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Refine DDG-DA (#1472)

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* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
This commit is contained in:
you-n-g
2023-04-07 15:00:21 +08:00
committed by GitHub
parent 40de67265a
commit 32c3070b73
17 changed files with 457 additions and 39 deletions
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8
qlib/data/dataset/utils.py
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@@ -2,9 +2,8 @@
# Licensed under the MIT License.
from __future__ import annotations
import pandas as pd
from typing import Union, List
from typing import Union, List, TYPE_CHECKING
from qlib.utils import init_instance_by_config
from typing import TYPE_CHECKING
if TYPE_CHECKING:
from qlib.data.dataset import DataHandler
@@ -121,7 +120,7 @@ def convert_index_format(df: Union[pd.DataFrame, pd.Series], level: str = "datet
return df
def init_task_handler(task: dict) -> Union[DataHandler, None]:
def init_task_handler(task: dict) -> DataHandler:
"""
initialize the handler part of the task **inplace**
@@ -142,5 +141,6 @@ def init_task_handler(task: dict) -> Union[DataHandler, None]:
if h_conf is not None:
handler = init_instance_by_config(h_conf, accept_types=DataHandler)
task["dataset"]["kwargs"]["handler"] = handler
return handler
else:
raise ValueError("The task does not contains a handler part.")