diff --git a/examples/highfreq/workflow.py b/examples/highfreq/workflow.py index dac27082f..ff3d3c552 100644 --- a/examples/highfreq/workflow.py +++ b/examples/highfreq/workflow.py @@ -26,6 +26,7 @@ from qlib.tests.data import GetData from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull + class HighfreqWorkflow(object): SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull], "expression_cache": None} @@ -146,29 +147,29 @@ class HighfreqWorkflow(object): self._prepare_calender_cache() ##=============reinit dataset============= dataset.init( - handler_kwargs = { - "init_type" : DataHandlerLP.IT_LS, - "start_time" : "2021-01-19 00:00:00", - "end_time" : "2021-01-25 16:00:00", + handler_kwargs={ + "init_type": DataHandlerLP.IT_LS, + "start_time": "2021-01-19 00:00:00", + "end_time": "2021-01-25 16:00:00", }, - segment_kwargs = { + segment_kwargs={ "test": ( - "2021-01-19 00:00:00", + "2021-01-19 00:00:00", "2021-01-25 16:00:00", ), - } + }, ) dataset_backtest.init( - handler_kwargs = { - "start_time" : "2021-01-19 00:00:00", - "end_time" : "2021-01-25 16:00:00", + handler_kwargs={ + "start_time": "2021-01-19 00:00:00", + "end_time": "2021-01-25 16:00:00", }, - segment_kwargs = { + segment_kwargs={ "test": ( - "2021-01-19 00:00:00", + "2021-01-19 00:00:00", "2021-01-25 16:00:00", ), - } + }, ) ##=============get data============= diff --git a/qlib/data/dataset/__init__.py b/qlib/data/dataset/__init__.py index e2606ec0f..8ff8c1210 100644 --- a/qlib/data/dataset/__init__.py +++ b/qlib/data/dataset/__init__.py @@ -87,19 +87,19 @@ class DatasetH(Dataset): """ super().__init__(handler, segments) - def init(self, handler_kwargs:dict = None, segment_kwargs:dict = None): + def init(self, handler_kwargs: dict = None, segment_kwargs: dict = None): """ Initialize the DatasetH - + Parameters ---------- handler_kwargs : dict Config of DataHanlder, which could include the following arguments: - + - arguments of DataHandler.conf_data, such as 'instruments', 'start_time' and 'end_time'. - arguments of DataHandler.init, such as 'enable_cache', etc. - + segment_kwargs : dict Config of segments which is same as 'segments' in DatasetH.setup_data @@ -112,10 +112,10 @@ class DatasetH(Dataset): conf_data_arg = {"instruments", "start_time", "end_time"} for k, v in handler_kwargs.items(): if k in conf_data_arg: - kwargs_conf_data.update({k:v}) + kwargs_conf_data.update({k: v}) else: - kwargs_init.update({k:v}) - + kwargs_init.update({k: v}) + self.handler.conf_data(**kwargs_conf_data) self.handler.init(**kwargs_init)