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update handler_storage test

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This commit is contained in:
bxdd
2021-06-29 15:51:41 +00:00
committed by you-n-g
parent 9985befe69
commit 8d1b1979d9
4 changed files with 59 additions and 37 deletions
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21
qlib/data/dataset/handler.py
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@@ -206,13 +206,14 @@ class DataHandler(Serializable):
# FIXME: fetching by time first will be more friendly to `proc_func`
# Copy in case of `proc_func` changing the data inplace....
data_df = proc_func(fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig).copy())
# Fetch column first will be more friendly to SepDataFrame
data_df = fetch_df_by_col(data_df, col_set)
data_df = fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig)
data_df = fetch_df_by_col(data_df, col_set)
else:
# Fetch column first will be more friendly to SepDataFrame
data_df = fetch_df_by_col(data_df, col_set)
data_df = fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig)
elif isinstance(data_storage, HasingStockStorage):
if proc_func is not None:
warnings.warn(f"proc_func is not supported by the HasingStockStorage")
raise ValueError("proc_func is not supported by the HasingStockStorage")
data_df = data_storage.fetch(selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig)
else:
raise TypeError(f"data_storage should be pd.DataFrame|HasingStockStorage, not {type(data_storage)}")
@@ -530,13 +531,15 @@ class DataHandlerLP(DataHandler):
# FIXME: fetch by time first will be more friendly to proc_func
# Copy incase of `proc_func` changing the data inplace....
data_df = proc_func(fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig).copy())
# Fetch column first will be more friendly to SepDataFrame
data_df = fetch_df_by_col(data_df, col_set)
data_df = fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig)
data_df = fetch_df_by_col(data_df, col_set)
else:
# Fetch column first will be more friendly to SepDataFrame
data_df = fetch_df_by_col(data_df, col_set)
data_df = fetch_df_by_index(data_df, selector, level, fetch_orig=self.fetch_orig)
elif isinstance(data_storage, HasingStockStorage):
if proc_func is not None:
warnings.warn(f"proc_func is not supported by the HasingStockStorage")
raise ValueError("proc_func is not supported by the HasingStockStorage")
data_df = data_storage.fetch(selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig)
else:
raise TypeError(f"data_storage should be pd.DataFrame|HasingStockStorage, not {type(data_storage)}")

4
qlib/data/dataset/processor.py
View File

@@ -312,8 +312,8 @@ class CSZFillna(Processor):
return df
class HashingStock(Processor):
"""Process the df into hasing stock storage"""
class HashStockFormat(Processor):
"""Process the storage of from df into hasing stock format"""
def __call__(self, df: pd.DataFrame):
from .storage import HasingStockStorage

2
qlib/data/dataset/storage.py
View File

@@ -71,7 +71,7 @@ class HasingStockStorage(BaseHandlerStorage):
if not isinstance(stock_selector, (list, str)) and stock_selector != slice(None):
raise TypeError(f"stock selector must be type str|list, or slice(None), rather than {stock_selector}")
print(stock_selector)
if stock_selector == slice(None):
return self.hash_df