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Update docs and fix tabnet

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Jactus
2020-11-26 00:55:26 +08:00
parent 5be847909f
commit 87cee85cea
27 changed files with 624 additions and 495 deletions
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38
qlib/data/dataset/handler.py
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@@ -29,7 +29,7 @@ class DataHandler(Serializable):
"""
The steps to using a handler
1. initialized data handler (call by `init`).
2. use the data
2. use the data.
The data handler try to maintain a handler with 2 level.
@@ -65,17 +65,17 @@ class DataHandler(Serializable):
Parameters
----------
instruments :
The stock list to retrive
The stock list to retrive.
start_time :
start_time of the original data
start_time of the original data.
end_time :
end_time of the original data
end_time of the original data.
data_loader : Tuple[dict, str, DataLoader]
data loader to load the data
data loader to load the data.
init_data :
intialize the original data in the constructor
intialize the original data in the constructor.
fetch_orig : bool
Return the original data instead of copy if possible
Return the original data instead of copy if possible.
"""
# Set logger
self.logger = get_module_logger("DataHandler")
@@ -219,9 +219,9 @@ class DataHandler(Serializable):
get a iterator of sliced data with given periods
Args:
periods (int): number of periods
min_periods (int): minimum periods for sliced dataframe
kwargs (dict): will be passed to `self.fetch`
periods (int): number of periods.
min_periods (int): minimum periods for sliced dataframe.
kwargs (dict): will be passed to `self.fetch`.
"""
trading_dates = self._data.index.unique(level="datetime")
if min_periods is None:
@@ -377,7 +377,7 @@ class DataHandlerLP(DataHandler):
Parameters
----------
init_type : str
The type `IT_*` listed above
The type `IT_*` listed above.
enable_cache : bool
default value is false:
@@ -419,13 +419,13 @@ class DataHandlerLP(DataHandler):
Parameters
----------
selector : Union[pd.Timestamp, slice, str]
describe how to select data by index
describe how to select data by index.
level : Union[str, int]
which index level to select the data
which index level to select the data.
col_set : str
select a set of meaningful columns.(e.g. features, columns)
data_key: str
The data to fetch: DK_*
select a set of meaningful columns.(e.g. features, columns).
data_key : str
the data to fetch: DK_*.
Returns
-------
@@ -443,9 +443,9 @@ class DataHandlerLP(DataHandler):
Parameters
----------
col_set : str
select a set of meaningful columns.(e.g. features, columns)
data_key: str
The data to fetch: DK_*
select a set of meaningful columns.(e.g. features, columns).
data_key : str
the data to fetch: DK_*.
Returns
-------