1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +08:00

restructure data layer config & setup

This commit is contained in:
bxdd
2021-03-29 19:49:30 +08:00
parent 4ee0240c24
commit 31bc85bf86
6 changed files with 138 additions and 87 deletions

View File

@@ -70,3 +70,10 @@ class HighFreqNorm(Processor):
columns=["FEATURE_%d" % i for i in range(12 * 240)],
).sort_index()
return df_new_features
def config(fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time:
self.fit_end_time = fit_end_time
super().config(**kwargs)