From 91019edcb81ffcf867eb833a926d2c7c274c3214 Mon Sep 17 00:00:00 2001 From: Dong Zhou Date: Fri, 30 Oct 2020 13:22:41 +0800 Subject: [PATCH] remove abundant api --- qlib/data/dataset/handler.py | 15 ++------------- 1 file changed, 2 insertions(+), 13 deletions(-) diff --git a/qlib/data/dataset/handler.py b/qlib/data/dataset/handler.py index 7f1dbd179..b8751830d 100644 --- a/qlib/data/dataset/handler.py +++ b/qlib/data/dataset/handler.py @@ -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): """