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https://github.com/microsoft/qlib.git
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remove dataloader
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@@ -6,7 +6,6 @@ import sys
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from qlib.tests import TestAutoData
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from qlib.tests import TestAutoData
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from qlib.data.dataset import TSDatasetH
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from qlib.data.dataset import TSDatasetH
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import numpy as np
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import numpy as np
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from torch.utils.data import DataLoader
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import time
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import time
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from qlib.data.dataset.handler import DataHandlerLP
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from qlib.data.dataset.handler import DataHandlerLP
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@@ -54,21 +53,6 @@ class TestDataset(TestAutoData):
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print(data.shape)
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print(data.shape)
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print(f"2000 sample(batch index) * 20 times takes {time.time() - t}s")
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print(f"2000 sample(batch index) * 20 times takes {time.time() - t}s")
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# FIXME: Please remove pytorch related function. Otherwise the CI tests will fail
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train_loader = DataLoader(tsds_train, batch_size=800, shuffle=True, num_workers=10)
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t = time.time()
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for data in train_loader:
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pass
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print(f"Passing all training batches takes {time.time() - t}s")
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# Here is an example of ffill+bfill for index
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tsds_train.config(fillna_type="ffill+bfill")
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train_loader = DataLoader(tsds_train, batch_size=800, shuffle=True, num_workers=10)
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t = time.time()
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for data in train_loader:
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pass
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print(f"Passing all training batches with fill takes {time.time() - t}s")
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# The dimension of sample is same as tabular data, but it will return timeseries data of the sample
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# The dimension of sample is same as tabular data, but it will return timeseries data of the sample
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# We have two method to get the time-series of a sample
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# We have two method to get the time-series of a sample
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