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fix doc

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bxdd
2021-03-22 18:45:27 +08:00
parent 7370d5af9e
commit 4b56a4e907
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docs/component/data.rst
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@@ -298,9 +298,10 @@ Here are some important interfaces that ``DataHandlerLP`` provides:
.. autoclass:: qlib.data.dataset.handler.DataHandlerLP
:members: __init__, fetch, get_cols
If users want to load features and labels by config, users can define a new handler and call the static method `parse_config_to_fields` of ``qlib.contrib.data.handler.Alpha158``.
Also, users can pass ``qlib.contrib.data.processor.ConfigSectionProcessor`` that provides some preprocess method for features defined by config into the new handler.
Also, users can pass ``qlib.contrib.data.processor.ConfigSectionProcessor`` that provides some preprocess methods for features defined by config into the new handler.
Processor
@@ -363,7 +364,8 @@ Qlib provides implemented data handler `Alpha158`. The following example shows h
# fetch all the features
print(h.fetch(col_set="feature"))
..note :: In the ``Alpha158``, ``Qlib`` use the label `Ref($close, -2)/Ref($close, -1) - 1` that means the change from T+1 to T+2, rather than `Ref($close, -1)/$close - 1`, of which the reason is that when getting the T day close price of a china stock, the stock can be bought on T+1 day and sold on T+2 day.
.. note:: In the ``Alpha158``, ``Qlib`` uses the label `Ref($close, -2)/Ref($close, -1) - 1` that means the change from T+1 to T+2, rather than `Ref($close, -1)/$close - 1`, of which the reason is that when getting the T day close price of a china stock, the stock can be bought on T+1 day and sold on T+2 day.
API
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