diff --git a/examples/high_freq/highfreq_processor.py b/examples/high_freq/highfreq_processor.py index d2ffe41ce..d71cd2e85 100644 --- a/examples/high_freq/highfreq_processor.py +++ b/examples/high_freq/highfreq_processor.py @@ -57,7 +57,7 @@ class HighFreqNorm(Processor): part_values[slice3] = -3.5 # print("start_call_feature_reshape") idx = df_features.index.droplevel("datetime").drop_duplicates() - idx.set_names(['instrument', 'datetime'], inplace=True) + idx.set_names(["instrument", "datetime"], inplace=True) feat = df_values[:, [0, 1, 2, 3, 4, 10]].reshape(-1, 6 * 240) feat_1 = df_values[:, [5, 6, 7, 8, 9, 11]].reshape(-1, 6 * 240) df_new_features = pd.DataFrame( diff --git a/examples/high_freq/workflow.py b/examples/high_freq/workflow.py index 112e99070..8304cf26a 100644 --- a/examples/high_freq/workflow.py +++ b/examples/high_freq/workflow.py @@ -147,14 +147,13 @@ if __name__ == "__main__": } ##=============load the calendar for cache============= Cal.calendar(freq="1min") - Cal.get_calendar_day(freq="1min") - + Cal.get_calendar_day(freq="1min") ##=============get data============= dataset = init_instance_by_config(task["dataset"]) dataset_backtest = init_instance_by_config(task["dataset_backtest"]) - xtrain, xtest = dataset.prepare(['train', 'test']) - backtest_train, backtest_test = dataset_backtest.prepare(['train', 'test']) + xtrain, xtest = dataset.prepare(["train", "test"]) + backtest_train, backtest_test = dataset_backtest.prepare(["train", "test"]) print(xtrain, xtest) print(backtest_train, backtest_test) del xtrain, xtest @@ -172,15 +171,13 @@ if __name__ == "__main__": file_dataset_backtest = open("dataset_backtest.pkl", "rb") dataset_backtest = pickle.load(file_dataset_backtest) - + file_dataset_backtest.close() ##=============reload_dataset============= dataset.init(init_type=DataHandlerLP.IT_LS) dataset_backtest.init(init_type=DataHandlerLP.IT_LS) - - ##=============reinit qlib============= qlib.init( provider_uri=provider_uri, @@ -190,12 +187,12 @@ if __name__ == "__main__": auto_mount=False, ) - Cal.calendar(freq="1min") #load the calendar for cache - Cal.get_calendar_day(freq="1min") #load the calendar for cache + Cal.calendar(freq="1min") # load the calendar for cache + Cal.get_calendar_day(freq="1min") # load the calendar for cache ##=============test dataset - xtrain, xtest = dataset.prepare(['train', 'test']) - backtest_train, backtest_test = dataset_backtest.prepare(['train', 'test']) + xtrain, xtest = dataset.prepare(["train", "test"]) + backtest_train, backtest_test = dataset_backtest.prepare(["train", "test"]) print(xtrain, xtest) print(backtest_train, backtest_test) diff --git a/qlib/data/ops.py b/qlib/data/ops.py index 62df98647..66e588be1 100644 --- a/qlib/data/ops.py +++ b/qlib/data/ops.py @@ -1479,7 +1479,7 @@ Operators = OpsWrapper() def register_all_ops(C): """register all operator""" logger = get_module_logger("ops") - + Operators.reset() Operators.register(OpsList)