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Update handler

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Jactus
2020-11-12 17:34:43 +08:00
parent 4f4a7679ce
commit 59745486f5
1 changed files with 6 additions and 6 deletions
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12
qlib/contrib/data/handler.py
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@@ -2,11 +2,11 @@
# Licensed under the MIT License.
from ...data.dataset.handler import DataHandlerLP
from ...data.dataset.processor import Processor, MinMaxNorm, ZscoreNorm
from ...utils import get_cls_kwargs, get_module_by_module_path
from ...data.dataset.processor import Processor
from ...utils import get_cls_kwargs
from ...data.dataset import processor as processor_module
from ...log import TimeInspector
from inspect import isclass
from inspect import getfullargspec
import copy
@@ -100,11 +100,11 @@ class Alpha158(DataHandlerLP):
for p in proc_l:
if not isinstance(p, Processor):
klass, pkwargs = get_cls_kwargs(p, processor_module)
processors = get_module_by_module_path(processor_module.__name__)
if klass.__name__ in [c for c in dir(processor_module) if isclass(getattr(processor_module, c))]:
args = getfullargspec(klass).args
if "fit_start_time" in args and "fit_end_time" in args:
assert (
fit_start_time is not None and fit_end_time is not None
), "Make sure fit_start_time and fit_end_time are not None."
), "Make sure `fit_start_time` and `fit_end_time` are not None."
pkwargs.update(
{
"fit_start_time": fit_start_time,