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Draft version of refactoring handler

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Young
2020-10-17 09:16:43 +00:00
parent d4091a8711
commit 10066ecf79
14 changed files with 929 additions and 610 deletions
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docs/component/estimator.rst
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@@ -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