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fix

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bxdd
2021-01-26 07:41:22 +00:00
parent 58616fced9
commit e4ecea55e4
1 changed files with 1 additions and 43 deletions
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44
examples/high_freq/workflow.py
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@@ -24,48 +24,6 @@ from qlib.data.data import Cal
from highfreq_ops import DayFirst, DayLast, FFillNan, Date, Select, IsNull 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__": if __name__ == "__main__":
# use default data # use default data
@@ -78,7 +36,7 @@ if __name__ == "__main__":
auto_mount=False, auto_mount=False,
) )
MARKET = "test_10" MARKET = "all"
BENCHMARK = "SH000300" BENCHMARK = "SH000300"
start_time = "2019-01-01 00:00:00" start_time = "2019-01-01 00:00:00"