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update docs link & readme.md

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2020-09-24 13:45:26 +08:00
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docs/component/data.rst
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@@ -124,9 +124,9 @@ Feature
- `ExpressionOps`
`ExpressionOps` will use operator for feature construction.
To know more about ``Operator``, please refer to `Operator API <../reference/api.html>`_.
To know more about ``Operator``, please refer to `Operator API <../reference/api.html#module-qlib.data.ops>`_.
To know more about ``Feature``, please refer to `Feature API <../reference/api.html>`_.
To know more about ``Feature``, please refer to `Feature API <../reference/api.html#module-qlib.data.base>`_.
Filter
-------------------
@@ -142,25 +142,25 @@ Filter
- `cross-sectional features filter` : rule_expression = '$rank($close)<10'
- `time-sequence features filter`: rule_expression = '$Ref($close, 3)>100'
To know more about ``Filter``, please refer to `Filter API <../reference/api.html>`_.
To know more about ``Filter``, please refer to `Filter API <../reference/api.html#module-qlib.data.filter>`_.
API
Reference
-------------
To know more about ``Data API``, please refer to `Data API <../reference/api.html>`_.
To know more about ``Data API``, please refer to `Data API <../reference/api.html#data>`_.
Data Handler
=================
Users can use ``Data Handler`` in an automatic workflow by ``Estimator``, refer to `Estimator <estimator.html>`_ for more details.
Users can use ``Data Handler`` in an automatic workflow by ``Estimator``, refer to `Estimator: Workflow Management <estimator.html>`_ for more details.
Also, ``Data Handler`` can be used as an independent module, by which users can easily preprocess data(standardization, remove NaN, etc.) and build datasets. It is a subclass of ``qlib.contrib.estimator.handler.BaseDataHandler``, which provides some interfaces as follows.
Base Class & Interface
----------------------
Qlib provides a base class `qlib.contrib.estimator.BaseDataHandler <../reference/api.html#class-qlib.contrib.estimator.BaseDataHandler>`_, which provides the following interfaces:
Qlib provides a base class `qlib.contrib.estimator.BaseDataHandler <../reference/api.html#qlib.contrib.estimator.handler.BaseDataHandler>`_, which provides the following interfaces:
- `setup_feature`
Implement the interface to load the data features.
@@ -204,7 +204,7 @@ Example
``Data Handler`` can be run with ``estimator`` by modifying the configuration file, and can also be used as a single module.
Know more about how to run ``Data Handler`` with ``estimator``, please refer to `Estimator <estimator.html#about-data>`_.
Know more about how to run ``Data Handler`` with ``Estimator``, please refer to `Estimator: Workflow Management <estimator.html>`_
Qlib provides implemented data handler `QLibDataHandlerClose`. The following example shows how to run `QLibDataHandlerV1` as a single module.
@@ -243,14 +243,14 @@ Qlib provides implemented data handler `QLibDataHandlerClose`. The following exa
print(x_train, y_train, x_validate, y_validate, x_test, y_test)
.. note:: (x_train, y_train, x_validate, y_validate, x_test, y_test) can be used as arguments for the ``fit``, ``predict``, and ``score`` methods of the 'Model' , please refer to `Model <model.html#Interface>`_.
.. note:: (x_train, y_train, x_validate, y_validate, x_test, y_test) can be used as arguments for the `fit`, `predic``, and `score` methods of the ``Interday Model`` , please refer to `Model <model.html#base-class-interface>`_.
Also, the above example has been given in ``examples.estimator.train_backtest_analyze.ipynb``.
API
---------
To know more about ``Data Handler``, please refer to `Data Handler API <../reference/api.html#handler>`_.
To know more about ``Data Handler``, please refer to `Data Handler API <../reference/api.html#module-qlib.contrib.estimator.handler>`_.
Cache
==========
@@ -336,5 +336,3 @@ We've specially designed a file structure to manage data and cache, please refer
- .index : an assorted index file recording the line index of all calendars
- ...
.. TODO: refer to paper