update ops register

examples/workflow_with_custom_ops.py

@@ -1,83 +0,0 @@
-#  Copyright (c) Microsoft Corporation.
-#  Licensed under the MIT License.
-
-import sys
-from pathlib import Path
-
-import qlib
-import numpy as np
-import pandas as pd
-from qlib.data import D
-from qlib.data.ops import Operators, ElemOperator, PairOperator
-from qlib.config import REG_CN
-from qlib.utils import exists_qlib_data
-
-
-class Diff(ElemOperator):
-    """Feature First Difference
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    Expression
-        a feature instance with first difference
-    """
-
-    def __init__(self, feature):
-        super(Diff, self).__init__(feature, "diff")
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.diff()
-
-    def get_extended_window_size(self):
-        lft_etd, rght_etd = self.feature.get_extended_window_size()
-        return lft_etd + 1, rght_etd
-
-
-class Distance(PairOperator):
-    """Feature Distance
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    Expression
-        a feature instance with distance
-    """
-
-    def __init__(self, feature_left, feature_right):
-        super(Distance, self).__init__(feature_left, feature_right, "distance")
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series_left = self.feature_left.load(instrument, start_index, end_index, freq)
-        series_right = self.feature_right.load(instrument, start_index, end_index, freq)
-        return np.abs(series_left - series_right)
-
-
-if __name__ == "__main__":
-
-    # register custom operators
-    OpsList = [Diff, Distance]
-    Operators.register(OpsList)
-    # use default data
-    provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
-    if not exists_qlib_data(provider_uri):
-        print(f"Qlib data is not found in {provider_uri}")
-        sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
-        from get_data import GetData
-
-        GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
-
-    qlib.init(provider_uri=provider_uri, region=REG_CN)
-
-    instruments = ["SH600000"]
-    fields = ["Diff($close)", "Distance($close, Ref($close, 1))"]
-    print(D.features(instruments, fields, start_time="2010-01-01", end_time="2017-12-31", freq="day"))