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add handler pickle attr, enhance init_instance_by_config

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Young
2021-10-26 23:32:33 +08:00
parent c6bb11fe56
commit 5fa56703ae
3 changed files with 18 additions and 5 deletions
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3
qlib/contrib/data/utils/sepdf.py
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@@ -124,7 +124,8 @@ class SDFLoc:
if isinstance(args, str): if isinstance(args, str):
return self._sdf[args] return self._sdf[args]
elif isinstance(args, (tuple, list)): elif isinstance(args, (tuple, list)):
return SepDataFrame({k: self._sdf[k] for k in args}, join=self.join) new_df_dict = {k: self._sdf[k] for k in args}
return SepDataFrame(new_df_dict, join=self.join if self.join in args else args[0])
else: else:
raise NotImplementedError(f"This type of input is not supported") raise NotImplementedError(f"This type of input is not supported")
elif self.axis == 0: elif self.axis == 0:

8
qlib/data/dataset/handler.py
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@@ -644,6 +644,12 @@ class DataHandlerLP(DataHandler):
new_hd: DataHandlerLP = object.__new__(DataHandlerLP) new_hd: DataHandlerLP = object.__new__(DataHandlerLP)
new_hd.from_cast = True # add a mark for the casted instance new_hd.from_cast = True # add a mark for the casted instance
for key in list(DataHandlerLP.ATTR_MAP.values()) + ["instruments", "start_time", "end_time", "fetch_orig"]: for key in list(DataHandlerLP.ATTR_MAP.values()) + [
"instruments",
"start_time",
"end_time",
"fetch_orig",
"drop_raw",
]:
setattr(new_hd, key, getattr(handler, key, None)) setattr(new_hd, key, getattr(handler, key, None))
return new_hd return new_hd

12
qlib/utils/__init__.py
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@@ -199,6 +199,7 @@ def get_callable_kwargs(config: Union[dict, str], default_module: Union[str, Mod
---------- ----------
config : [dict, str] config : [dict, str]
similar to config similar to config
please refer to the doc of init_instance_by_config
default_module : Python module or str default_module : Python module or str
It should be a python module to load the class type It should be a python module to load the class type
@@ -219,9 +220,12 @@ def get_callable_kwargs(config: Union[dict, str], default_module: Union[str, Mod
_callable = config["class"] # the class type itself is passed in _callable = config["class"] # the class type itself is passed in
kwargs = config.get("kwargs", {}) kwargs = config.get("kwargs", {})
elif isinstance(config, str): elif isinstance(config, str):
module = get_module_by_module_path(default_module) # a.b.c.ClassName
*m_path, cls = config.split(".")
m_path = ".".join(m_path)
module = get_module_by_module_path(default_module if m_path == "" else m_path)
_callable = getattr(module, config) _callable = getattr(module, cls)
kwargs = {} kwargs = {}
else: else:
raise NotImplementedError(f"This type of input is not supported") raise NotImplementedError(f"This type of input is not supported")
@@ -260,7 +264,9 @@ def init_instance_by_config(
1) specify a pickle object 1) specify a pickle object
- path like 'file:///<path to pickle file>/obj.pkl' - path like 'file:///<path to pickle file>/obj.pkl'
2) specify a class name 2) specify a class name
- "ClassName": getattr(module, config)() will be used. - "ClassName": getattr(module, "ClassName")() will be used.
3) specify module path with class name
- "a.b.c.ClassName" getattr(<a.b.c.module>, "ClassName")() will be used.
object example: object example:
instance of accept_types instance of accept_types
default_module : Python module default_module : Python module