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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 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}
@@ -146,29 +147,29 @@ class HighfreqWorkflow(object):
self._prepare_calender_cache() self._prepare_calender_cache()
##=============reinit dataset============= ##=============reinit dataset=============
dataset.init( dataset.init(
handler_kwargs = { handler_kwargs={
"init_type" : DataHandlerLP.IT_LS, "init_type": DataHandlerLP.IT_LS,
"start_time" : "2021-01-19 00:00:00", "start_time": "2021-01-19 00:00:00",
"end_time" : "2021-01-25 16:00:00", "end_time": "2021-01-25 16:00:00",
}, },
segment_kwargs = { segment_kwargs={
"test": ( "test": (
"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={
"start_time" : "2021-01-19 00:00:00", "start_time": "2021-01-19 00:00:00",
"end_time" : "2021-01-25 16:00:00", "end_time": "2021-01-25 16:00:00",
}, },
segment_kwargs = { segment_kwargs={
"test": ( "test": (
"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=============

14
qlib/data/dataset/__init__.py
View File

@@ -87,19 +87,19 @@ class DatasetH(Dataset):
""" """
super().__init__(handler, segments) 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 Initialize the DatasetH
Parameters Parameters
---------- ----------
handler_kwargs : dict handler_kwargs : dict
Config of DataHanlder, which could include the following arguments: 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.conf_data, such as 'instruments', 'start_time' and 'end_time'.
- arguments of DataHandler.init, such as 'enable_cache', etc. - arguments of DataHandler.init, such as 'enable_cache', etc.
segment_kwargs : dict segment_kwargs : dict
Config of segments which is same as 'segments' in DatasetH.setup_data 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"} conf_data_arg = {"instruments", "start_time", "end_time"}
for k, v in handler_kwargs.items(): for k, v in handler_kwargs.items():
if k in conf_data_arg: if k in conf_data_arg:
kwargs_conf_data.update({k:v}) kwargs_conf_data.update({k: v})
else: else:
kwargs_init.update({k:v}) kwargs_init.update({k: v})
self.handler.conf_data(**kwargs_conf_data) self.handler.conf_data(**kwargs_conf_data)
self.handler.init(**kwargs_init) self.handler.init(**kwargs_init)