liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 19:10:58 +08:00
Code Activity

alpha158 & alpha360 support custom label

Browse Source
This commit is contained in:
Dong Zhou
2020-11-26 22:20:59 +08:00
parent 38cfb22cba
commit 07c1ca69a7
1 changed files with 4 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
qlib/contrib/data/handler.py
View File

@@ -126,6 +126,7 @@ class ALPHA360(DataHandlerLP):
learn_processors=_DEFAULT_LEARN_PROCESSORS,
fit_start_time=None,
fit_end_time=None,
**kwargs,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
@@ -135,7 +136,7 @@ class ALPHA360(DataHandlerLP):
"kwargs": {
"config": {
"feature": self.get_feature_config(),
"label": self.get_label_config(),
"label": kwargs.get("label", self.get_label_config()),
},
},
}
@@ -206,6 +207,7 @@ class Alpha158(DataHandlerLP):
learn_processors=_DEFAULT_LEARN_PROCESSORS,
fit_start_time=None,
fit_end_time=None,
**kwargs,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
@@ -213,7 +215,7 @@ class Alpha158(DataHandlerLP):
data_loader = {
"class": "QlibDataLoader",
"kwargs": {
"config": {"feature": self.get_feature_config(), "label": self.get_label_config()},
"config": {"feature": self.get_feature_config(), "label": kwargs.get("label", self.get_label_config())},
},
}
super().__init__(