From 07c1ca69a709a54fd0f188c1cad06e950bfc3057 Mon Sep 17 00:00:00 2001 From: Dong Zhou Date: Thu, 26 Nov 2020 22:20:59 +0800 Subject: [PATCH] alpha158 & alpha360 support custom label --- qlib/contrib/data/handler.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/qlib/contrib/data/handler.py b/qlib/contrib/data/handler.py index 07ef2267a..5e6616b41 100644 --- a/qlib/contrib/data/handler.py +++ b/qlib/contrib/data/handler.py @@ -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__(