nested data loader

2026-07-06 20:41:09 +08:00 · 2024-07-04 10:09:43 +00:00
parent 5190332c7e
commit 13768d1dac
4 changed files with 367 additions and 276 deletions
--- a/tests/data_mid_layer_tests/test_dataloader.py
+++ b/tests/data_mid_layer_tests/test_dataloader.py
@@ -0,0 +1,35 @@
+
+# TODO:
+# dump alpha 360 to dataframe and merge it with Alpha158
+
+
+import unittest
+
+from qlib.data.dataset.loader import NestedDataLoader
+
+
+class TestDataLoader(unittest.TestCase):
+
+
+    def test_nested_data_loader(self):
+        nd = NestedDataLoader(
+            dataloader_l=[
+                {
+                    "class": "qlib.contrib.data.loader.Alpha158DL",
+                }, {
+                    "class": "qlib.contrib.data.loader.Alpha360DL",
+                    "kwargs": {
+                        "config": {
+                            "label": ( ["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])
+                        }
+                    }
+                }
+            ]
+        )
+
+        nd.load
+        ...
+
+
+if __name__ == "__main__":
+    unittest.main()