liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 06:20:57 +08:00
Code Activity

logger & doc

Browse Source
This commit is contained in:
lzh222333
2021-05-09 11:58:06 +00:00
parent f5ded06a15
commit 370b6aad74
7 changed files with 69 additions and 68 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
qlib/data/dataset/__init__.py
View File

@@ -200,7 +200,7 @@ class DatasetH(Dataset):
The data to fetch: DK_*
Default is DK_I, which indicate fetching data for **inference**.
kwargs :
kwargs :
The parameters that kwargs may contain:
flt_col : str
It only exists in TSDatasetH, can be used to add a column of data(True or False) to filter data.
@@ -250,7 +250,9 @@ class TSDataSampler:
"""
def __init__(self, data: pd.DataFrame, start, end, step_len: int, fillna_type: str = "none", dtype=None, flt_data=None):
def __init__(
self, data: pd.DataFrame, start, end, step_len: int, fillna_type: str = "none", dtype=None, flt_data=None
):
"""
Build a dataset which looks like torch.data.utils.Dataset.
@@ -518,17 +520,17 @@ class TSDatasetH(DatasetH):
"""
dtype = kwargs.pop("dtype", None)
start, end = slc.start, slc.stop
flt_col = kwargs.pop('flt_col', None)
flt_col = kwargs.pop("flt_col", None)
# TSDatasetH will retrieve more data for complete
data = self._prepare_raw_seg(slc, **kwargs)
flt_kwargs = deepcopy(kwargs)
if flt_col is not None:
flt_kwargs['col_set'] = flt_col
flt_kwargs["col_set"] = flt_col
flt_data = self._prepare_raw_seg(slc, **flt_kwargs)
assert len(flt_data.columns) == 1
else:
flt_data = None
tsds = TSDataSampler(data=data, start=start, end=end, step_len=self.step_len, dtype=dtype, flt_data=flt_data)
return tsds
return tsds