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add test/config.py

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zhupr
2021-05-28 13:24:47 +08:00
parent 0a4e241608
commit 98eacf8f88
21 changed files with 246 additions and 637 deletions
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8
examples/rolling_process_data/workflow.py
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@@ -4,13 +4,11 @@
import qlib
import fire
import pickle
import pandas as pd
from datetime import datetime
from qlib.config import REG_CN
from qlib.data.dataset.handler import DataHandlerLP
from qlib.contrib.data.handler import Alpha158
from qlib.utils import exists_qlib_data, init_instance_by_config
from qlib.utils import init_instance_by_config
from qlib.tests.data import GetData
@@ -25,9 +23,7 @@ class RollingDataWorkflow:
"""initialize qlib"""
# use yahoo_cn_1min data
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
if not exists_qlib_data(provider_uri):
print(f"Qlib data is not found in {provider_uri}")
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
qlib.init(provider_uri=provider_uri, region=REG_CN)
def _dump_pre_handler(self, path):