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Update handler interface round2

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Young
2020-10-23 03:37:10 +00:00
parent 10066ecf79
commit 393584e535
9 changed files with 715 additions and 572 deletions
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22
examples/workflow_by_code.py
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@@ -31,7 +31,7 @@ if __name__ == "__main__":
qlib.init(provider_uri=provider_uri, region=REG_CN)
MARKET = "CSI300"
MARKET = "csi300"
BENCHMARK = "SH000300"
@@ -39,27 +39,27 @@ if __name__ == "__main__":
# train model
###################################
DATA_HANDLER_CONFIG = {
"start_date": "2008-01-01",
"end_date": "2020-08-01",
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"fit_start_time":"2008-01-01",
"fit_end_time":"2014-12-31",
"market": MARKET,
"instruments": MARKET,
}
TRAINER_CONFIG = {
"train_start_date": "2008-01-01",
"train_end_date": "2014-12-31",
"validate_start_date": "2015-01-01",
"validate_end_date": "2016-12-31",
"test_start_date": "2017-01-01",
"test_end_date": "2020-08-01",
"train_start_time": "2008-01-01",
"train_end_time": "2014-12-31",
"validate_start_time": "2015-01-01",
"validate_end_time": "2016-12-31",
"test_start_time": "2017-01-01",
"test_end_time": "2020-08-01",
}
# use default DataHandler
# custom DataHandler, refer to: TODO: DataHandler API url
handler = Alpha158(**DATA_HANDLER_CONFIG)
data = handler.fetch(slice('2008-01-01', '2014-12-31'), key=handler.DK_I)
data = handler.fetch(slice('2008-01-01', '2014-12-31'), data_key=handler.DK_I)
print(data)
sys.exit(0) # I have tested the code above ---------------------------------------------