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https://github.com/microsoft/qlib.git
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Update black formatter
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@@ -65,8 +65,9 @@ class DataHandler(Serializable):
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self.data_loader = init_instance_by_config(
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data_loader,
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None if (isinstance(data_loader, dict) and 'module_path' in data_loader) else data_loader_module,
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accept_types=DataLoader)
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None if (isinstance(data_loader, dict) and "module_path" in data_loader) else data_loader_module,
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accept_types=DataLoader,
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)
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self.instruments = instruments
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self.start_time = start_time
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@@ -14,6 +14,7 @@ class DataLoader(abc.ABC):
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"""
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DataLoader is designed for loading raw data from original data source.
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"""
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@abc.abstractmethod
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def load(self, instruments, start_time=None, end_time=None) -> pd.DataFrame:
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"""
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@@ -53,6 +54,7 @@ class DLWParser(DataLoader):
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Extracting this class so that QlibDataLoader and other dataloaders(such as QdbDataLoader) can share the fields
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"""
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def __init__(self, config: Tuple[list, tuple, dict]):
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"""
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Parameters
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@@ -113,7 +115,8 @@ class DLWParser(DataLoader):
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grp: self.load_group_df(instruments, exprs, names, start_time, end_time)
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for grp, (exprs, names) in self.fields.items()
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},
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axis=1)
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axis=1,
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)
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else:
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exprs, names = self.fields
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df = self.load_group_df(instruments, exprs, names, start_time, end_time)
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@@ -122,6 +125,7 @@ class DLWParser(DataLoader):
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class QlibDataLoader(DLWParser):
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"""Same as QlibDataLoader. The fields can be define by config"""
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def __init__(self, config: Tuple[list, tuple, dict], filter_pipe=None):
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"""
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Parameters
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