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feat: add instrument context to inst_processor (#959)

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* feat: add context to data loader

* refactor: add instrument to interface of InstProcessor

Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
This commit is contained in:
Jiabao Qu
2022-03-11 12:15:13 +08:00
committed by GitHub
parent 615a381038
commit d2f0bebf60
2 changed files with 2 additions and 2 deletions
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2
qlib/data/data.py
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@@ -617,7 +617,7 @@ class DatasetProvider(abc.ABC):
for _processor in inst_processors:
if _processor:
_processor_obj = init_instance_by_config(_processor, accept_types=InstProcessor)
data = _processor_obj(data)
data = _processor_obj(data, instrument=inst)
return data

2
qlib/data/inst_processor.py
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@@ -5,7 +5,7 @@ import pandas as pd
class InstProcessor:
@abc.abstractmethod
def __call__(self, df: pd.DataFrame, *args, **kwargs):
def __call__(self, df: pd.DataFrame, instrument, *args, **kwargs):
"""
process the data