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refactor TRA

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This commit is contained in:
Dong Zhou
2021-07-21 13:19:07 +08:00
committed by you-n-g
parent 9303415666
commit 07655f2d5b
6 changed files with 1535 additions and 0 deletions
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4
qlib/data/dataset/loader.py
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@@ -199,6 +199,10 @@ class StaticDataLoader(DataLoader):
self.join = join
self._data = None
def __getstate__(self) -> dict:
# avoid pickling `self._data`
return {k: v for k, v in self.__dict__.items() if not k.startswith("_")}
def load(self, instruments=None, start_time=None, end_time=None) -> pd.DataFrame:
self._maybe_load_raw_data()
if instruments is None: