Merge branch 'main' into main

qlib/data/dataset/__init__.py

@@ -1,5 +1,5 @@
 from ...utils.serial import Serializable
-from typing import Union, List, Tuple
+from typing import Union, List, Tuple, Dict, Text, Optional
 from ...utils import init_instance_by_config, np_ffill
 from ...log import get_module_logger
 from .handler import DataHandler, DataHandlerLP
@@ -113,7 +113,7 @@ class DatasetH(Dataset):
                 raise TypeError(f"param handler_kwargs must be type dict, not {type(segment_kwargs)}")
             self.segments = segment_kwargs.copy()
 
-    def setup_data(self, handler: Union[dict, DataHandler], segments: dict):
+    def setup_data(self, handler: Union[Dict, DataHandler], segments: Dict[Text, Tuple]):
         """
         Setup the underlying data.
 
@@ -145,6 +145,11 @@ class DatasetH(Dataset):
         self.handler = init_instance_by_config(handler, accept_types=DataHandler)
         self.segments = segments.copy()
 
+    def __repr__(self):
+        return "{name}(handler={handler}, segments={segments})".format(
+            name=self.__class__.__name__, handler=self.handler, segments=self.segments
+        )
+
     def _prepare_seg(self, slc: slice, **kwargs):
         """
         Give a slice, retrieve the according data
@@ -157,7 +162,7 @@ class DatasetH(Dataset):
 
     def prepare(
         self,
-        segments: Union[List[str], Tuple[str], str, slice],
+        segments: Union[List[Text], Tuple[Text], Text, slice],
         col_set=DataHandler.CS_ALL,
         data_key=DataHandlerLP.DK_I,
         **kwargs,
@@ -167,7 +172,7 @@ class DatasetH(Dataset):
 
         Parameters
         ----------
-        segments : Union[List[str], Tuple[str], str, slice]
+        segments : Union[List[Text], Tuple[Text], Text, slice]
             Describe the scope of the data to be prepared
             Here are some examples:
 
@@ -397,7 +402,7 @@ class TSDataSampler:
         # 1) for better performance, use the last nan line for padding the lost date
         # 2) In case of precision problems. We use np.float64. # TODO: I'm not sure if whether np.float64 will result in
         # precision problems. It will not cause any problems in my tests at least
-        indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(np.int)
+        indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(int)
 
         data = self.data_arr[indices]
         if isinstance(idx, mtit):

qlib/data/dataset/handler.py

@@ -35,7 +35,7 @@ class DataHandler(Serializable):
     The data handler try to maintain a handler with 2 level.
     `datetime` & `instruments`.
 
-    Any order of the index level can be suported(The order will implied in the data).
+    Any order of the index level can be suported (The order will be implied in the data).
     The order  <`datetime`, `instruments`> will be used when the dataframe index name is missed.
 
     Example of the data:
@@ -47,8 +47,8 @@ class DataHandler(Serializable):
                                 $close     $volume  Ref($close, 1)  Mean($close, 3)  $high-$low  LABEL0
         datetime   instrument
         2010-01-04 SH600000    81.807068  17145150.0       83.737389        83.016739    2.741058  0.0032
-                SH600004    13.313329  11800983.0       13.313329        13.317701    0.183632  0.0042
-                SH600005    37.796539  12231662.0       38.258602        37.919757    0.970325  0.0289
+                   SH600004    13.313329  11800983.0       13.313329        13.317701    0.183632  0.0042
+                   SH600005    37.796539  12231662.0       38.258602        37.919757    0.970325  0.0289
 
     """
 

qlib/data/ops.py

@@ -74,7 +74,6 @@ class NpElemOperator(ElemOperator):
     """
 
     def __init__(self, feature, func):
-        self.feature = feature
         self.func = func
         super(NpElemOperator, self).__init__(feature)
 
@@ -289,8 +288,6 @@ class NpPairOperator(PairOperator):
     """
 
     def __init__(self, feature_left, feature_right, func):
-        self.feature_left = feature_left
-        self.feature_right = feature_right
         self.func = func
         super(NpPairOperator, self).__init__(feature_left, feature_right)
 
@@ -1489,7 +1486,7 @@ OpsList = [
 ]
 
 
-class OpsWrapper(object):
+class OpsWrapper:
     """Ops Wrapper"""
 
     def __init__(self):