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Update docs and delete estimator
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@@ -95,6 +95,7 @@ class DatasetH(Dataset):
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- insntance of `DataHandler`
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- config of `DataHandler`. Please refer to `DataHandler`
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segments : list
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Describe the options to segment the data.
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Here are some examples:
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@@ -265,30 +265,40 @@ class DataHandlerLP(DataHandler):
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Parameters
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----------
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infer_processors : list
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list of <description info> of processors to generate data for inference
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example of <description info>:
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1) classname & kwargs:
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{
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"class": "MinMaxNorm",
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"kwargs": {
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"fit_start_time": "20080101",
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"fit_end_time": "20121231"
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- list of <description info> of processors to generate data for inference
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- example of <description info>:
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.. code-block::
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1) classname & kwargs:
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{
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"class": "MinMaxNorm",
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"kwargs": {
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"fit_start_time": "20080101",
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"fit_end_time": "20121231"
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}
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}
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}
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2) Only classname:
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"DropnaFeature"
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3) object instance of Processor
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2) Only classname:
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"DropnaFeature"
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3) object instance of Processor
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learn_processors : list
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similar to infer_processors, but for generating data for learning models
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process_type: str
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PTYPE_I = 'independent'
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- self._infer will processed by infer_processors
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- self._learn will be processed by learn_processors
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PTYPE_A = 'append'
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- self._infer will processed by infer_processors
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- self._learn will be processed by infer_processors + learn_processors
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- (e.g. self._infer processed by learn_processors )
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"""
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@@ -23,6 +23,18 @@ class DataLoader(abc.ABC):
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"""
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load the data as pd.DataFrame.
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Example of the data (The multi-index of the columns is optional.):
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.. code-block:: python
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feature label
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$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
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datetime instrument
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2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
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SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
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SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
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Parameters
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----------
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instruments : str or dict
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@@ -36,17 +48,6 @@ class DataLoader(abc.ABC):
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-------
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pd.DataFrame:
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data load from the under layer source
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Example of the data (The multi-index of the columns is optional.):
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.. code-block::
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feature label
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$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
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datetime instrument
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2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
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SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
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SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
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"""
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pass
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@@ -65,7 +66,7 @@ class DLWParser(DataLoader):
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config : Tuple[list, tuple, dict]
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Config will be used to describe the fields and column names
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.. code-block:: YAML
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.. code-block::
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<config> := {
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"group_name1": <fields_info1>
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