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fix
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@@ -24,48 +24,6 @@ from qlib.data.data import Cal
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from highfreq_ops import DayFirst, DayLast, FFillNan, Date, Select, IsNull
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def save_dataset(dataset, path: [Path, str]):
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"""
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save dataset to path
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Parameters
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----------
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path : [Path, str]
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path to save
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"""
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dataset.to_pickle(path=path)
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def load_dataset(path: [Path, str], init_type=DataHandlerLP.IT_LS):
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"""
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load dataset from path
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Parameters
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----------
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path : [Path, str]
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path to load
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init_type : str
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- if `init_type` == DataHandlerLP.IT_FIT_SEQ:
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the input of `DataHandlerLP.fit` will be the output of the previous processor
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- if `init_type` == DataHandlerLP.IT_FIT_IND:
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the input of `DataHandlerLP.fit` will be the original df
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- if `init_type` == DataHandlerLP.IT_LS:
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The state of the object has been load by pickle
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"""
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fd = open(path, "rb")
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dataset = pickle.load(fd)
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dataset.init(init_type=init_type)
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fd.close()
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return dataset
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if __name__ == "__main__":
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# use default data
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@@ -78,7 +36,7 @@ if __name__ == "__main__":
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auto_mount=False,
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)
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MARKET = "test_10"
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MARKET = "all"
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BENCHMARK = "SH000300"
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start_time = "2019-01-01 00:00:00"
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