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add file order strategy

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Young
2021-06-30 07:34:23 +00:00
parent b242d6e1e1
commit bbf5d1bbbb
6 changed files with 284 additions and 6 deletions
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qlib/data/dataset/utils.py
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@@ -92,6 +92,9 @@ def convert_index_format(df: Union[pd.DataFrame, pd.Series], level: str = "datet
- If `level` is the first level of df.MultiIndex, do nothing
- If `level` is the second level of df.MultiIndex, swap the level of index.
NOTE:
the number of levels of df.MultiIndex should be 2
Parameters
----------
df : Union[pd.DataFrame, pd.Series]