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Update Filter doc

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Jactus
2021-03-09 17:31:27 +08:00
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docs/component/data.rst
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@@ -218,6 +218,25 @@ Filter
- `cross-sectional features filter` \: rule_expression = '$rank($close)<10' - `cross-sectional features filter` \: rule_expression = '$rank($close)<10'
- `time-sequence features filter`: rule_expression = '$Ref($close, 3)>100' - `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>`_. To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_.
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