From d2f0bebf608576cde89ebe3c1c9ea81487e56a46 Mon Sep 17 00:00:00 2001 From: Jiabao Qu Date: Fri, 11 Mar 2022 12:15:13 +0800 Subject: [PATCH] feat: add instrument context to inst_processor (#959) * feat: add context to data loader * refactor: add instrument to interface of InstProcessor Co-authored-by: Jiabao Qu --- qlib/data/data.py | 2 +- qlib/data/inst_processor.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/qlib/data/data.py b/qlib/data/data.py index cd8f7f77f..bb2a2acdb 100644 --- a/qlib/data/data.py +++ b/qlib/data/data.py @@ -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 diff --git a/qlib/data/inst_processor.py b/qlib/data/inst_processor.py index 9022f57db..e00132777 100644 --- a/qlib/data/inst_processor.py +++ b/qlib/data/inst_processor.py @@ -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