From 78bc2c874891b567e10740b9573f4a9e4c06f003 Mon Sep 17 00:00:00 2001
From: Jactus <dw1920@nyu.edu>
Date: Tue, 9 Mar 2021 17:31:27 +0800
Subject: [PATCH] Update Filter doc

---
 docs/component/data.rst | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/docs/component/data.rst b/docs/component/data.rst
index 4b0962d49..9e5d7de2f 100644
--- a/docs/component/data.rst
+++ b/docs/component/data.rst
@@ -218,6 +218,25 @@ Filter
     - `cross-sectional features filter` \: rule_expression = '$rank($close)<10'
     - `time-sequence features filter`: rule_expression = '$Ref($close, 3)>100'
 
+Here is a simple example showing how to use filter in a basic ``Qlib`` workflow configuration file:
+
+.. code-block:: yaml
+
+    filter: &filter
+        filter_type: ExpressionDFilter
+        rule_expression: "Ref($close, -2) / Ref($close, -1) > 1"
+        filter_start_time: 2010-01-01
+        filter_end_time: 2010-01-07
+        keep: False
+
+    data_handler_config: &data_handler_config
+        start_time: 2010-01-01
+        end_time: 2021-01-22
+        fit_start_time: 2010-01-01
+        fit_end_time: 2015-12-31
+        instruments: *market
+        filter_pipe: [*filter]
+
 To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_.
 
 Reference