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docs and bug fixed

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lzh222333
2021-05-06 04:18:55 +00:00
parent 1c99fb35da
commit 84c56f13bd
17 changed files with 312 additions and 145 deletions
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7
qlib/model/ens/group.py
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@@ -3,6 +3,13 @@
"""
Group can group a set of object based on `group_func` and change them to a dict.
After group, we provide a method to reduce them.
For example:
group: {(A,B,C1): object, (A,B,C2): object} -> {(A,B): {C1: object, C2: object}}
reduce: {(A,B): {C1: object, C2: object}} -> {(A,B): object}
"""
from qlib.model.ens.ensemble import Ensemble, RollingEnsemble