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fix contrib data freq

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Young
2021-02-02 08:48:50 +00:00
committed by you-n-g
parent 835b47a7e7
commit a87fb5a68c
2 changed files with 6 additions and 6 deletions
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4
qlib/contrib/data/handler.py
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@@ -68,6 +68,7 @@ class Alpha360(DataHandlerLP):
"label": kwargs.get("label", self.get_label_config()), "label": kwargs.get("label", self.get_label_config()),
}, },
"filter_pipe": filter_pipe, "filter_pipe": filter_pipe,
"freq": freq,
}, },
} }
@@ -75,7 +76,6 @@ class Alpha360(DataHandlerLP):
instruments=instruments, instruments=instruments,
start_time=start_time, start_time=start_time,
end_time=end_time, end_time=end_time,
freq=freq,
data_loader=data_loader, data_loader=data_loader,
learn_processors=learn_processors, learn_processors=learn_processors,
infer_processors=infer_processors, infer_processors=infer_processors,
@@ -154,13 +154,13 @@ class Alpha158(DataHandlerLP):
"label": kwargs.get("label", self.get_label_config()), "label": kwargs.get("label", self.get_label_config()),
}, },
"filter_pipe": filter_pipe, "filter_pipe": filter_pipe,
"freq": freq,
}, },
} }
super().__init__( super().__init__(
instruments=instruments, instruments=instruments,
start_time=start_time, start_time=start_time,
end_time=end_time, end_time=end_time,
freq=freq,
data_loader=data_loader, data_loader=data_loader,
infer_processors=infer_processors, infer_processors=infer_processors,
learn_processors=learn_processors, learn_processors=learn_processors,

8
qlib/data/dataset/__init__.py
View File

@@ -76,13 +76,13 @@ class DatasetH(Dataset):
- The processing is related to data split. - 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 Parameters
---------- ----------
handler : Union[dict, DataHandler] handler : Union[dict, DataHandler]
handler will be passed into setup_data. handler will be passed into setup_data.
segments : list segments : dict
handler will be passed into setup_data. handler will be passed into setup_data.
""" """
super().__init__(handler, segments) super().__init__(handler, segments)
@@ -91,7 +91,7 @@ class DatasetH(Dataset):
"""Initialize the DatasetH, Only parameters belonging to handler.init will be passed in""" """Initialize the DatasetH, Only parameters belonging to handler.init will be passed in"""
self.handler.init(**kwargs) 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. Setup the underlying data.
@@ -104,7 +104,7 @@ class DatasetH(Dataset):
- config of `DataHandler`. Please refer to `DataHandler` - config of `DataHandler`. Please refer to `DataHandler`
segments : list segments : dict
Describe the options to segment the data. Describe the options to segment the data.
Here are some examples: Here are some examples: