update docs

docs/advanced/serial.rst

@@ -0,0 +1,42 @@
+.. _serial:
+
+=================================
+Serialization
+=================================
+.. currentmodule:: qlib
+
+Introduction
+===================
+``Qlib`` supports dumping the state of ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc. into a disk and reloading them. 
+
+Serializable Class
+========================
+
+``Qlib`` provides a base class ``qlib.utils.serial.Serializable``, whose state can be dumped in or loaded from disk in `pickle` format. 
+When users dump the state of the ``Serializable`` instance, the attributes of the instance whose name **does not** start with `_` will be saved on the disk.
+
+Example
+==========================
+``Qlib``'s serializable class includes  ``DataHandler``, ``DataSet``, ``Processor`` and ``Model``, etc., which are subclass of  ``qlib.utils.serial.Serializable``. 
+Specifically, ``qlib.data.dataset.DatasetH`` is one of them. Users can serialize ``DatasetH`` as follows.
+
+.. code-block:: Python
+
+    ##=============dump dataset=============
+    dataset.to_pickle(path="dataset.pkl") # dataset is the instance of qlib.data.dataset.DatasetH
+
+    ##=============reload dataset=============
+    with open("dataset.pkl", "rb") as file_dataset:
+        dataset = pickle.load(file_dataset)
+
+.. note::
+    Only state of ``DatasetH`` should be saved on the disk, such as some `mean` and `variance` used for data normalization, etc. 
+
+    After reloading the ``DatasetH``, users need to reinitialize it. It means that users can reset some states of ``DatasetH`` or ``QlibDataHandler`` such as `instruments`, `start_time`, `end_time` and `segments`, etc.,  and generate new data according to the states (data is not state and should not be saved on the disk).
+
+A more detailed example is in this `link <https://github.com/microsoft/qlib/tree/main/examples/highfreq>`_.
+
+
+API
+===================
+Please refer to `Serializable API <../reference/api.html#module-qlib.utils.serial.Serializable>`_.

docs/reference/api.rst

@@ -153,3 +153,13 @@ Record Template
 --------------------
 .. automodule:: qlib.workflow.record_temp
     :members:
+
+
+Utils
+====================
+
+Serializable
+--------------------
+
+.. automodule:: qlib.utils.serial.Serializable
+    :members:

examples/highfreq/README.md

@@ -12,11 +12,11 @@ Get high-frequency data by running the following command:
 ## Dump & Reload & Reinitialize the Dataset
 
 
-The High-Frequency Dataset is implemented as `qlib.data.dataset.DatasetH` in the `workflow.py`. `DatatsetH` is the subclass of `qlib.utils.serial.Serializable`, which supports being dumped in or loaded from disk in `pickle` format.
+The High-Frequency Dataset is implemented as `qlib.data.dataset.DatasetH` in the `workflow.py`. `DatatsetH` is the subclass of [`qlib.utils.serial.Serializable`](https://qlib.readthedocs.io/en/latest/advanced/serial.html), whose state can be dumped in or loaded from disk in `pickle` format.
 
 ### About Reinitialization
 
-After reloading `Dataset` from disk, `Qlib` also support reinitializing the dataset. It means that users can reset some config of `Dataset` or `DataHandler` such as `instruments`, `start_time`, `end_time` and `segmens`, etc.
+After reloading `Dataset` from disk, `Qlib` also support reinitializing the dataset. It means that users can reset some states of `Dataset` or `DataHandler` such as `instruments`, `start_time`, `end_time` and `segments`, etc.,  and generate new data according to the states.
 
 The example is given in `workflow.py`, users can run the code as follows.