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support check_transform_proc module_path

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This commit is contained in:
bxdd
2021-07-01 18:01:42 +00:00
committed by you-n-g
parent b523b27d5a
commit 946c9392a1
4 changed files with 10 additions and 20 deletions
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20
examples/highfreq/highfreq_handler.py
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@@ -1,7 +1,6 @@
from qlib.data.dataset.handler import DataHandler, DataHandlerLP
from qlib.data.dataset.processor import Processor
from qlib.utils import get_cls_kwargs
from qlib.log import TimeInspector
from qlib.contrib.data.handler import check_transform_proc
class HighFreqHandler(DataHandlerLP):
@@ -16,20 +15,9 @@ class HighFreqHandler(DataHandlerLP):
fit_end_time=None,
drop_raw=True,
):
def check_transform_proc(proc_l):
new_l = []
for p in proc_l:
p["kwargs"].update(
{
"fit_start_time": fit_start_time,
"fit_end_time": fit_end_time,
}
)
new_l.append(p)
return new_l
infer_processors = check_transform_proc(infer_processors)
learn_processors = check_transform_proc(learn_processors)
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
data_loader = {
"class": "QlibDataLoader",