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QLibDataHandlerClose is renamed to Alpha158
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@@ -207,14 +207,14 @@ Example
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Know more about how to run ``Data Handler`` with ``Estimator``, please refer to `Estimator: Workflow Management <estimator.html>`_
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Qlib provides implemented data handler `QLibDataHandlerClose`. The following example shows how to run `QLibDataHandlerV1` as a single module.
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Qlib provides implemented data handler `Alpha158`. The following example shows how to run `QLibDataHandlerV1` as a single module.
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.. note:: Users need to initialize ``Qlib`` with `qlib.init` first, please refer to `initialization <../start/initialization.html>`_.
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.. code-block:: Python
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from qlib.contrib.estimator.handler import QLibDataHandlerClose
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from qlib.contrib.estimator.handler import Alpha158
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from qlib.contrib.model.gbdt import LGBModel
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DATA_HANDLER_CONFIG = {
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@@ -233,7 +233,7 @@ Qlib provides implemented data handler `QLibDataHandlerClose`. The following exa
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"test_end_date": "2020-08-01",
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}
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exampleDataHandler = QLibDataHandlerClose(**DATA_HANDLER_CONFIG)
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exampleDataHandler = Alpha158(**DATA_HANDLER_CONFIG)
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# example of 'get_split_data'
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x_train, y_train, x_validate, y_validate, x_test, y_test = exampleDataHandler.get_split_data(**TRAINER_CONFIG)
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@@ -50,7 +50,7 @@ Below is a typical config file of ``Estimator``.
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num_leaves: 210
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num_threads: 20
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data:
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class: QLibDataHandlerClose
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class: Alpha158
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args:
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dropna_label: True
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filter:
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@@ -291,7 +291,7 @@ Users can use the specified data handler by config as follows.
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.. code-block:: YAML
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data:
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class: QLibDataHandlerClose
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class: Alpha158
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args:
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start_date: 2005-01-01
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end_date: 2018-04-30
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@@ -121,7 +121,7 @@ Example
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- Run the following code to get the `prediction score` `pred_score`
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.. code-block:: Python
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from qlib.contrib.estimator.handler import QLibDataHandlerClose
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from qlib.contrib.estimator.handler import Alpha158
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from qlib.contrib.model.gbdt import LGBModel
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DATA_HANDLER_CONFIG = {
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@@ -140,7 +140,7 @@ Example
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"test_end_date": "2020-08-01",
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}
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x_train, y_train, x_validate, y_validate, x_test, y_test = QLibDataHandlerClose(
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x_train, y_train, x_validate, y_validate, x_test, y_test = Alpha158(
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**DATA_HANDLER_CONFIG
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).get_split_data(**TRAINER_CONFIG)
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@@ -163,7 +163,7 @@ Example
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pred_score = pd.DataFrame(index=_pred.index)
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pred_score["score"] = _pred.iloc(axis=1)[0]
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.. note:: `QLibDataHandlerClose` is the data handler provided by ``Qlib``, please refer to `Data Handler <data.html#data-handler>`_.
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.. note:: `Alpha158` is the data handler provided by ``Qlib``, please refer to `Data Handler <data.html#data-handler>`_.
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Also, the above example has been given in ``examples/train_backtest_analyze.ipynb``.
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