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Add DataPathManager to QlibConfig && modify inst_processors to supports list only

This commit is contained in:
zhupr
2021-09-02 11:45:37 +08:00
committed by you-n-g
parent 707399a245
commit e84cc23589
10 changed files with 148 additions and 179 deletions

View File

@@ -4,9 +4,8 @@ import pandas as pd
from qlib.data.inst_processor import InstProcessor
class ResampleProcessor(InstProcessor):
def __init__(self, freq: str, hour: int, minute: int):
self.freq = freq
class Resample1minProcessor(InstProcessor):
def __init__(self, hour: int, minute: int):
self.hour = hour
self.minute = minute

View File

@@ -3,6 +3,8 @@ qlib_init:
day: "~/.qlib/qlib_data/cn_data"
1min: "~/.qlib/qlib_data/cn_data_1min"
region: cn
dataset_cache: null
maxtasksperchild: 1
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
@@ -16,10 +18,9 @@ data_handler_config: &data_handler_config
label: day
feature: 1min
# with label as reference
sample_benchmark: label
sample_config:
inst_processor:
feature:
- class: ResampleProcessor
- class: Resample1minProcessor
module_path: features_sample.py
kwargs:
freq: 1d