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move freq params to dataloader

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This commit is contained in:
Young
2021-01-31 13:34:57 +00:00
committed by you-n-g
parent bdc70c192a
commit 802dac81c9
6 changed files with 51 additions and 31 deletions
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6
examples/highfreq/highfreq_handler.py
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@@ -10,7 +10,6 @@ class HighFreqHandler(DataHandlerLP):
instruments="csi300",
start_time=None,
end_time=None,
freq="1min",
infer_processors=[],
learn_processors=[],
fit_start_time=None,
@@ -37,13 +36,13 @@ class HighFreqHandler(DataHandlerLP):
"kwargs": {
"config": self.get_feature_config(),
"swap_level": False,
"freq": "1min",
},
}
super().__init__(
instruments=instruments,
start_time=start_time,
end_time=end_time,
freq=freq,
data_loader=data_loader,
infer_processors=infer_processors,
learn_processors=learn_processors,
@@ -124,20 +123,19 @@ class HighFreqBacktestHandler(DataHandler):
instruments="csi300",
start_time=None,
end_time=None,
freq="1min",
):
data_loader = {
"class": "QlibDataLoader",
"kwargs": {
"config": self.get_feature_config(),
"swap_level": False,
"freq": "1min",
},
}
super().__init__(
instruments=instruments,
start_time=start_time,
end_time=end_time,
freq=freq,
data_loader=data_loader,
)