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support config custom_ops

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This commit is contained in:
bxdd
2021-06-23 15:56:36 +08:00
parent 21eb71d4a9
commit 0eee4a0f2e
1 changed files with 12 additions and 6 deletions
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18
qlib/data/ops.py
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@@ -14,6 +14,7 @@ from scipy.stats import percentileofscore
from .base import Expression, ExpressionOps
from ..log import get_module_logger
from ..utils import get_cls_kwargs
try:
from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
@@ -1496,15 +1497,20 @@ class OpsWrapper:
self._ops = {}
def register(self, ops_list):
for operator in ops_list:
if not issubclass(operator, ExpressionOps):
raise TypeError("operator must be subclass of ExpressionOps, not {}".format(operator))
for _operator in ops_list:
if isinstance(_operator, dict):
_ops_class, _ = get_cls_kwargs(_operator)
else:
_ops_class = _operator
if operator.__name__ in self._ops:
if not issubclass(_ops_class, ExpressionOps):
raise TypeError("operator must be subclass of ExpressionOps, not {}".format(_ops_class))
if _ops_class.__name__ in self._ops:
get_module_logger(self.__class__.__name__).warning(
"The custom operator [{}] will override the qlib default definition".format(operator.__name__)
"The custom operator [{}] will override the qlib default definition".format(_ops_class.__name__)
)
self._ops[operator.__name__] = operator
self._ops[_ops_class.__name__] = _ops_class
def __getattr__(self, key):
if key not in self._ops: