liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-02 02:21:18 +08:00
Code Activity

Update docs and fix tabnet

Browse Source
This commit is contained in:
Jactus
2020-11-26 00:55:26 +08:00
parent 5be847909f
commit 87cee85cea
27 changed files with 624 additions and 495 deletions
Download Patch File Download Diff File Expand all files Collapse all files

40
qlib/data/cache.py
View File

@@ -76,8 +76,8 @@ class MemCache(object):
Parameters
----------
mem_cache_size_limit: cache max size
limit_type: length or sizeof; length(call fun: len), size(call fun: sys.getsizeof)
mem_cache_size_limit: cache max size.
limit_type: length or sizeof; length(call fun: len), size(call fun: sys.getsizeof).
"""
if limit_type not in ["length", "sizeof"]:
raise ValueError(f"limit_type must be length or sizeof, your limit_type is {limit_type}")
@@ -118,9 +118,9 @@ class MemCacheExpire:
def set_cache(mem_cache, key, value):
"""set cache
:param mem_cache: MemCache attribute('c'/'i'/'f')
:param key: cache key
:param value: cache value
:param mem_cache: MemCache attribute('c'/'i'/'f').
:param key: cache key.
:param value: cache value.
"""
mem_cache[key] = value, time.time()
@@ -128,9 +128,9 @@ class MemCacheExpire:
def get_cache(mem_cache, key):
"""get mem cache
:param mem_cache: MemCache attribute('c'/'i'/'f')
:param key: cache key
:return: cache value; if cache not exist, return None
:param mem_cache: MemCache attribute('c'/'i'/'f').
:param key: cache key.
:return: cache value; if cache not exist, return None.
"""
value = None
expire = False
@@ -275,12 +275,12 @@ class ExpressionCache(BaseProviderCache):
Parameters
----------
cache_uri : str
the complete uri of expression cache file (include dir path)
the complete uri of expression cache file (include dir path).
Returns
-------
int
0(successful update)/ 1(no need to update)/ 2(update failure)
0(successful update)/ 1(no need to update)/ 2(update failure).
"""
raise NotImplementedError("Implement this method if you want to make expression cache up to date")
@@ -348,7 +348,7 @@ class DatasetCache(BaseProviderCache):
Parameters
----------
cache_uri : str
the complete uri of dataset cache file (include dir path)
the complete uri of dataset cache file (include dir path).
Returns
-------
@@ -361,9 +361,9 @@ class DatasetCache(BaseProviderCache):
def cache_to_origin_data(data, fields):
"""cache data to origin data
:param data: pd.DataFrame, cache data
:param fields: feature fields
:return: pd.DataFrame
:param data: pd.DataFrame, cache data.
:param fields: feature fields.
:return: pd.DataFrame.
"""
not_space_fields = remove_fields_space(fields)
data = data.loc[:, not_space_fields]
@@ -583,7 +583,7 @@ class DiskDatasetCache(DatasetCache):
:param cache_path:
:param start_time:
:param end_time:
:param fields: The fields order of the dataset cache is sorted. So rearrange the columns to make it consistent
:param fields: The fields order of the dataset cache is sorted. So rearrange the columns to make it consistent.
:return:
"""
@@ -771,12 +771,12 @@ class DiskDatasetCache(DatasetCache):
- This is a hdf file sorted by datetime
:param cache_path: The path to store the cache
:param instruments: The instruments to store the cache
:param fields: The fields to store the cache
:param freq: The freq to store the cache
:param cache_path: The path to store the cache.
:param instruments: The instruments to store the cache.
:param fields: The fields to store the cache.
:param freq: The freq to store the cache.
:return type pd.DataFrame; The fields of the returned DataFrame are consistent with the parameters of the function
:return type pd.DataFrame; The fields of the returned DataFrame are consistent with the parameters of the function.
"""
# get calendar
from .data import Cal