diff --git a/examples/high_freq/workflow.py b/examples/high_freq/workflow.py index 8304cf26a..eb30fb1b8 100644 --- a/examples/high_freq/workflow.py +++ b/examples/high_freq/workflow.py @@ -24,48 +24,6 @@ from qlib.data.data import Cal from highfreq_ops import DayFirst, DayLast, FFillNan, Date, Select, IsNull - -def save_dataset(dataset, path: [Path, str]): - """ - save dataset to path - - Parameters - ---------- - path : [Path, str] - path to save - """ - dataset.to_pickle(path=path) - - -def load_dataset(path: [Path, str], init_type=DataHandlerLP.IT_LS): - """ - load dataset from path - - Parameters - ---------- - path : [Path, str] - path to load - - init_type : str - - if `init_type` == DataHandlerLP.IT_FIT_SEQ: - - the input of `DataHandlerLP.fit` will be the output of the previous processor - - - if `init_type` == DataHandlerLP.IT_FIT_IND: - - the input of `DataHandlerLP.fit` will be the original df - - - if `init_type` == DataHandlerLP.IT_LS: - - The state of the object has been load by pickle - """ - fd = open(path, "rb") - dataset = pickle.load(fd) - dataset.init(init_type=init_type) - fd.close() - return dataset - - if __name__ == "__main__": # use default data @@ -78,7 +36,7 @@ if __name__ == "__main__": auto_mount=False, ) - MARKET = "test_10" + MARKET = "all" BENCHMARK = "SH000300" start_time = "2019-01-01 00:00:00"