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Merge branch 'main' into online_srv

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lzh222333
2021-03-23 11:20:02 +08:00
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parent 84d5318bda 2b74b4dfa4
commit d66d4ec93d
74 changed files with 3035 additions and 1020 deletions
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6
qlib/data/dataset/handler.py
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@@ -35,7 +35,7 @@ class DataHandler(Serializable):
The data handler try to maintain a handler with 2 level.
`datetime` & `instruments`.
Any order of the index level can be suported(The order will implied in the data).
Any order of the index level can be suported (The order will be implied in the data).
The order <`datetime`, `instruments`> will be used when the dataframe index name is missed.
Example of the data:
@@ -47,8 +47,8 @@ class DataHandler(Serializable):
$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
datetime instrument
2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
Tips for improving the performance of datahandler