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bxdd
2021-01-26 07:33:50 +00:00
parent 8e9ca22b07
commit 58616fced9
3 changed files with 10 additions and 13 deletions
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examples/high_freq/workflow.py
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@@ -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)