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Adjust rolling api (#1594)

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* 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:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions
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4
tests/data_mid_layer_tests/test_handler_storage.py
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@@ -21,7 +21,6 @@ class TestHandler(DataHandlerLP):
fit_end_time=None,
drop_raw=True,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
@@ -51,7 +50,6 @@ class TestHandler(DataHandlerLP):
class TestHandlerStorage(TestAutoData):
market = "all"
start_time = "2010-01-01"
@@ -82,7 +80,6 @@ class TestHandlerStorage(TestAutoData):
)
with TimeInspector.logt("random fetch with DataFrame Storage"):
# single stock
for i in range(100):
random_index = np.random.randint(len(instruments), size=1)[0]
@@ -96,7 +93,6 @@ class TestHandlerStorage(TestAutoData):
data_handler.fetch(selector=(fetch_stocks, slice(fetch_start_time, fetch_end_time)), level=None)
with TimeInspector.logt("random fetch with HashingStock Storage"):
# single stock
for i in range(100):
random_index = np.random.randint(len(instruments), size=1)[0]