update HashingStockStorage

tests/test_handler_storage.py

@@ -0,0 +1,107 @@
+import unittest
+import qlib
+import time
+import pandas as pd
+
+from qlib.data import D
+from qlib.tests import TestAutoData
+
+from qlib.data.dataset.handler import DataHandlerLP
+from qlib.data.dataset.processor import Processor
+from qlib.contrib.data.handler import check_transform_proc
+from qlib.utils import init_instance_by_config
+from qlib.log import TimeInspector
+
+
+class TestHandler(DataHandlerLP):
+    def __init__(
+        self,
+        instruments="csi300",
+        start_time=None,
+        end_time=None,
+        infer_processors=[],
+        learn_processors=[],
+        fit_start_time=None,
+        fit_end_time=None,
+        drop_raw=True,
+    ):
+
+        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",
+            "kwargs": {
+                "freq": "day",
+                "config": self.get_feature_config(),
+                "swap_level": False,
+            },
+        }
+
+        super().__init__(
+            instruments=instruments,
+            start_time=start_time,
+            end_time=end_time,
+            data_loader=data_loader,
+            infer_processors=infer_processors,
+            learn_processors=learn_processors,
+            drop_raw=drop_raw,
+        )
+
+    def get_feature_config(self):
+        fields = ["Ref($open, 1)", "Ref($close, 1)", "Ref($volume, 1)", "$open", "$close", "$volume"]
+        names = ["open_0", "close_0", "volume_0", "open_1", "close_1", "volume_1"]
+        return fields, names
+
+
+class MiniTimer:
+    def __init__(self, name):
+        self.name = name
+
+    def __enter__(self):
+        self.start = time.time()
+
+    def __exit__(self, exc_type, exc_val, exc_tb):
+        self.end = time.time()
+        print(f"[MyTimer Info] <{self.name}> process costs {self.end - self.start} seconds")
+
+
+class TestHandlerStorage(TestAutoData):
+
+    market = "all"
+
+    start_time = "2020-01-01"
+    end_time = "2020-12-31"
+    train_end_time = "2020-05-31"
+    test_start_time = "2020-06-01"
+
+    data_handler_kwargs = {
+        "start_time": start_time,
+        "end_time": end_time,
+        "fit_start_time": start_time,
+        "fit_end_time": train_end_time,
+        "instruments": market,
+        "infer_processors": ["HashingStock"],
+    }
+
+    def test_handler_storage(self):
+        with MiniTimer("init data hanlder"):
+            data_handler = TestHandler(**self.data_handler_kwargs)
+
+        with MiniTimer("random fetch"):
+            print(data_handler.fetch(selector=("SH600170", slice(None)), level=None))
+            print(
+                data_handler.fetch(
+                    selector=("SH600170", slice(pd.Timestamp("2020-01-01"), pd.Timestamp("2020-02-01"))), level=None
+                )
+            )
+            print(
+                data_handler.fetch(
+                    selector=(["SH600170", "SH600383"], slice(pd.Timestamp("2020-01-01"), pd.Timestamp("2020-02-01"))),
+                    level=None,
+                )
+            )
+
+
+if __name__ == "__main__":
+    unittest.main()