From 7d092f39c83e01886d4b1f4d98a9242e5c6d50ee Mon Sep 17 00:00:00 2001 From: Young Date: Thu, 26 Nov 2020 09:15:13 +0000 Subject: [PATCH] data.rst update --- docs/component/data.rst | 40 ++++++++++++++++++++-------------------- 1 file changed, 20 insertions(+), 20 deletions(-) diff --git a/docs/component/data.rst b/docs/component/data.rst index fda3e0db0..22565c39d 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -143,7 +143,7 @@ Filter Expression dynamic instrument filter. Filter the instruments based on a certain expression. An expression rule indicating a certain feature field is required. - `basic features filter`: rule_expression = '$close/$open>5' - - `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' To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_. @@ -169,11 +169,11 @@ Here are some interfaces of the ``QlibDataLoader`` class: - `load(instruments, start_time=None, end_time=None)` - This method loads the data as pd.DataFrame - Parameters: - - `instruments` : str or dict + - `instruments` \: str or dict it can either be the market name or the config file of instruments generated by InstrumentProvider. - - `start_time` : str + - `start_time` \: str start of the time range. - - `end_time` : str + - `end_time` \: str end of the time range. - Returns: - The data being loaded with type `pd.DataFrame` @@ -181,15 +181,15 @@ Here are some interfaces of the ``QlibDataLoader`` class: - `load_group_df(instruments, exprs: list, names: list, start_time=None, end_time=None)` - This method loads the dataframe for specific group. - Parameters: - - `instruments` : str or dict + - `instruments` \: str or dict it can either be the market name or the config file of instruments generated by InstrumentProvider. - - `exprs` : list + - `exprs` \: list the expressions to describe the content of the data. - - `names` : list + - `names` \: list the name of the data. - - `start_time` : str + - `start_time` \: str start of the time range. - - `end_time` : str + - `end_time` \: str end of the time range. - Returns: - The queried data in type `pd.DataFrame`. @@ -220,7 +220,7 @@ Here are some important interfaces that ``DataHandlerLP`` provides: - `__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)` - Initialization of the class. - Parameters: - - `infer_processors` : list + - `infer_processors` \: list - list of of processors to generate data for inference - example of : @@ -238,7 +238,7 @@ Here are some important interfaces that ``DataHandlerLP`` provides: "DropnaFeature" 3) object instance of Processor - - `learn_processors` : list + - `learn_processors` \: list similar to infer_processors, but for generating data for learning models - `process_type`: str @@ -253,13 +253,13 @@ Here are some important interfaces that ``DataHandlerLP`` provides: - `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)` - This method fetches data from underlying data source - Parameters: - - `selector` : Union[pd.Timestamp, slice, str] + - `selector` \: Union[pd.Timestamp, slice, str] describe how to select data by index. - - `level` : Union[str, int] + - `level` \: Union[str, int] which index level to select the data. - - `col_set` : str + - `col_set` \: str select a set of meaningful columns.(e.g. features, columns). - - `data_key` : str + - `data_key` \: str The data to fetch: DK_*. - Returns: - The retrieved results in the type: `pd.DataFrame`. @@ -267,9 +267,9 @@ Here are some important interfaces that ``DataHandlerLP`` provides: - `get_cols(col_set=DataHandler.CS_ALL, data_key: str = DK_I)` - This method gets the column names. - Parameters: - - `col_set` : str + - `col_set` \: str select a set of meaningful columns.(e.g. features, columns). - - `data_key` : str + - `data_key` \: str the data to fetch: DK_*. - Returns: - A list of column names. @@ -356,7 +356,7 @@ The ``DatasetH`` class is the `dataset` with `Data Handler`. Here is the most im - `prepare(segments: Union[List[str], Tuple[str], str, slice], col_set=DataHandler.CS_ALL, data_key=DataHandlerLP.DK_I, **kwargs)` - This method prepares the data for learning and inference. - Parameters: - - `segments` : Union[List[str], Tuple[str], str, slice] + - `segments` \: Union[List[str], Tuple[str], str, slice] Describe the scope of the data to be prepared Here are some examples: @@ -364,9 +364,9 @@ The ``DatasetH`` class is the `dataset` with `Data Handler`. Here is the most im - ['train', 'valid'] - - `col_set` : str + - `col_set` \: str The col_set will be passed to self._handler when fetching data. - - `data_key` : str + - `data_key` \: str The data to fetch: DK_* Default is DK_I, which indicate fetching data for **inference**.