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data.rst update
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@@ -143,7 +143,7 @@ Filter
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Expression dynamic instrument filter. Filter the instruments based on a certain expression. An expression rule indicating a certain feature field is required.
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- `basic features filter`: rule_expression = '$close/$open>5'
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- `cross-sectional features filter` : rule_expression = '$rank($close)<10'
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- `cross-sectional features filter` \: rule_expression = '$rank($close)<10'
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- `time-sequence features filter`: rule_expression = '$Ref($close, 3)>100'
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To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_.
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@@ -169,11 +169,11 @@ Here are some interfaces of the ``QlibDataLoader`` class:
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- `load(instruments, start_time=None, end_time=None)`
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- This method loads the data as pd.DataFrame
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- Parameters:
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- `instruments` : str or dict
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- `instruments` \: str or dict
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it can either be the market name or the config file of instruments generated by InstrumentProvider.
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- `start_time` : str
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- `start_time` \: str
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start of the time range.
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- `end_time` : str
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- `end_time` \: str
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end of the time range.
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- Returns:
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- The data being loaded with type `pd.DataFrame`
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@@ -181,15 +181,15 @@ Here are some interfaces of the ``QlibDataLoader`` class:
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- `load_group_df(instruments, exprs: list, names: list, start_time=None, end_time=None)`
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- This method loads the dataframe for specific group.
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- Parameters:
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- `instruments` : str or dict
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- `instruments` \: str or dict
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it can either be the market name or the config file of instruments generated by InstrumentProvider.
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- `exprs` : list
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- `exprs` \: list
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the expressions to describe the content of the data.
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- `names` : list
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- `names` \: list
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the name of the data.
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- `start_time` : str
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- `start_time` \: str
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start of the time range.
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- `end_time` : str
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- `end_time` \: str
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end of the time range.
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- Returns:
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- The queried data in type `pd.DataFrame`.
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@@ -220,7 +220,7 @@ Here are some important interfaces that ``DataHandlerLP`` provides:
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- `__init__(instruments=None, start_time=None, end_time=None, data_loader: Tuple[dict, str, DataLoader] = None, infer_processors=[], learn_processors=[], process_type=PTYPE_A, **kwargs)`
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- Initialization of the class.
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- Parameters:
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- `infer_processors` : list
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- `infer_processors` \: list
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- list of <description info> of processors to generate data for inference
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- example of <description info>:
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@@ -238,7 +238,7 @@ Here are some important interfaces that ``DataHandlerLP`` provides:
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"DropnaFeature"
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3) object instance of Processor
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- `learn_processors` : list
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- `learn_processors` \: list
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similar to infer_processors, but for generating data for learning models
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- `process_type`: str
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@@ -253,13 +253,13 @@ Here are some important interfaces that ``DataHandlerLP`` provides:
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- `fetch(selector: Union[pd.Timestamp, slice, str] = slice(None, None), level: Union[str, int] = "datetime", col_set=DataHandler.CS_ALL, data_key: str = DK_I)`
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- This method fetches data from underlying data source
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- Parameters:
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- `selector` : Union[pd.Timestamp, slice, str]
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- `selector` \: Union[pd.Timestamp, slice, str]
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describe how to select data by index.
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- `level` : Union[str, int]
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- `level` \: Union[str, int]
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which index level to select the data.
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- `col_set` : str
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- `col_set` \: str
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select a set of meaningful columns.(e.g. features, columns).
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- `data_key` : str
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- `data_key` \: str
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The data to fetch: DK_*.
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- Returns:
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- The retrieved results in the type: `pd.DataFrame`.
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@@ -267,9 +267,9 @@ Here are some important interfaces that ``DataHandlerLP`` provides:
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- `get_cols(col_set=DataHandler.CS_ALL, data_key: str = DK_I)`
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- This method gets the column names.
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- Parameters:
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- `col_set` : str
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- `col_set` \: str
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select a set of meaningful columns.(e.g. features, columns).
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- `data_key` : str
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- `data_key` \: str
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the data to fetch: DK_*.
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- Returns:
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- A list of column names.
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@@ -356,7 +356,7 @@ The ``DatasetH`` class is the `dataset` with `Data Handler`. Here is the most im
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- `prepare(segments: Union[List[str], Tuple[str], str, slice], col_set=DataHandler.CS_ALL, data_key=DataHandlerLP.DK_I, **kwargs)`
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- This method prepares the data for learning and inference.
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- Parameters:
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- `segments` : Union[List[str], Tuple[str], str, slice]
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- `segments` \: Union[List[str], Tuple[str], str, slice]
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Describe the scope of the data to be prepared
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Here are some examples:
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@@ -364,9 +364,9 @@ The ``DatasetH`` class is the `dataset` with `Data Handler`. Here is the most im
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- ['train', 'valid']
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- `col_set` : str
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- `col_set` \: str
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The col_set will be passed to self._handler when fetching data.
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- `data_key` : str
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- `data_key` \: str
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The data to fetch: DK_*
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Default is DK_I, which indicate fetching data for **inference**.
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