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Fix processor bug and format

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This commit is contained in:
Jactus
2020-11-11 14:24:04 +08:00
parent e2d89f44fb
commit 52c0c4b7a8
8 changed files with 114 additions and 101 deletions
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24
qlib/data/dataset/utils.py
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@@ -29,3 +29,27 @@ def get_level_index(df: pd.DataFrame, level=Union[str, int]) -> int:
return level
else:
raise NotImplementedError(f"This type of input is not supported")
def fetch_df_by_index(
df: pd.DataFrame, selector: Union[pd.Timestamp, slice, str, list], level: Union[str, int]
) -> pd.DataFrame:
"""
fetch data from `data` with `selector` and `level`
Parameters
----------
selector : Union[pd.Timestamp, slice, str, list]
selector
level : Union[int, str]
the level to use the selector
Returns
-------
Data of the given index.
"""
# Try to get the right index
idx_slc = (selector, slice(None, None))
if get_level_index(df, level) == 1:
idx_slc = idx_slc[1], idx_slc[0]
return df.loc(axis=0)[idx_slc]