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

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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
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12
qlib/contrib/data/handler.py
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@@ -58,8 +58,7 @@ class Alpha360(DataHandlerLP):
fit_start_time=None,
fit_end_time=None,
filter_pipe=None,
sample_config=None,
sample_benchmark=None,
inst_processor=None,
**kwargs,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
@@ -74,8 +73,7 @@ class Alpha360(DataHandlerLP):
},
"filter_pipe": filter_pipe,
"freq": freq,
"sample_config": sample_config,
"sample_benchmark": sample_benchmark,
"inst_processor": inst_processor,
},
}
@@ -148,8 +146,7 @@ class Alpha158(DataHandlerLP):
fit_end_time=None,
process_type=DataHandlerLP.PTYPE_A,
filter_pipe=None,
sample_config=None,
sample_benchmark=None,
inst_processor=None,
**kwargs,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
@@ -164,8 +161,7 @@ class Alpha158(DataHandlerLP):
},
"filter_pipe": filter_pipe,
"freq": freq,
"sample_config": sample_config,
"sample_benchmark": sample_benchmark,
"inst_processor": inst_processor,
},
}
super().__init__(