From 83d8f00a19352e2791e4efb4853cd37fd1c69ee5 Mon Sep 17 00:00:00 2001 From: Huoran Li Date: Tue, 26 Jul 2022 14:31:43 +0800 Subject: [PATCH] Remove useless code to pass pylint --- qlib/rl/from_neutrader/feature.py | 30 ------------------------------ 1 file changed, 30 deletions(-) diff --git a/qlib/rl/from_neutrader/feature.py b/qlib/rl/from_neutrader/feature.py index 052ab63e6..12cdc36ef 100644 --- a/qlib/rl/from_neutrader/feature.py +++ b/qlib/rl/from_neutrader/feature.py @@ -2,7 +2,6 @@ # Licensed under the MIT License. import collections -import pickle from typing import List, Optional import pandas as pd @@ -12,8 +11,6 @@ from qlib.config import REG_CN from qlib.contrib.ops.high_freq import BFillNan, Cut, Date, DayCumsum, DayLast, FFillNan, IsInf, IsNull, Select from qlib.data.dataset import DatasetH -_dataset = None - class LRUCache: def __init__(self, pool_size: int = 200): @@ -58,8 +55,6 @@ class DataWrapper: def get(self, stock_id: str, date: pd.Timestamp, backtest: bool = False): start_time, end_time = date.replace(hour=0, minute=0, second=0), date.replace(hour=23, minute=59, second=59) - dataset = self.backtest_dataset if backtest else self.feature_dataset - if backtest: dataset = self.backtest_dataset cache = self.backtest_cache @@ -75,8 +70,6 @@ class DataWrapper: def init_qlib(config: dict, part: Optional[str] = None) -> None: - global _dataset - provider_uri_map = { "day": config["provider_uri_day"].as_posix(), "1min": config["provider_uri_1min"].as_posix(), @@ -113,26 +106,3 @@ def init_qlib(config: dict, part: Optional[str] = None) -> None: redis_port=-1, clear_mem_cache=False, # init_qlib will be called for multiple times. Keep the cache for improving performance ) - - # this won't work if it's put outside in case of multiprocessing - - if part is None: - feature_path = config["feature_root_dir"] / "feature.pkl" - backtest_path = config["feature_root_dir"] / "backtest.pkl" - else: - feature_path = config["feature_root_dir"] / "feature" / (part + ".pkl") - backtest_path = config["feature_root_dir"] / "backtest" / (part + ".pkl") - - with feature_path.open("rb") as f: - print(feature_path) - feature_dataset = pickle.load(f) - with backtest_path.open("rb") as f: - backtest_dataset = pickle.load(f) - - _dataset = DataWrapper( - feature_dataset, - backtest_dataset, - config["feature_columns_today"], - config["feature_columns_yesterday"], - _internal=True, - )