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Add a more understandable example of data workflow (#797)
* Update data.rst * Update data.rst
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@@ -21,6 +21,12 @@ The introduction of ``Data Layer`` includes the following parts.
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- Cache
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- Cache
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- Data and Cache File Structure
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- Data and Cache File Structure
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Here is a typical example of Qlib data workflow
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- Users download data and converting data into Qlib format(with filename suffix `.bin`). In this step, typically only some basic data are stored on disk(such as OHLCV).
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- Creating some basic features based on Qlib's expression Engine(e.g. "Ref($close, 60) / $close", the return of last 60 trading days). Supported operators in the expression engine can be found `here <https://github.com/microsoft/qlib/blob/main/qlib/data/ops.py>`_. This step is typically implemented in Qlib's `Data Loader <https://qlib.readthedocs.io/en/latest/component/data.html#data-loader>`_ which is a component of `Data Handler <https://qlib.readthedocs.io/en/latest/component/data.html#data-handler>`_ .
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- If users require more complicated data processing (e.g. data normalization), `Data Handler <https://qlib.readthedocs.io/en/latest/component/data.html#data-handler>`_ support user-customized processors to process data(some predefined processors can be found `here <https://github.com/microsoft/qlib/blob/main/qlib/data/dataset/processor.py>`_). The processors are different from operators in expression engine. It is designed for some complicated data processing methods which is hard to supported in operators in expression engine.
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- At last, `Dataset <https://qlib.readthedocs.io/en/latest/component/data.html#dataset>`_ is responsible to prepare model-specific dataset from the processed data of Data Handler
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Data Preparation
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Data Preparation
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============================
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============================
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