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Refactor update & modification when running NN

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Young
2021-04-11 14:39:19 +00:00
parent a366c11d67
commit cca43cf102
8 changed files with 211 additions and 33 deletions
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4
qlib/utils/__init__.py
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@@ -522,7 +522,7 @@ def get_date_range(trading_date, left_shift=0, right_shift=0, future=False):
return calendar
def get_date_by_shift(trading_date, shift, future=False, clip_shift=True):
def get_date_by_shift(trading_date, shift, future=False, clip_shift=True, freq="day"):
"""get trading date with shift bias wil cur_date
e.g. : shift == 1, return next trading date
shift == -1, return previous trading date
@@ -535,7 +535,7 @@ def get_date_by_shift(trading_date, shift, future=False, clip_shift=True):
"""
from qlib.data import D
cal = D.calendar(future=future)
cal = D.calendar(future=future, freq=freq)
if pd.to_datetime(trading_date) not in list(cal):
raise ValueError("{} is not trading day!".format(str(trading_date)))
_index = bisect.bisect_left(cal, trading_date)