liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00
Code Activity

Update handler processors docs (#879)

Browse Source 
* Update handler.py

* Update handler.py

* Update handler.py
This commit is contained in:
you-n-g
2022-01-25 11:28:23 +08:00
committed by GitHub
parent c5834476e2
commit 635632e4ed
1 changed files with 12 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
qlib/data/dataset/handler.py
View File

@@ -333,7 +333,18 @@ class DataHandlerLP(DataHandler):
""" """
DataHandler with **(L)earnable (P)rocessor** 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 - To reduce the memory cost
- `drop_raw=True`: this will modify the data inplace on raw data; - `drop_raw=True`: this will modify the data inplace on raw data;
""" """