diff --git a/CHANGES.rst b/CHANGES.rst index 1b0982242..114d577f3 100644 --- a/CHANGES.rst +++ b/CHANGES.rst @@ -114,7 +114,7 @@ Version 0.4.1 Version 0.4.2 -------------------- - Refactor DataHandler -- Add ``ALPHA360`` DataHandler +- Add ``Alpha360`` DataHandler Version 0.4.3 diff --git a/examples/benchmarks/ALSTM/workflow_config_alstm.yaml b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml similarity index 98% rename from examples/benchmarks/ALSTM/workflow_config_alstm.yaml rename to examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml index 37dceaacb..6226cdaf2 100644 --- a/examples/benchmarks/ALSTM/workflow_config_alstm.yaml +++ b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml @@ -61,7 +61,7 @@ task: module_path: qlib.data.dataset kwargs: handler: - class: ALPHA360 + class: Alpha360 module_path: qlib.contrib.data.handler kwargs: *data_handler_config segments: diff --git a/examples/benchmarks/CatBoost/workflow_config_catboost.yaml b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml similarity index 100% rename from examples/benchmarks/CatBoost/workflow_config_catboost.yaml rename to examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml diff --git a/examples/benchmarks/GATs/workflow_config_gats.yaml b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml similarity index 98% rename from examples/benchmarks/GATs/workflow_config_gats.yaml rename to examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml index 0ab0cae8d..d778c9b1b 100644 --- a/examples/benchmarks/GATs/workflow_config_gats.yaml +++ b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml @@ -62,7 +62,7 @@ task: module_path: qlib.data.dataset kwargs: handler: - class: ALPHA360 + class: Alpha360 module_path: qlib.contrib.data.handler kwargs: *data_handler_config segments: diff --git a/examples/benchmarks/GRU/workflow_config_gru.yaml b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml similarity index 98% rename from examples/benchmarks/GRU/workflow_config_gru.yaml rename to examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml index 64ae3437c..2494d40f0 100644 --- a/examples/benchmarks/GRU/workflow_config_gru.yaml +++ b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml @@ -60,7 +60,7 @@ task: module_path: qlib.data.dataset kwargs: handler: - class: ALPHA360 + class: Alpha360 module_path: qlib.contrib.data.handler kwargs: *data_handler_config segments: diff --git a/examples/benchmarks/LSTM/workflow_config_lstm.yaml b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml similarity index 98% rename from examples/benchmarks/LSTM/workflow_config_lstm.yaml rename to examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml index b857d97d4..2aa5fd061 100644 --- a/examples/benchmarks/LSTM/workflow_config_lstm.yaml +++ b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml @@ -60,7 +60,7 @@ task: module_path: qlib.data.dataset kwargs: handler: - class: ALPHA360 + class: Alpha360 module_path: qlib.contrib.data.handler kwargs: *data_handler_config segments: diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml similarity index 100% rename from examples/benchmarks/LightGBM/workflow_config_lightgbm.yaml rename to examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml diff --git a/examples/benchmarks/Linear/workflow_config_linear.yaml b/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml similarity index 100% rename from examples/benchmarks/Linear/workflow_config_linear.yaml rename to examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml diff --git a/examples/benchmarks/MLP/workflow_config_mlp.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml similarity index 100% rename from examples/benchmarks/MLP/workflow_config_mlp.yaml rename to examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml diff --git a/examples/benchmarks/SFM/workflow_config_sfm.yaml b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml similarity index 98% rename from examples/benchmarks/SFM/workflow_config_sfm.yaml rename to examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml index 5a0448cfe..a23fe3854 100644 --- a/examples/benchmarks/SFM/workflow_config_sfm.yaml +++ b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml @@ -63,7 +63,7 @@ task: module_path: qlib.data.dataset kwargs: handler: - class: ALPHA360 + class: Alpha360 module_path: qlib.contrib.data.handler kwargs: *data_handler_config segments: diff --git a/examples/benchmarks/TFT/workflow_config_tft.yaml b/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml similarity index 100% rename from examples/benchmarks/TFT/workflow_config_tft.yaml rename to examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml diff --git a/examples/benchmarks/XGBoost/workflow_config_xgboost.yaml b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml similarity index 100% rename from examples/benchmarks/XGBoost/workflow_config_xgboost.yaml rename to examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml diff --git a/qlib/contrib/data/handler.py b/qlib/contrib/data/handler.py index 6b3de336d..88a1f0680 100644 --- a/qlib/contrib/data/handler.py +++ b/qlib/contrib/data/handler.py @@ -43,7 +43,7 @@ _DEFAULT_INFER_PROCESSORS = [ ] -class ALPHA360(DataHandlerLP): +class Alpha360(DataHandlerLP): def __init__( self, instruments="csi500", @@ -119,7 +119,7 @@ class ALPHA360(DataHandlerLP): return fields, names -class ALPHA360vwap(ALPHA360): +class Alpha360vwap(Alpha360): def get_label_config(self): return (["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"])