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fix config_data bug

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This commit is contained in:
bxdd
2021-03-25 22:08:23 +08:00
parent 194217fb07
commit 5f60d18dfe
3 changed files with 30 additions and 4 deletions
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28
qlib/data/dataset/handler.py
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@@ -115,8 +115,7 @@ class DataHandler(Serializable):
for k, v in kwargs.items():
if k in attr_list:
setattr(self, k, v)
else:
raise KeyError("Such config is not supported.")
def init(self, enable_cache: bool = False):
"""
@@ -405,11 +404,34 @@ class DataHandlerLP(DataHandler):
if self.drop_raw:
del self._data
def conf_data(self, **kwargs):
"""
configuration of data.
# what data to be loaded from data source
This method will be used when loading pickled handler from dataset.
The data will be initialized with different time range.
"""
attr_list = {"fit_start_time", "fit_end_time"}
for k, v in kwargs.items():
if k in attr_list:
for infer_processor in self.infer_processors:
if getattr(infer_processor, k, None):
setattr(infer_processor, k, v)
for learn_processor in self.learn_processors:
if getattr(learn_processor, k, None):
setattr(learn_processor, k, v)
super().conf_data(**kwargs)
# init type
IT_FIT_SEQ = "fit_seq" # the input of `fit` will be the output of the previous processor
IT_FIT_IND = "fit_ind" # the input of `fit` will be the original df
IT_LS = "load_state" # The state of the object has been load by pickle
def init(self, init_type: str = IT_FIT_SEQ, enable_cache: bool = False):
"""
Initialize the data of Qlib