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Merge pull request #359 from bxdd/doc0

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Fix data doc
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you-n-g
2021-03-23 21:40:27 +08:00
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parent 2b74b4dfa4 4b56a4e907
commit 4dc10d27e0
1 changed files with 6 additions and 3 deletions
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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 inherit ``qlib.data.dataset.handler.ConfigDataHandler``, ``Qlib`` also provides some preprocess method in this subclass.
If users want to use qlib data, `QLibDataHandler` is recommended. Users can inherit their custom class from `QLibDataHandler`, which is also a subclass of `ConfigDataHandler`.
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 methods for features defined by config into the new handler.
Processor
@@ -337,7 +338,6 @@ Qlib provides implemented data handler `Alpha158`. The following example shows h
.. note:: Users need to initialize ``Qlib`` with `qlib.init` first, please refer to `initialization <../start/initialization.html>`_.
.. code-block:: Python
import qlib
@@ -364,6 +364,9 @@ 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`` 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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