liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 11:00:57 +08:00
Code Activity

remove abundant api

Browse Source
This commit is contained in:
Dong Zhou
2020-10-30 13:22:41 +08:00
committed by you-n-g
parent a12ae596ec
commit 91019edcb8
1 changed files with 2 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
qlib/data/dataset/handler.py
View File

@@ -184,7 +184,7 @@ class DataHandler(Serializable):
cur_date (pd.Timestamp or str): current date
periods (int): number of periods
"""
trading_dates = self.get_unique_index('datetime')
trading_dates = self._data.index.unique(level='datetime')
cur_loc = trading_dates.get_loc(cur_date)
pre_loc = cur_loc - periods + 1
if pre_loc < 0:
@@ -203,24 +203,13 @@ class DataHandler(Serializable):
min_periods (int): minimum periods for sliced dataframe
kwargs (dict): will be passed to `self.fetch`
"""
trading_dates = self.get_unique_index('datetime')
trading_dates = self._data.index.unique(level='datetime')
if min_periods is None:
min_periods = periods
for cur_date in trading_dates[min_periods:]:
selector = self.get_range_selector(cur_date, periods)
yield cur_date, self.fetch(selector, **kwargs)
def get_unique_index(self, level: Union[str, int] = 'datetime') -> pd.Index:
"""
get unique index by level id (int) or name (str)
Args:
level (str or int): index level
"""
if self._data is None:
raise ValueError('data is not loaded!')
return self._data.index.unique(level=level)
class DataHandlerLP(DataHandler):
"""