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Update doc strings and fix

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This commit is contained in:
Jactus
2020-11-25 18:03:52 +08:00
parent 5ac90f25b3
commit b31480a06a
6 changed files with 94 additions and 64 deletions
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36
qlib/data/dataset/loader.py
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@@ -39,14 +39,16 @@ class DataLoader(abc.ABC):
pd.DataFrame:
data load from the under layer source
Example of the data:
(The multi-index of the columns is optional.)
feature label
$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
datetime instrument
2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
Example of the data (The multi-index of the columns is optional.):
.. code-block::
feature label
$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
datetime instrument
2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
"""
pass
@@ -55,7 +57,7 @@ class DLWParser(DataLoader):
"""
(D)ata(L)oader (W)ith (P)arser for features and names
Extracting this class so that QlibDataLoader and other dataloaders(such as QdbDataLoader) can share the fields
Extracting this class so that QlibDataLoader and other dataloaders(such as QdbDataLoader) can share the fields.
"""
def __init__(self, config: Tuple[list, tuple, dict]):
@@ -65,14 +67,16 @@ class DLWParser(DataLoader):
config : Tuple[list, tuple, dict]
Config will be used to describe the fields and column names
<config> := {
"group_name1": <fields_info1>
"group_name2": <fields_info2>
}
or
<config> := <fields_info>
.. code-block:: YAML
<fields_info> := ["expr", ...] | (["expr", ...], ["col_name", ...])
<config> := {
"group_name1": <fields_info1>
"group_name2": <fields_info2>
}
or
<config> := <fields_info>
<fields_info> := ["expr", ...] | (["expr", ...], ["col_name", ...])
"""
self.is_group = isinstance(config, dict)