mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-04 03:21:00 +08:00
update ops register
This commit is contained in:
@@ -13,7 +13,6 @@ from scipy.stats import percentileofscore
|
||||
|
||||
from .base import Expression, ExpressionOps
|
||||
from ..log import get_module_logger
|
||||
from ..utils import OpsWrapper
|
||||
|
||||
try:
|
||||
from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
|
||||
@@ -1386,8 +1385,27 @@ class Cov(PairRolling):
|
||||
super(Cov, self).__init__(feature_left, feature_right, N, "cov")
|
||||
|
||||
|
||||
Operators = OpsWrapper()
|
||||
class OpsWrapper(object):
|
||||
"""Ops Wrapper"""
|
||||
|
||||
def __init__(self):
|
||||
self._ops = {}
|
||||
|
||||
def register(self, ops_list):
|
||||
for operator in ops_list:
|
||||
if operator.__name__ in self._ops:
|
||||
get_module_logger(self.__class__.__name__).warning(
|
||||
"The custom operator [{}] will override the qlib default definition".format(operator.__name__)
|
||||
)
|
||||
self._ops[operator.__name__] = operator
|
||||
|
||||
def __getattr__(self, key):
|
||||
if key not in self._ops:
|
||||
raise AttributeError("The operator [{}] is not registered".format(key))
|
||||
return self._ops[key]
|
||||
|
||||
|
||||
Operators = OpsWrapper()
|
||||
OpsList = [
|
||||
Ref,
|
||||
Max,
|
||||
|
||||
Reference in New Issue
Block a user