Draft version of refactoring handler

docs/component/data.rst

@@ -156,17 +156,17 @@ Data Handler
 
 Users can use ``Data Handler`` in an automatic workflow by ``Estimator``, refer to `Estimator: Workflow Management <estimator.html>`_ for more details. 
 
-Also, ``Data Handler`` can be used as an independent module, by which users can easily preprocess data(standardization, remove NaN, etc.) and build datasets. It is a subclass of ``qlib.data.dataset.handler.BaseDataHandler``, which provides some interfaces as follows.
+Also, ``Data Handler`` can be used as an independent module, by which users can easily preprocess data(standardization, remove NaN, etc.) and build datasets. It is a subclass of ``qlib.data.dataset.handler.DataHandlerLP``, which provides some interfaces as follows.
 
 Base Class & Interface
 ----------------------
 
-Qlib provides a base class `qlib.data.dataset.BaseDataHandler <../reference/api.html#qlib.data.dataset.handler.BaseDataHandler>`_, which provides the following interfaces:
+Qlib provides a base class `qlib.data.dataset.DataHandlerLP <../reference/api.html#qlib.data.dataset.handler.DataHandlerLP>`_, which provides the following interfaces:
 
-- `setup_feature`    
+- `load_feature`    
     Implement the interface to load the data features.
 
-- `setup_label`   
+- `load_label`   
     Implement the interface to load the data labels and calculate the users' labels. 
 
 - `setup_processed_data`    
@@ -174,11 +174,7 @@ Qlib provides a base class `qlib.data.dataset.BaseDataHandler <../reference/api.
 
 Qlib also provides two functions to help users init the data handler, users can override them for users' needs.
 
-- `_init_kwargs`
-    Users can init the kwargs of the data handler in this function, some kwargs may be used when init the raw df.
-    Kwargs are the other attributes in data.args, like dropna_label, dropna_feature
-
-- `_init_raw_df`
+- `_init_raw_data`
     Users can init the raw df, feature names, and label names of data handler in this function. 
     If the index of feature df and label df are not the same, users need to override this method to merge them (e.g. inner, left, right merge).
 

docs/component/estimator.rst

@@ -284,7 +284,7 @@ To know more about ``Interday Model``, please refer to `Interday Model: Training
 Data Section
 -----------------
 
-``Data Handler`` can be used to load raw data, prepare features and label columns, preprocess data (standardization, remove NaN, etc.), split training, validation, and test sets. It is a subclass of `qlib.data.dataset.handler.BaseDataHandler`.
+``Data Handler`` can be used to load raw data, prepare features and label columns, preprocess data (standardization, remove NaN, etc.), split training, validation, and test sets. It is a subclass of `qlib.data.dataset.handler.DataHandlerLP`.
 
 Users can use the specified data handler by config as follows.
 
@@ -315,7 +315,7 @@ Users can use the specified data handler by config as follows.
                   fend_time: 2018-12-11
 
 - `class`    
-    Data handler class, str type, which should be a subclass of `qlib.data.dataset.handler.BaseDataHandler`, and implements 5 important interfaces for loading features, loading raw data, preprocessing raw data, slicing train, validation, and test data. The default value is `ALPHA360`. If users want to write a data handler to retrieve the data in ``Qlib``, `QlibDataHandler` is suggested.
+    Data handler class, str type, which should be a subclass of `qlib.data.dataset.handler.DataHandlerLP`, and implements 5 important interfaces for loading features, loading raw data, preprocessing raw data, slicing train, validation, and test data. The default value is `ALPHA360`. If users want to write a data handler to retrieve the data in ``Qlib``, `QlibDataHandler` is suggested.
 
 - `module_path`    
    The module path, str type, absolute url is also supported, indicates the path of the `class` implementation of the data processor class. The default value is `qlib.data.dataset.handler`.
@@ -363,7 +363,7 @@ Users can use the specified data handler by config as follows.
 Custom Data Handler
 ~~~~~~~~~~~~~~~~~~~~~~
 
-Qlib support custom data handler, but it must be a subclass of the ``qlib.contrib.estimator.handler.BaseDataHandler``, the config for custom data handler may be as follows.
+Qlib support custom data handler, but it must be a subclass of the ``qlib.data.dataset.handler.DataHandlerLP``, the config for custom data handler may be as follows.
 
 .. code-block:: YAML