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Wendi Li
2020-12-09 12:07:59 +08:00
committed by you-n-g
parent 1bbd026195
commit 15cdfeb121
1 changed files with 229 additions and 219 deletions
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examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py
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@@ -54,6 +54,16 @@ class Alpha158Formatter(GenericDataFormatter):
("CORR10", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("CORR10", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("ROC60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("ROC60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("RESI10", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("RESI10", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("VSTD5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("RSQR60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("CORR60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("WVMA60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("STD5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("RSQR20", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("CORD60", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("CORD10", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("CORR20", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("KLOW", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("const", DataTypes.CATEGORICAL, InputTypes.STATIC_INPUT), ("const", DataTypes.CATEGORICAL, InputTypes.STATIC_INPUT),
] ]