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Make the logic of handler Clear (#877)

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you-n-g
2022-01-20 22:36:28 +08:00
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parent f979dcf5e8
commit da48f42f3f
3 changed files with 87 additions and 51 deletions
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5
qlib/data/dataset/utils.py
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@@ -41,13 +41,16 @@ def get_level_index(df: pd.DataFrame, level=Union[str, int]) -> int:
def fetch_df_by_index(
df: pd.DataFrame,
selector: Union[pd.Timestamp, slice, str, list],
selector: Union[pd.Timestamp, slice, str, list, pd.Index],
level: Union[str, int],
fetch_orig=True,
) -> pd.DataFrame:
"""
fetch data from `data` with `selector` and `level`
selector are assumed to be well processed.
`fetch_df_by_index` is only responsible for get the right level
Parameters
----------
selector : Union[pd.Timestamp, slice, str, list]