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Fix typo
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@@ -20,7 +20,7 @@ data_handler_config: &data_handler_config
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sample_config:
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feature:
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- class: ResampleProcessor
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moudle_path: features_sample.py
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module_path: features_sample.py
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kwargs:
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freq: 1d
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hour: 13
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@@ -548,7 +548,7 @@ class DatasetProvider(abc.ABC):
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for _processor in inst_processors if isinstance(inst_processors, (list, tuple, set)) else [inst_processors]:
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_processor = init_instance_by_config(_processor, accept_types=InstProcessor)
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data = _processor(data)
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return data
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return data
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class LocalCalendarProvider(CalendarProvider):
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@@ -217,9 +217,8 @@ class QlibDataLoader(DLWParser):
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warnings.warn("`filter_pipe` is not None, but it will not be used with `instruments` as list")
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freq = self.freq[gp_name] if self.can_sample else self.freq
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df = D.features(
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instruments, exprs, start_time, end_time, freq=freq, inst_processors=self.sample_config.get(freq, None)
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)
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inst_processor = self.sample_config.get(gp_name, None) if self.can_sample else None
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df = D.features(instruments, exprs, start_time, end_time, freq=freq, inst_processors=inst_processor)
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df.columns = names
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if self.swap_level:
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df = df.swaplevel().sort_index() # NOTE: if swaplevel, return <datetime, instrument>
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