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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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5
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 from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull
class HighfreqWorkflow(object): class HighfreqWorkflow(object):
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull], "expression_cache": None} SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull], "expression_cache": None}
@@ -156,7 +157,7 @@ class HighfreqWorkflow(object):
"2021-01-19 00:00:00", "2021-01-19 00:00:00",
"2021-01-25 16:00:00", "2021-01-25 16:00:00",
), ),
} },
) )
dataset_backtest.init( dataset_backtest.init(
handler_kwargs={ handler_kwargs={
@@ -168,7 +169,7 @@ class HighfreqWorkflow(object):
"2021-01-19 00:00:00", "2021-01-19 00:00:00",
"2021-01-25 16:00:00", "2021-01-25 16:00:00",
), ),
} },
) )
##=============get data============= ##=============get data=============