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bxdd
2021-02-03 09:00:41 +00:00
committed by you-n-g
parent 4ed8b8e233
commit 8a91e7d34d
2 changed files with 21 additions and 20 deletions
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27
examples/highfreq/workflow.py
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@@ -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=============