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Add a example to collecting all the decisions

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This commit is contained in:
Young
2021-08-15 15:22:48 +00:00
parent 735153a50d
commit 309dfa36cc
5 changed files with 245 additions and 16 deletions
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63
qlib/tests/__init__.py
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@@ -8,17 +8,72 @@ class TestAutoData(unittest.TestCase):
_setup_kwargs = {}
provider_uri = "~/.qlib/qlib_data/cn_data_simple" # target_dir
provider_uri_1day = "~/.qlib/qlib_data/cn_data" # target_dir
provider_uri_1min = "~/.qlib/qlib_data/cn_data_1min"
@classmethod
def setUpClass(cls) -> None:
def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
# use default data
if enable_1d_type == "simple":
provider_uri_day = cls.provider_uri
name_day = "qlib_data_simple"
elif enable_1d_type == "full":
provider_uri_day = cls.provider_uri_1day
name_day = "qlib_data"
else:
raise NotImplementedError(f"This type of input is not supported")
GetData().qlib_data(
name="qlib_data_simple",
name=name_day,
region=REG_CN,
interval="1d",
target_dir=cls.provider_uri,
target_dir=provider_uri_day,
delete_old=False,
exists_skip=True,
)
init(provider_uri=cls.provider_uri, region=REG_CN, **cls._setup_kwargs)
if enable_1min:
GetData().qlib_data(
name="qlib_data",
region=REG_CN,
interval="1min",
target_dir=cls.provider_uri_1min,
delete_old=False,
exists_skip=True,
)
provider_uri_map = {"1min": cls.provider_uri_1min, "day": provider_uri_day}
client_config = {
"calendar_provider": {
"class": "LocalCalendarProvider",
"module_path": "qlib.data.data",
"kwargs": {
"backend": {
"class": "FileCalendarStorage",
"module_path": "qlib.data.storage.file_storage",
"kwargs": {"provider_uri_map": provider_uri_map},
}
},
},
"feature_provider": {
"class": "LocalFeatureProvider",
"module_path": "qlib.data.data",
"kwargs": {
"backend": {
"class": "FileFeatureStorage",
"module_path": "qlib.data.storage.file_storage",
"kwargs": {"provider_uri_map": provider_uri_map},
}
},
},
}
init(
provider_uri=cls.provider_uri,
region=REG_CN,
expression_cache=None,
dataset_cache=None,
**client_config,
**cls._setup_kwargs,
)