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bxdd
2020-12-10 09:02:43 +00:00
parent 0be57d51be
commit 87cc52cd05
2 changed files with 6 additions and 2 deletions
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3
qlib/data/ops.py
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@@ -1385,6 +1385,7 @@ class Cov(PairRolling):
def __init__(self, feature_left, feature_right, N): def __init__(self, feature_left, feature_right, N):
super(Cov, self).__init__(feature_left, feature_right, N, "cov") super(Cov, self).__init__(feature_left, feature_right, N, "cov")
Operators = OpsWrapper() Operators = OpsWrapper()
OpsList = [ OpsList = [
@@ -1435,4 +1436,4 @@ OpsList = [
If, If,
] ]
Operators.register(OpsList) Operators.register(OpsList)

5
qlib/utils/__init__.py
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@@ -729,13 +729,16 @@ def load_dataset(path_or_obj):
return pd.read_csv(path_or_obj, parse_dates=True, index_col=[0, 1]) return pd.read_csv(path_or_obj, parse_dates=True, index_col=[0, 1])
raise ValueError(f"unsupported file type `{extension}`") raise ValueError(f"unsupported file type `{extension}`")
#################### Operator Wrapper ##################### #################### Operator Wrapper #####################
class OpsWrapper(object): class OpsWrapper(object):
"""Ops Wrapper""" """Ops Wrapper"""
def __init__(self): def __init__(self):
self._ops = {} self._ops = {}
def register(self, ops_list): def register(self, ops_list):
for operator in ops_list: for operator in ops_list:
@@ -744,4 +747,4 @@ class OpsWrapper(object):
def __getattr__(self, key): def __getattr__(self, key):
if self._ops is {}: if self._ops is {}:
raise AttributeError("Please run qlib.init() first using qlib to register ops") raise AttributeError("Please run qlib.init() first using qlib to register ops")
return self._ops[key] return self._ops[key]