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Fix typos and grammar errors in docstrings and comments (#1366)

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* fix gramma error in doc strings

* fix typos in exchange.py

* fix typos and gramma errors

* fix typo and rename function param to avoid shading python keyword

* remove redundant parathesis; pass kwargs to parent class

* fix pyblack

* further correction

* assign -> be assigned to
This commit is contained in:
YQ Tsui
2022-11-20 14:15:59 +08:00
committed by GitHub
parent 0c4db8b0f8
commit cc01812c62
24 changed files with 77 additions and 72 deletions
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45
qlib/contrib/data/handler.py
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@@ -57,7 +57,7 @@ class Alpha360(DataHandlerLP):
fit_end_time=None,
filter_pipe=None,
inst_processor=None,
**kwargs,
**kwargs
):
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)
@@ -67,7 +67,7 @@ class Alpha360(DataHandlerLP):
"kwargs": {
"config": {
"feature": self.get_feature_config(),
"label": kwargs.get("label", self.get_label_config()),
"label": kwargs.pop("label", self.get_label_config()),
},
"filter_pipe": filter_pipe,
"freq": freq,
@@ -82,12 +82,14 @@ class Alpha360(DataHandlerLP):
data_loader=data_loader,
learn_processors=learn_processors,
infer_processors=infer_processors,
**kwargs
)
def get_label_config(self):
return (["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])
return ["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"]
def get_feature_config(self):
@staticmethod
def get_feature_config():
# NOTE:
# Alpha360 tries to provide a dataset with original price data
# the original price data includes the prices and volume in the last 60 days.
@@ -99,33 +101,33 @@ class Alpha360(DataHandlerLP):
names = []
for i in range(59, 0, -1):
fields += ["Ref($close, %d)/$close" % (i)]
names += ["CLOSE%d" % (i)]
fields += ["Ref($close, %d)/$close" % i]
names += ["CLOSE%d" % i]
fields += ["$close/$close"]
names += ["CLOSE0"]
for i in range(59, 0, -1):
fields += ["Ref($open, %d)/$close" % (i)]
names += ["OPEN%d" % (i)]
fields += ["Ref($open, %d)/$close" % i]
names += ["OPEN%d" % i]
fields += ["$open/$close"]
names += ["OPEN0"]
for i in range(59, 0, -1):
fields += ["Ref($high, %d)/$close" % (i)]
names += ["HIGH%d" % (i)]
fields += ["Ref($high, %d)/$close" % i]
names += ["HIGH%d" % i]
fields += ["$high/$close"]
names += ["HIGH0"]
for i in range(59, 0, -1):
fields += ["Ref($low, %d)/$close" % (i)]
names += ["LOW%d" % (i)]
fields += ["Ref($low, %d)/$close" % i]
names += ["LOW%d" % i]
fields += ["$low/$close"]
names += ["LOW0"]
for i in range(59, 0, -1):
fields += ["Ref($vwap, %d)/$close" % (i)]
names += ["VWAP%d" % (i)]
fields += ["Ref($vwap, %d)/$close" % i]
names += ["VWAP%d" % i]
fields += ["$vwap/$close"]
names += ["VWAP0"]
for i in range(59, 0, -1):
fields += ["Ref($volume, %d)/($volume+1e-12)" % (i)]
names += ["VOLUME%d" % (i)]
fields += ["Ref($volume, %d)/($volume+1e-12)" % i]
names += ["VOLUME%d" % i]
fields += ["$volume/($volume+1e-12)"]
names += ["VOLUME0"]
@@ -134,7 +136,7 @@ class Alpha360(DataHandlerLP):
class Alpha360vwap(Alpha360):
def get_label_config(self):
return (["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"])
return ["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"]
class Alpha158(DataHandlerLP):
@@ -151,7 +153,7 @@ class Alpha158(DataHandlerLP):
process_type=DataHandlerLP.PTYPE_A,
filter_pipe=None,
inst_processor=None,
**kwargs,
**kwargs
):
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)
@@ -161,7 +163,7 @@ class Alpha158(DataHandlerLP):
"kwargs": {
"config": {
"feature": self.get_feature_config(),
"label": kwargs.get("label", self.get_label_config()),
"label": kwargs.pop("label", self.get_label_config()),
},
"filter_pipe": filter_pipe,
"freq": freq,
@@ -176,6 +178,7 @@ class Alpha158(DataHandlerLP):
infer_processors=infer_processors,
learn_processors=learn_processors,
process_type=process_type,
**kwargs
)
def get_feature_config(self):
@@ -190,7 +193,7 @@ class Alpha158(DataHandlerLP):
return self.parse_config_to_fields(conf)
def get_label_config(self):
return (["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])
return ["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"]
@staticmethod
def parse_config_to_fields(config):
@@ -426,4 +429,4 @@ class Alpha158(DataHandlerLP):
class Alpha158vwap(Alpha158):
def get_label_config(self):
return (["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"])
return ["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"]