From a87fb5a68c9f20b1923e1c3dcc74a416addea142 Mon Sep 17 00:00:00 2001 From: Young Date: Tue, 2 Feb 2021 08:48:50 +0000 Subject: [PATCH] fix contrib data freq --- qlib/contrib/data/handler.py | 4 ++-- qlib/data/dataset/__init__.py | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/qlib/contrib/data/handler.py b/qlib/contrib/data/handler.py index a9d2d47ae..970b032d6 100644 --- a/qlib/contrib/data/handler.py +++ b/qlib/contrib/data/handler.py @@ -68,6 +68,7 @@ class Alpha360(DataHandlerLP): "label": kwargs.get("label", self.get_label_config()), }, "filter_pipe": filter_pipe, + "freq": freq, }, } @@ -75,7 +76,6 @@ class Alpha360(DataHandlerLP): instruments=instruments, start_time=start_time, end_time=end_time, - freq=freq, data_loader=data_loader, learn_processors=learn_processors, infer_processors=infer_processors, @@ -154,13 +154,13 @@ class Alpha158(DataHandlerLP): "label": kwargs.get("label", self.get_label_config()), }, "filter_pipe": filter_pipe, + "freq": freq, }, } super().__init__( instruments=instruments, start_time=start_time, end_time=end_time, - freq=freq, data_loader=data_loader, infer_processors=infer_processors, learn_processors=learn_processors, diff --git a/qlib/data/dataset/__init__.py b/qlib/data/dataset/__init__.py index 117da764f..6b98baf8f 100644 --- a/qlib/data/dataset/__init__.py +++ b/qlib/data/dataset/__init__.py @@ -76,13 +76,13 @@ class DatasetH(Dataset): - The processing is related to data split. """ - def __init__(self, handler: Union[dict, DataHandler], segments: list): + def __init__(self, handler: Union[dict, DataHandler], segments: dict): """ Parameters ---------- handler : Union[dict, DataHandler] handler will be passed into setup_data. - segments : list + segments : dict handler will be passed into setup_data. """ super().__init__(handler, segments) @@ -91,7 +91,7 @@ class DatasetH(Dataset): """Initialize the DatasetH, Only parameters belonging to handler.init will be passed in""" self.handler.init(**kwargs) - def setup_data(self, handler: Union[dict, DataHandler], segments: list): + def setup_data(self, handler: Union[dict, DataHandler], segments: dict): """ Setup the underlying data. @@ -104,7 +104,7 @@ class DatasetH(Dataset): - config of `DataHandler`. Please refer to `DataHandler` - segments : list + segments : dict Describe the options to segment the data. Here are some examples: