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Add some misc features. (#1816)

* Normal mod

* Black linting

* Linting
This commit is contained in:
you-n-g
2024-06-26 18:34:00 +08:00
committed by GitHub
parent cde80206e4
commit 5190332c7e
15 changed files with 290 additions and 76 deletions

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@@ -14,6 +14,24 @@ from qlib.contrib.report.utils import sub_fig_generator
class FeaAnalyser:
def __init__(self, dataset: pd.DataFrame):
"""
Parameters
----------
dataset : pd.DataFrame
We often have multiple columns for dataset. Each column corresponds to one sub figure.
There will be a datatime column in the index levels.
Aggretation will be used for more summarized metrics overtime.
Here is an example of data:
.. code-block::
return
datetime instrument
2007-02-06 equity_tpx 0.010087
equity_spx 0.000786
"""
self._dataset = dataset
with TimeInspector.logt("calc_stat_values"):
self.calc_stat_values()