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Merge branch 'main' of github.com:you-n-g/qlib into main

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Young
2020-11-19 09:22:55 +00:00
parent 11dc307a96 c91698287a
commit 6610b7110a
8 changed files with 409 additions and 85 deletions
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13
qlib/data/dataset/utils.py
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@@ -32,7 +32,10 @@ def get_level_index(df: pd.DataFrame, level=Union[str, int]) -> int:
def fetch_df_by_index(
df: pd.DataFrame, selector: Union[pd.Timestamp, slice, str, list], level: Union[str, int], fetch_orig=True,
df: pd.DataFrame,
selector: Union[pd.Timestamp, slice, str, list],
level: Union[str, int],
fetch_orig=True,
) -> pd.DataFrame:
"""
fetch data from `data` with `selector` and `level`
@@ -55,8 +58,12 @@ def fetch_df_by_index(
if fetch_orig:
for slc in idx_slc:
if slc != slice(None, None):
return df.loc[pd.IndexSlice[idx_slc],]
return df.loc[
pd.IndexSlice[idx_slc],
]
else:
return df
else:
return df.loc[pd.IndexSlice[idx_slc],]
return df.loc[
pd.IndexSlice[idx_slc],
]