diff --git a/qlib/data/dataset/handler.py b/qlib/data/dataset/handler.py index 0547ef41a..a6877f013 100644 --- a/qlib/data/dataset/handler.py +++ b/qlib/data/dataset/handler.py @@ -333,7 +333,18 @@ class DataHandlerLP(DataHandler): """ DataHandler with **(L)earnable (P)rocessor** - Tips to improving the performance of data handler + This handler will produce three pieces of data in pd.DataFrame format. + - DK_R / self._data: the raw data loaded from the loader + - DK_I / self._infer: the data processed for inference + - DK_L / self._learn: the data processed for learning model. + + The motivation of using different processor workflows for learning and inference + Here are some examples. + - The instrument universe for learning and inference may be different. + - The processing of some samples may rely on label (for example, some samples hit the limit may need extra processing or be dropped). + These processors only apply to the learning phase. + + Tips to improve the performance of data handler - To reduce the memory cost - `drop_raw=True`: this will modify the data inplace on raw data; """