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fix comments & update resam ts_last method

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bxdd
2021-07-01 16:31:58 +00:00
parent 8b85b9eee7
commit 8dd5788bac
5 changed files with 45 additions and 25 deletions
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16
examples/nested_decision_execution/workflow.py
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@@ -124,14 +124,14 @@ class NestedDecisionExecutionWorkflow:
def _init_qlib(self):
"""initialize qlib"""
# provider_uri_day = "/data/stock_data/huaxia/qlib"
# provider_uri_1min = "/data2/stock_data/huaxia_1min_qlib"
provider_uri_day = "~/.qlib/qlib_data/cn_data" # target_dir
GetData().qlib_data(target_dir=provider_uri_day, region=REG_CN, version="v2", exists_skip=True)
provider_uri_1min = HIGH_FREQ_CONFIG.get("provider_uri")
GetData().qlib_data(
target_dir=provider_uri_1min, interval="1min", region=REG_CN, version="v2", exists_skip=True
)
provider_uri_day = "/data/stock_data/huaxia/qlib"
provider_uri_1min = "/data2/stock_data/huaxia_1min_qlib"
# provider_uri_day = "~/.qlib/qlib_data/cn_data" # target_dir
# GetData().qlib_data(target_dir=provider_uri_day, region=REG_CN, version="v2", exists_skip=True)
# provider_uri_1min = HIGH_FREQ_CONFIG.get("provider_uri")
# GetData().qlib_data(
# target_dir=provider_uri_1min, interval="1min", region=REG_CN, version="v2", exists_skip=True
# )
provider_uri_map = {"1min": provider_uri_1min, "day": provider_uri_day}
client_config = {
"calendar_provider": {