mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-03 11:00:57 +08:00
Adjust rolling api (#1594)
* Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import
This commit is contained in:
@@ -583,7 +583,6 @@ class DiskExpressionCache(ExpressionCache):
|
||||
r.tofile(str(cache_path))
|
||||
|
||||
def update(self, sid, cache_uri, freq: str = "day"):
|
||||
|
||||
cp_cache_uri = self.get_cache_dir(freq).joinpath(sid).joinpath(cache_uri)
|
||||
meta_path = cp_cache_uri.with_suffix(".meta")
|
||||
if not self.check_cache_exists(cp_cache_uri, suffix_list=[".meta"]):
|
||||
@@ -696,7 +695,6 @@ class DiskDatasetCache(DatasetCache):
|
||||
def _dataset(
|
||||
self, instruments, fields, start_time=None, end_time=None, freq="day", disk_cache=0, inst_processors=[]
|
||||
):
|
||||
|
||||
if disk_cache == 0:
|
||||
# In this case, data_set cache is configured but will not be used.
|
||||
return self.provider.dataset(
|
||||
@@ -801,7 +799,6 @@ class DiskDatasetCache(DatasetCache):
|
||||
KEY = "df"
|
||||
|
||||
def __init__(self, cache_path: Union[str, Path]):
|
||||
|
||||
self.index_path = cache_path.with_suffix(".index")
|
||||
self._data = None
|
||||
self.logger = get_module_logger(self.__class__.__name__)
|
||||
@@ -1126,7 +1123,6 @@ class DatasetURICache(DatasetCache):
|
||||
def dataset(
|
||||
self, instruments, fields, start_time=None, end_time=None, freq="day", disk_cache=0, inst_processors=[]
|
||||
):
|
||||
|
||||
if "local" in C.dataset_provider.lower():
|
||||
# use LocalDatasetProvider
|
||||
return self.provider.dataset(
|
||||
@@ -1189,7 +1185,6 @@ class MemoryCalendarCache(CalendarCache):
|
||||
uri = self._uri(start_time, end_time, freq, future)
|
||||
result, expire = MemCacheExpire.get_cache(H["c"], uri)
|
||||
if result is None or expire:
|
||||
|
||||
result = self.provider.calendar(start_time, end_time, freq, future)
|
||||
MemCacheExpire.set_cache(H["c"], uri, result)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user