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QLibDataHandlerClose is renamed to Alpha158

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zhupr
2020-09-28 15:29:04 +08:00
committed by you-n-g
parent 3c9f3acf79
commit 8d76a99ee0
11 changed files with 20 additions and 20 deletions
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4
examples/train_and_backtest.py
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@@ -8,7 +8,7 @@ import qlib
import pandas as pd
from qlib.config import REG_CN
from qlib.contrib.model.gbdt import LGBModel
from qlib.contrib.estimator.handler import QLibDataHandlerClose
from qlib.contrib.estimator.handler import Alpha158
from qlib.contrib.strategy.strategy import TopkDropoutStrategy
from qlib.contrib.evaluate import (
backtest as normal_backtest,
@@ -54,7 +54,7 @@ if __name__ == "__main__":
# use default DataHandler
# custom DataHandler, refer to: TODO: DataHandler API url
x_train, y_train, x_validate, y_validate, x_test, y_test = QLibDataHandlerClose(
x_train, y_train, x_validate, y_validate, x_test, y_test = Alpha158(
**DATA_HANDLER_CONFIG
).get_split_data(**TRAINER_CONFIG)