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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 03:21:00 +08:00

update comments

This commit is contained in:
bxdd
2021-03-30 00:38:15 +08:00
parent 1074284666
commit 136830bc2b
7 changed files with 38 additions and 54 deletions

View File

@@ -70,10 +70,3 @@ class HighFreqNorm(Processor):
columns=["FEATURE_%d" % i for i in range(12 * 240)],
).sort_index()
return df_new_features
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time:
self.fit_end_time = fit_end_time
super().config(**kwargs)

View File

@@ -27,7 +27,7 @@ from qlib.tests.data import GetData
from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut
class HighfreqWorkflow(object):
class HighfreqWorkflow:
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut], "expression_cache": None}
@@ -177,8 +177,8 @@ class HighfreqWorkflow(object):
dataset_backtest.setup_data(handler_kwargs={})
##=============get data=============
(xtest,) = dataset.prepare(["test"])
(backtest_test,) = dataset_backtest.prepare(["test"])
xtest = dataset.prepare("test")
backtest_test = dataset_backtest.prepare("test")
print(xtest, backtest_test)
return

View File

@@ -14,7 +14,7 @@ from qlib.utils import exists_qlib_data, init_instance_by_config
from qlib.tests.data import GetData
class RollingDataWorkflow(object):
class RollingDataWorkflow:
MARKET = "csi300"
start_time = "2010-01-01"