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bxdd
2021-03-29 20:16:00 +08:00
parent fb7f84f31e
commit 8743576f72
7 changed files with 18 additions and 17 deletions

View File

@@ -70,7 +70,7 @@ class HighFreqNorm(Processor):
columns=["FEATURE_%d" % i for i in range(12 * 240)],
).sort_index()
return df_new_features
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time

View File

@@ -177,8 +177,8 @@ class HighfreqWorkflow(object):
dataset_backtest.setup_data(handler_kwargs={})
##=============get data=============
xtest, = dataset.prepare(["test"])
backtest_test, = dataset_backtest.prepare(["test"])
(xtest,) = dataset.prepare(["test"])
(backtest_test,) = dataset_backtest.prepare(["test"])
print(xtest, backtest_test)
return

View File

@@ -105,7 +105,7 @@ class RollingDataWorkflow(object):
handler_kwargs={
"start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"end_time": datetime(test_end_time[0] + rolling_offset, *test_end_time[1:]),
"processor_kwargs":{
"processor_kwargs": {
"fit_start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"fit_end_time": datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
},
@@ -126,7 +126,9 @@ class RollingDataWorkflow(object):
},
)
dataset.setup_data(
handler_kwargs={"init_type": DataHandlerLP.IT_FIT_SEQ,}
handler_kwargs={
"init_type": DataHandlerLP.IT_FIT_SEQ,
}
)
dtrain, dvalid, dtest = dataset.prepare(["train", "valid", "test"])