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Pylint issue

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This commit is contained in:
Huoran Li
2022-07-26 14:18:01 +08:00
parent bad1ae58bd
commit 0caa9a48a5
4 changed files with 8 additions and 10 deletions
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10
qlib/contrib/data/handler.py
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@@ -284,7 +284,7 @@ class Alpha158(DataHandlerLP):
fields += ["Rsquare($close, %d)" % d for d in windows]
names += ["RSQR%d" % d for d in windows]
if use("RESI"):
# The redisdual for linear regression for the past d days, represent the trend linearity for past d days.
# The redisdual for linear regression for the past d days, represent the trend linearity for past d days.
fields += ["Resi($close, %d)/$close" % d for d in windows]
names += ["RESI%d" % d for d in windows]
if use("MAX"):
@@ -297,7 +297,7 @@ class Alpha158(DataHandlerLP):
names += ["MIN%d" % d for d in windows]
if use("QTLU"):
# The 80% quantile of past d day's close price, divided by latest close price to remove unit
# Used with MIN and MAX
# Used with MIN and MAX
fields += ["Quantile($close, %d, 0.8)/$close" % d for d in windows]
names += ["QTLU%d" % d for d in windows]
if use("QTLD"):
@@ -305,7 +305,7 @@ class Alpha158(DataHandlerLP):
fields += ["Quantile($close, %d, 0.2)/$close" % d for d in windows]
names += ["QTLD%d" % d for d in windows]
if use("RANK"):
# Get the percentile of current close price in past d day's close price.
# Get the percentile of current close price in past d day's close price.
# Represent the current price level comparing to past N days, add additional information to moving average.
fields += ["Rank($close, %d)" % d for d in windows]
names += ["RANK%d" % d for d in windows]
@@ -316,14 +316,14 @@ class Alpha158(DataHandlerLP):
if use("IMAX"):
# The number of days between current date and previous highest price date.
# Part of Aroon Indicator https://www.investopedia.com/terms/a/aroon.asp
# The indicator measures the time between highs and the time between lows over a time period.
# The indicator measures the time between highs and the time between lows over a time period.
# The idea is that strong uptrends will regularly see new highs, and strong downtrends will regularly see new lows.
fields += ["IdxMax($high, %d)/%d" % (d, d) for d in windows]
names += ["IMAX%d" % d for d in windows]
if use("IMIN"):
# The number of days between current date and previous lowest price date.
# Part of Aroon Indicator https://www.investopedia.com/terms/a/aroon.asp
# The indicator measures the time between highs and the time between lows over a time period.
# The indicator measures the time between highs and the time between lows over a time period.
# The idea is that strong uptrends will regularly see new highs, and strong downtrends will regularly see new lows.
fields += ["IdxMin($low, %d)/%d" % (d, d) for d in windows]
names += ["IMIN%d" % d for d in windows]

3
qlib/rl/data/pickle_styled.py
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@@ -88,9 +88,6 @@ def _read_pickle(filename_without_suffix: Path) -> pd.DataFrame:
class IntradayBacktestData:
def __init__(self) -> None:
super(IntradayBacktestData, self).__init__()
@abstractmethod
def __repr__(self) -> str:
raise NotImplementedError

3
qlib/rl/utils/__init__.py
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@@ -4,7 +4,7 @@
from .data_queue import DataQueue
from .env_wrapper import EnvWrapper, EnvWrapperStatus
from .finite_env import FiniteEnvType, vectorize_env
from .log import ConsoleWriter, CsvWriter, LogCollector, LogLevel, LogWriter
from .log import ConsoleWriter, CsvWriter, LogBuffer, LogCollector, LogLevel, LogWriter
__all__ = [
"LogLevel",
@@ -17,4 +17,5 @@ __all__ = [
"ConsoleWriter",
"CsvWriter",
"EnvWrapperStatus",
"LogBuffer",
]

2
qlib/strategy/base.py
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@@ -3,7 +3,7 @@
from __future__ import annotations
from abc import ABCMeta, abstractmethod
from typing import Any, Generator, Optional, TYPE_CHECKING
from typing import Any, Generator, Optional, TYPE_CHECKING, Union
if TYPE_CHECKING:
from qlib.backtest.exchange import Exchange