diff --git a/docs/component/data.rst b/docs/component/data.rst index cb1103e72..970ac271b 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -295,6 +295,7 @@ The ``Processor`` module in ``Qlib`` is designed to be learnable and it is respo - ``RobustZScoreNorm``: `processor` that applies robust z-score normalization. - ``CSZScoreNorm``: `processor` that applies cross sectional z-score normalization. - ``CSRankNorm``: `processor` that applies cross sectional rank normalization. +- ``CSZFillna``: `processor` that fills N/A values in a cross sectional way by the mean of the column. Users can also create their own `processor` by inheriting the base class of ``Processor``. Please refer to the implementation of all the processors for more information (`Processor Link `_). diff --git a/docs/conf.py b/docs/conf.py index 5359d08ed..6e52b0e34 100644 --- a/docs/conf.py +++ b/docs/conf.py @@ -226,3 +226,8 @@ epub_exclude_files = ["search.html"] autodoc_member_order = "bysource" autodoc_default_flags = ["members"] +autodoc_default_options = { + "members": True, + "member-order": "bysource", + "special-members": "__init__", +} diff --git a/qlib/model/base.py b/qlib/model/base.py index 4a81d5a31..5a295787f 100644 --- a/qlib/model/base.py +++ b/qlib/model/base.py @@ -30,11 +30,6 @@ class Model(BaseModel): The attribute names of learned model should `not` start with '_'. So that the model could be dumped to disk. - Parameters - ---------- - dataset : Dataset - dataset will generate the processed data from model training. - The following code example shows how to retrieve `x_train`, `y_train` and `w_train` from the `dataset`: .. code-block:: Python @@ -53,6 +48,12 @@ class Model(BaseModel): except KeyError as e: w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index) w_valid = pd.DataFrame(np.ones_like(y_valid.values), index=y_valid.index) + + Parameters + ---------- + dataset : Dataset + dataset will generate the processed data from model training. + """ raise NotImplementedError()