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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 20:41:09 +08:00

Update docs and delete estimator

This commit is contained in:
Jactus
2020-11-26 19:40:41 +08:00
parent 0f8f9453bd
commit 2fd982a98f
14 changed files with 245 additions and 1878 deletions

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@@ -95,6 +95,7 @@ class DatasetH(Dataset):
- insntance of `DataHandler`
- config of `DataHandler`. Please refer to `DataHandler`
segments : list
Describe the options to segment the data.
Here are some examples:

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@@ -265,30 +265,40 @@ class DataHandlerLP(DataHandler):
Parameters
----------
infer_processors : list
list of <description info> of processors to generate data for inference
example of <description info>:
1) classname & kwargs:
{
"class": "MinMaxNorm",
"kwargs": {
"fit_start_time": "20080101",
"fit_end_time": "20121231"
- list of <description info> of processors to generate data for inference
- example of <description info>:
.. code-block::
1) classname & kwargs:
{
"class": "MinMaxNorm",
"kwargs": {
"fit_start_time": "20080101",
"fit_end_time": "20121231"
}
}
}
2) Only classname:
"DropnaFeature"
3) object instance of Processor
2) Only classname:
"DropnaFeature"
3) object instance of Processor
learn_processors : list
similar to infer_processors, but for generating data for learning models
process_type: str
PTYPE_I = 'independent'
- self._infer will processed by infer_processors
- self._learn will be processed by learn_processors
PTYPE_A = 'append'
- self._infer will processed by infer_processors
- self._learn will be processed by infer_processors + learn_processors
- (e.g. self._infer processed by learn_processors )
"""

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@@ -23,6 +23,18 @@ class DataLoader(abc.ABC):
"""
load the data as pd.DataFrame.
Example of the data (The multi-index of the columns is optional.):
.. code-block:: python
feature label
$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
datetime instrument
2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
Parameters
----------
instruments : str or dict
@@ -36,17 +48,6 @@ class DataLoader(abc.ABC):
-------
pd.DataFrame:
data load from the under layer source
Example of the data (The multi-index of the columns is optional.):
.. code-block::
feature label
$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
datetime instrument
2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
"""
pass
@@ -65,7 +66,7 @@ class DLWParser(DataLoader):
config : Tuple[list, tuple, dict]
Config will be used to describe the fields and column names
.. code-block:: YAML
.. code-block::
<config> := {
"group_name1": <fields_info1>