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bxdd
2021-03-30 00:38:15 +08:00
parent 1074284666
commit 136830bc2b
7 changed files with 38 additions and 54 deletions
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6
examples/highfreq/workflow.py
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@@ -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