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Fix handler bug

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This commit is contained in:
Jactus
2020-11-12 17:05:24 +08:00
parent 52c0c4b7a8
commit b32f6a8bb1
1 changed files with 7 additions and 4 deletions
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11
qlib/contrib/data/handler.py
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@@ -3,9 +3,10 @@
from ...data.dataset.handler import DataHandlerLP
from ...data.dataset.processor import Processor, MinMaxNorm, ZscoreNorm
from ...utils import get_cls_kwargs
from ...utils import get_cls_kwargs, get_module_by_module_path
from ...data.dataset import processor as processor_module
from ...log import TimeInspector
from inspect import isclass
import copy
@@ -99,9 +100,11 @@ class Alpha158(DataHandlerLP):
for p in proc_l:
if not isinstance(p, Processor):
klass, pkwargs = get_cls_kwargs(p, processor_module)
# FIXME: It's hard code here!!!!!
if isinstance(klass, (MinMaxNorm, ZscoreNorm)):
assert fit_start_time is not None and fit_end_time is not None
processors = get_module_by_module_path(processor_module.__name__)
if klass.__name__ in [c for c in dir(processor_module) if isclass(getattr(processor_module, c))]:
assert (
fit_start_time is not None and fit_end_time is not None
), "Make sure fit_start_time and fit_end_time are not None."
pkwargs.update(
{
"fit_start_time": fit_start_time,