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Jactus
2021-02-22 11:42:36 +08:00
parent 37871389b9
commit dc4aa67503
13 changed files with 147 additions and 33 deletions
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35
examples/highfreq/workflow.py
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@@ -63,7 +63,13 @@ class HighfreqWorkflow(object):
"module_path": "highfreq_handler",
"kwargs": DATA_HANDLER_CONFIG0,
},
"segments": {"train": (start_time, train_end_time), "test": (test_start_time, end_time,),},
"segments": {
"train": (start_time, train_end_time),
"test": (
test_start_time,
end_time,
),
},
},
},
"dataset_backtest": {
@@ -75,7 +81,13 @@ class HighfreqWorkflow(object):
"module_path": "highfreq_handler",
"kwargs": DATA_HANDLER_CONFIG1,
},
"segments": {"train": (start_time, train_end_time), "test": (test_start_time, end_time,),},
"segments": {
"train": (start_time, train_end_time),
"test": (
test_start_time,
end_time,
),
},
},
},
}
@@ -140,11 +152,24 @@ class HighfreqWorkflow(object):
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs={"test": ("2021-01-19 00:00:00", "2021-01-25 16:00:00",),},
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
},
)
dataset_backtest.init(
handler_kwargs={"start_time": "2021-01-19 00:00:00", "end_time": "2021-01-25 16:00:00",},
segment_kwargs={"test": ("2021-01-19 00:00:00", "2021-01-25 16:00:00",),},
handler_kwargs={
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
},
)
##=============get data=============