132,7 @@ class CalendarProvider(abc.ABC):
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_calendar_index = {x: i for i, x in enumerate(_calendar)} # for fast search
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H["c"][flag] = _calendar, _calendar_index
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return _calendar, _calendar_index
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def _uri(self, start_time, end_time, freq, future=False):
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"""Get the uri of calendar generation task."""
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return hash_args(start_time, end_time, freq, future)
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@@ -87,7 +87,6 @@ class DatasetH(Dataset):
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"""
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super().__init__(handler, segments)
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def init(self, init_type: str = DataHandlerLP.IT_FIT_SEQ, enable_cache: bool = False):
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"""
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Initialize the data of Qlib
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@@ -98,7 +97,7 @@ class DatasetH(Dataset):
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- if `init_type` == DataHandlerLP.IT_FIT_SEQ:
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the input of `DataHandlerLP.fit` will be the output of the previous processor
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- if `init_type` == DataHandlerLP.IT_FIT_IND:
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the input of `DataHandlerLP.fit` will be the original df
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@@ -389,6 +389,7 @@ class DataHandlerLP(DataHandler):
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if self.drop_raw:
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del self._data
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# init type
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IT_FIT_SEQ = "fit_seq" # the input of `fit` will be the output of the previous processor
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IT_FIT_IND = "fit_ind" # the input of `fit` will be the original df
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@@ -431,7 +432,7 @@ class DataHandlerLP(DataHandler):
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df = getattr(self, {self.DK_R: "_data", self.DK_I: "_infer", self.DK_L: "_learn"}[data_key])
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except AttributeError:
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print("please set drop_raw = False if you want to use raw data")
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raise
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raise
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return df
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def fetch(
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@@ -94,7 +94,9 @@ class DLWParser(DataLoader):
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return exprs, names
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@abc.abstractmethod
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def load_group_df(self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day") -> pd.DataFrame:
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def load_group_df(
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self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day"
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) -> pd.DataFrame:
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"""
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load the dataframe for specific group
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@@ -148,7 +150,9 @@ class QlibDataLoader(DLWParser):
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print("swap level", swap_level)
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super().__init__(config)
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def load_group_df(self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day") -> pd.DataFrame:
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def load_group_df(
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self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day"
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) -> pd.DataFrame:
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if instruments is None:
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warnings.warn("`instruments` is not set, will load all stocks")
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instruments = "all"
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