liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 07:16:54 +08:00
Code Activity

fix_download_data_for_CI

Browse Source
This commit is contained in:
Linlang Lv (iSoftStone)
2022-03-24 22:07:30 +08:00
committed by you-n-g
parent 30e457119c
commit 5200ff520a
6 changed files with 5 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
.github/workflows/test.yml vendored
View File

@@ -92,7 +92,8 @@ jobs:
- name: Test data downloads - name: Test data downloads
run: | run: |
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data_simple --interval 1d --region cn
python -c "import os; userpath=os.path.expanduser('~'); os.rename(userpath + '/.qlib/qlib_data/cn_data_simple', userpath + '/.qlib/qlib_data/cn_data')"
- name: Test workflow by config (install from pip) - name: Test workflow by config (install from pip)
run: | run: |

3
.github/workflows/test_macos.yml vendored
View File

@@ -56,7 +56,8 @@ jobs:
brew install libomp.rb brew install libomp.rb
- name: Test data downloads - name: Test data downloads
run: | run: |
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data_simple --interval 1d --region cn
python -c "import os; userpath=os.path.expanduser('~'); os.rename(userpath + '/.qlib/qlib_data/cn_data_simple', userpath + '/.qlib/qlib_data/cn_data')"
- name: Test workflow by config (install from pip) - name: Test workflow by config (install from pip)
run: | run: |
python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

1
qlib/backtest/signal.py
View File

@@ -28,7 +28,6 @@ class Signal(metaclass=abc.ABCMeta):
Union[pd.Series, pd.DataFrame, None]: Union[pd.Series, pd.DataFrame, None]:
returns None if no signal in the specific day returns None if no signal in the specific day
""" """
...
class SignalWCache(Signal): class SignalWCache(Signal):

8
qlib/data/storage/storage.py
View File

@@ -126,12 +126,10 @@ class CalendarStorage(BaseStorage):
@overload @overload
def __setitem__(self, i: int, value: CalVT) -> None: def __setitem__(self, i: int, value: CalVT) -> None:
"""x.__setitem__(i, o) <==> (x[i] = o)""" """x.__setitem__(i, o) <==> (x[i] = o)"""
...
@overload @overload
def __setitem__(self, s: slice, value: Iterable[CalVT]) -> None: def __setitem__(self, s: slice, value: Iterable[CalVT]) -> None:
"""x.__setitem__(s, o) <==> (x[s] = o)""" """x.__setitem__(s, o) <==> (x[s] = o)"""
...
def __setitem__(self, i, value) -> None: def __setitem__(self, i, value) -> None:
raise NotImplementedError( raise NotImplementedError(
@@ -141,12 +139,10 @@ class CalendarStorage(BaseStorage):
@overload @overload
def __delitem__(self, i: int) -> None: def __delitem__(self, i: int) -> None:
"""x.__delitem__(i) <==> del x[i]""" """x.__delitem__(i) <==> del x[i]"""
...
@overload @overload
def __delitem__(self, i: slice) -> None: def __delitem__(self, i: slice) -> None:
"""x.__delitem__(slice(start: int, stop: int, step: int)) <==> del x[start:stop:step]""" """x.__delitem__(slice(start: int, stop: int, step: int)) <==> del x[start:stop:step]"""
...
def __delitem__(self, i) -> None: def __delitem__(self, i) -> None:
""" """
@@ -162,12 +158,10 @@ class CalendarStorage(BaseStorage):
@overload @overload
def __getitem__(self, s: slice) -> Iterable[CalVT]: def __getitem__(self, s: slice) -> Iterable[CalVT]:
"""x.__getitem__(slice(start: int, stop: int, step: int)) <==> x[start:stop:step]""" """x.__getitem__(slice(start: int, stop: int, step: int)) <==> x[start:stop:step]"""
...
@overload @overload
def __getitem__(self, i: int) -> CalVT: def __getitem__(self, i: int) -> CalVT:
"""x.__getitem__(i) <==> x[i]""" """x.__getitem__(i) <==> x[i]"""
...
def __getitem__(self, i) -> CalVT: def __getitem__(self, i) -> CalVT:
""" """
@@ -467,12 +461,10 @@ class FeatureStorage(BaseStorage):
------- -------
pd.Series(values, index=pd.RangeIndex(start, len(values)) pd.Series(values, index=pd.RangeIndex(start, len(values))
""" """
...
@overload @overload
def __getitem__(self, i: int) -> Tuple[int, float]: def __getitem__(self, i: int) -> Tuple[int, float]:
"""x.__getitem__(y) <==> x[y]""" """x.__getitem__(y) <==> x[y]"""
...
def __getitem__(self, i) -> Union[Tuple[int, float], pd.Series]: def __getitem__(self, i) -> Union[Tuple[int, float], pd.Series]:
"""x.__getitem__(y) <==> x[y] """x.__getitem__(y) <==> x[y]

2
qlib/utils/index_data.py
View File

@@ -62,7 +62,7 @@ def sum_by_index(data_list: Union["SingleData"], new_index: list, fill_value=0)
new_index : list new_index : list
the new_index of new SingleData. the new_index of new SingleData.
fill_value : float fill_value : float
fill the missing values ​​or replace np.NaN. fill the missing values or replace np.NaN.
Returns Returns
------- -------

2
qlib/workflow/online/update.py
View File

@@ -77,7 +77,6 @@ class RecordUpdater(metaclass=ABCMeta):
""" """
Update info for specific recorder Update info for specific recorder
""" """
...
class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta): class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
@@ -248,7 +247,6 @@ class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
- `update_date` only include some data specific feature - `update_date` only include some data specific feature
- `update` include some general routine steps(e.g. prepare dataset, checking) - `update` include some general routine steps(e.g. prepare dataset, checking)
""" """
...
def _replace_range(data, new_data): def _replace_range(data, new_data):