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del custom ops test for check the CI status

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bxdd
2021-01-19 20:39:15 +09:00
parent d8f36df7f4
commit ecdfe49fd1
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tests/test_register_custom_ops.py
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# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import sys
import unittest
import numpy as np
import qlib
from qlib.data import D
from qlib.data.ops import Operators, ElemOperator, PairOperator
from qlib.config import REG_CN
from qlib.tests import TestAutoData
class Diff(ElemOperator):
"""Feature First Difference
Parameters
----------
feature : Expression
feature instance
Returns
----------
Expression
a feature instance with first difference
"""
def __init__(self, feature):
super(Diff, self).__init__(feature, "diff")
def _load_internal(self, instrument, start_index, end_index, freq):
series = self.feature.load(instrument, start_index, end_index, freq)
return series.diff()
def get_extended_window_size(self):
lft_etd, rght_etd = self.feature.get_extended_window_size()
return lft_etd + 1, rght_etd
class Distance(PairOperator):
"""Feature Distance
Parameters
----------
feature : Expression
feature instance
Returns
----------
Expression
a feature instance with distance
"""
def __init__(self, feature_left, feature_right):
super(Distance, self).__init__(feature_left, feature_right, "distance")
def _load_internal(self, instrument, start_index, end_index, freq):
series_left = self.feature_left.load(instrument, start_index, end_index, freq)
series_right = self.feature_right.load(instrument, start_index, end_index, freq)
return np.abs(series_left - series_right)
OpsList = [Diff, Distance]
Operators.register(OpsList)
class TestRegiterCustomOps(TestAutoData):
def test_regiter_custom_ops(self):
instruments = ["SH600000"]
fields = ["Diff($close)", "Distance($close, Ref($close, 1))"]
print(D.features(instruments, fields, start_time="2010-01-01", end_time="2017-12-31", freq="day"))
if __name__ == "__main__":
unittest.main()