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fix comments & update resam ts_last method

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This commit is contained in:
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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34
qlib/data/dataset/handler.py
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@@ -197,7 +197,7 @@ class DataHandler(Serializable):
-------
pd.DataFrame.
"""
from .storage import HasingStockStorage
from .storage import BaseHandlerStorage
data_storage = self._data
if isinstance(data_storage, pd.DataFrame):
@@ -211,10 +211,17 @@ class DataHandler(Serializable):
# 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:
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)
elif isinstance(data_storage, BaseHandlerStorage):
if not data_storage.is_proc_func_supported():
if proc_func is not None:
raise ValueError(f"proc_func is not supported by the storage {type(data_storage)}")
data_df = data_storage.fetch(
selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig
)
else:
data_df = data_storage.fetch(
selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig, proc_func=proc_func
)
else:
raise TypeError(f"data_storage should be pd.DataFrame|HasingStockStorage, not {type(data_storage)}")
@@ -522,7 +529,7 @@ class DataHandlerLP(DataHandler):
-------
pd.DataFrame:
"""
from .storage import HasingStockStorage
from .storage import BaseHandlerStorage
data_storage = self._get_df_by_key(data_key)
if isinstance(data_storage, pd.DataFrame):
@@ -537,10 +544,17 @@ class DataHandlerLP(DataHandler):
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:
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)
elif isinstance(data_storage, BaseHandlerStorage):
if not data_storage.is_proc_func_supported():
if proc_func is not None:
raise ValueError(f"proc_func is not supported by the storage {type(data_storage)}")
data_df = data_storage.fetch(
selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig
)
else:
data_df = data_storage.fetch(
selector=selector, level=level, col_set=col_set, fetch_orig=self.fetch_orig, proc_func=proc_func
)
else:
raise TypeError(f"data_storage should be pd.DataFrame|HasingStockStorage, not {type(data_storage)}")