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add Cut ops

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This commit is contained in:
bxdd
2021-01-29 07:09:45 +00:00
committed by you-n-g
parent b84686b215
commit d702c8bcb1
3 changed files with 38 additions and 14 deletions
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8
examples/highfreq/workflow.py
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@@ -24,17 +24,17 @@ from qlib.data.ops import Operators
from qlib.data.data import Cal
from qlib.tests.data import GetData
from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull
from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut
class HighfreqWorkflow(object):
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull], "expression_cache": None}
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut], "expression_cache": None}
MARKET = "all"
MARKET = ["SH600004"]
BENCHMARK = "SH000300"
start_time = "2020-09-14 00:00:00"
start_time = "2020-09-15 00:00:00"
end_time = "2021-01-18 16:00:00"
train_end_time = "2020-11-30 16:00:00"
test_start_time = "2020-12-01 00:00:00"