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More dataloader example (#1823)

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* More dataloader example

* optimize code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* fix pylint error

* fix CI error

* fix CI error

* Comments

* fix error type

---------

Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
Linlang
2024-07-10 14:48:44 +08:00
committed by GitHub
parent a7d5a9b500
commit 2c33332dd6
5 changed files with 48 additions and 5 deletions
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33
tests/data_mid_layer_tests/test_dataloader.py
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@@ -7,8 +7,10 @@ import qlib
from pathlib import Path
sys.path.append(str(Path(__file__).resolve().parent))
from qlib.data.dataset.loader import NestedDataLoader
from qlib.data.dataset.loader import NestedDataLoader, QlibDataLoader
from qlib.data.dataset.handler import DataHandlerLP
from qlib.contrib.data.loader import Alpha158DL, Alpha360DL
from qlib.data import D
class TestDataLoader(unittest.TestCase):
@@ -44,6 +46,35 @@ class TestDataLoader(unittest.TestCase):
assert "LABEL0" in columns_list
# Then you can use it wth DataHandler;
# NOTE: please note that the data processors are missing!!! You should add based on your requirements
"""
dataset.to_pickle("test_df.pkl")
nested_data_loader = NestedDataLoader(
dataloader_l=[
{
"class": "qlib.contrib.data.loader.Alpha158DL",
"kwargs": {"config": {"label": (["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])}},
},
{
"class": "qlib.contrib.data.loader.Alpha360DL",
},
{
"class": "qlib.data.dataset.loader.StaticDataLoader",
"kwargs": {"config": "test_df.pkl"},
},
]
)
data_handler_config = {
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"instruments": "csi300",
"data_loader": nested_data_loader,
}
data_handler = DataHandlerLP(**data_handler_config)
data = data_handler.fetch()
print(data)
"""
if __name__ == "__main__":