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Update docs and delete estimator

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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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25
qlib/data/dataset/loader.py
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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>