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recorder refine; signalTemp; fixbug

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This commit is contained in:
Young
2020-11-21 15:20:47 +00:00
parent a0fe6941d2
commit e5923333f5
6 changed files with 133 additions and 79 deletions
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33
qlib/data/dataset/__init__.py
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@@ -1,7 +1,9 @@
from ...utils.serial import Serializable
from typing import Union, List, Tuple
from ...utils import init_instance_by_config
from .handler import DataHandler
from ...log import get_module_logger
from .handler import DataHandler, DataHandlerLP
from inspect import getfullargspec
import pandas as pd
@@ -98,9 +100,11 @@ class DatasetH(Dataset):
self._handler = init_instance_by_config(handler, accept_types=DataHandler)
self._segments = segments.copy()
def prepare(
self, segments: Union[List[str], Tuple[str], str, slice], col_set=DataHandler.CS_ALL, **kwargs
) -> Union[List[pd.DataFrame], pd.DataFrame]:
def prepare(self,
segments: Union[List[str], Tuple[str], str, slice],
col_set=DataHandler.CS_ALL,
data_key=DataHandlerLP.DK_I,
**kwargs) -> Union[List[pd.DataFrame], pd.DataFrame]:
"""
prepare the data for learning and inference
@@ -111,22 +115,31 @@ class DatasetH(Dataset):
Here are some examples
1) 'train'
2) ['train', 'valid']
col_set : [TODO:type]
[TODO:description]
col_set : str
The col_set will be passed to self._handler when fetching data
data_key: str
The data to fetch: DK_*
Default is DK_I, which indicate fetching data for **inference**
Returns
-------
Union[List[pd.DataFrame], pd.DataFrame]:
[TODO:description]
Raises
------
NotImplementedError:
[TODO:description]
"""
logger = get_module_logger("DatasetH")
fetch_kwargs = {"col_set": col_set}
fetch_kwargs.update(kwargs)
if "data_key"in getfullargspec(self._handler.fetch).args:
fetch_kwargs['data_key'] = data_key
else:
logger.info(f"data_key[{data_key}] is ignored.")
if isinstance(segments, (list, tuple)):
return [self._handler.fetch(slice(*self._segments[seg]), col_set=col_set, **kwargs) for seg in segments]
return [self._handler.fetch(slice(*self._segments[seg]), **fetch_kwargs) for seg in segments]
elif isinstance(segments, str):
return self._handler.fetch(slice(*self._segments[segments]), col_set=col_set, **kwargs)
return self._handler.fetch(slice(*self._segments[segments]), **fetch_kwargs)
else:
raise NotImplementedError(f"This type of input is not supported")