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Fix the Errors with unexpected indentation when building Qlib's documentation (#1352)
* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py * Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py * Fix ERROR: Unexpected indentation in ../qlib/data/cache.py * Fix ERROR: Unexpected indentation in qlib/model/meta/task.py * Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py * Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py * Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py * Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py * Fix ERROR: Unexpected indentation in qlib/data/base.py * Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py * Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py * Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py * Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py * Fix ERROR: Unexpected indentation in qlib/strategy/base.py * Fix qlib/data/dataset/handler.py * Retest
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@@ -160,13 +160,17 @@ class DataHandler(Serializable):
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selector : Union[pd.Timestamp, slice, str]
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describe how to select data by index
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It can be categories as following
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- fetch single index
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- fetch a range of index
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- a slice range
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- pd.Index for specific indexes
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Following conflictions may occurs
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- Does [20200101", "20210101"] mean selecting this slice or these two days?
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- Does ["20200101", "20210101"] mean selecting this slice or these two days?
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- slice have higher priorities
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level : Union[str, int]
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@@ -178,7 +182,8 @@ class DataHandler(Serializable):
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select a set of meaningful, pd.Index columns.(e.g. features, columns)
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if col_set == CS_RAW:
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- if col_set == CS_RAW:
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the raw dataset will be returned.
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- if isinstance(col_set, List[str]):
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@@ -186,8 +191,10 @@ class DataHandler(Serializable):
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select several sets of meaningful columns, the returned data has multiple levels
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proc_func: Callable
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- Give a hook for processing data before fetching
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- An example to explain the necessity of the hook:
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- A Dataset learned some processors to process data which is related to data segmentation
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- It will apply them every time when preparing data.
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- The learned processor require the dataframe remains the same format when fitting and applying
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@@ -326,18 +333,23 @@ class DataHandlerLP(DataHandler):
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DataHandler with **(L)earnable (P)rocessor**
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This handler will produce three pieces of data in pd.DataFrame format.
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- DK_R / self._data: the raw data loaded from the loader
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- DK_I / self._infer: the data processed for inference
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- DK_L / self._learn: the data processed for learning model.
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The motivation of using different processor workflows for learning and inference
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Here are some examples.
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- The instrument universe for learning and inference may be different.
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- The processing of some samples may rely on label (for example, some samples hit the limit may need extra processing or be dropped).
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These processors only apply to the learning phase.
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- These processors only apply to the learning phase.
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Tips to improve the performance of data handler
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- To reduce the memory cost
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- `drop_raw=True`: this will modify the data inplace on raw data;
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"""
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@@ -482,12 +494,18 @@ class DataHandlerLP(DataHandler):
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Notation: (data) [processor]
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# data processing flow of self.process_type == DataHandlerLP.PTYPE_I
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(self._data)-[shared_processors]-(_shared_df)-[learn_processors]-(_learn_df)
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\
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-[infer_processors]-(_infer_df)
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.. code-block:: text
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(self._data)-[shared_processors]-(_shared_df)-[learn_processors]-(_learn_df)
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\\
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-[infer_processors]-(_infer_df)
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# data processing flow of self.process_type == DataHandlerLP.PTYPE_A
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(self._data)-[shared_processors]-(_shared_df)-[infer_processors]-(_infer_df)-[learn_processors]-(_learn_df)
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.. code-block:: text
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(self._data)-[shared_processors]-(_shared_df)-[infer_processors]-(_infer_df)-[learn_processors]-(_learn_df)
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Parameters
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----------
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