liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 07:46:53 +08:00
Code Activity

Reformat code with black.

Browse Source
This commit is contained in:
Charles Young
2021-02-22 10:29:29 +08:00
parent b8647c13c7
commit 2f9d45e03a
56 changed files with 218 additions and 713 deletions
Download Patch File Download Diff File Expand all files Collapse all files

35
examples/highfreq/workflow.py
View File

@@ -63,13 +63,7 @@ class HighfreqWorkflow(object):
"module_path": "highfreq_handler",
"kwargs": DATA_HANDLER_CONFIG0,
},
"segments": {
"train": (start_time, train_end_time),
"test": (
test_start_time,
end_time,
),
},
"segments": {"train": (start_time, train_end_time), "test": (test_start_time, end_time,),},
},
},
"dataset_backtest": {
@@ -81,13 +75,7 @@ class HighfreqWorkflow(object):
"module_path": "highfreq_handler",
"kwargs": DATA_HANDLER_CONFIG1,
},
"segments": {
"train": (start_time, train_end_time),
"test": (
test_start_time,
end_time,
),
},
"segments": {"train": (start_time, train_end_time), "test": (test_start_time, end_time,),},
},
},
}
@@ -152,24 +140,11 @@ class HighfreqWorkflow(object):
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
},
segment_kwargs={"test": ("2021-01-19 00:00:00", "2021-01-25 16:00:00",),},
)
dataset_backtest.init(
handler_kwargs={
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
},
handler_kwargs={"start_time": "2021-01-19 00:00:00", "end_time": "2021-01-25 16:00:00",},
segment_kwargs={"test": ("2021-01-19 00:00:00", "2021-01-25 16:00:00",),},
)
##=============get data=============