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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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8
qlib/data/dataset/loader.py
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@@ -94,7 +94,9 @@ class DLWParser(DataLoader):
return exprs, names
@abc.abstractmethod
def load_group_df(self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day") -> pd.DataFrame:
def load_group_df(
self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day"
) -> pd.DataFrame:
"""
load the dataframe for specific group
@@ -148,7 +150,9 @@ class QlibDataLoader(DLWParser):
print("swap level", swap_level)
super().__init__(config)
def load_group_df(self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day") -> pd.DataFrame:
def load_group_df(
self, instruments, exprs: list, names: list, start_time=None, end_time=None, freq="day"
) -> pd.DataFrame:
if instruments is None:
warnings.warn("`instruments` is not set, will load all stocks")
instruments = "all"