liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 22:36:55 +08:00
Code Activity

QLibDataHandlerClose is renamed to Alpha158

Browse Source
This commit is contained in:
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
Download Patch File Download Diff File Expand all files Collapse all files

4
tests/test_all_pipeline.py
View File

@@ -13,7 +13,7 @@ import qlib
from qlib.config import REG_CN
from qlib.utils import drop_nan_by_y_index
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,
@@ -79,7 +79,7 @@ def train():
model performance
"""
# get data
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)

2
tests/test_dump_data.py
View File

@@ -25,7 +25,7 @@ QLIB_DIR.mkdir(exist_ok=True, parents=True)
class TestDumpData(unittest.TestCase):
FIELDS = "open,close,high,low,volume,factor,change".split(",")
FIELDS = "open,close,high,low,volume".split(",")
QLIB_FIELDS = list(map(lambda x: f"${x}", FIELDS))
DUMP_DATA = None
STOCK_NAMES = None