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update workflow

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bxdd
2021-03-25 19:56:04 +08:00
parent 4ec300787e
commit efe134e9f4
3 changed files with 5 additions and 9 deletions
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6
examples/rolling_process_data/rolling_handler.py
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@@ -12,16 +12,14 @@ class RollingDataHandler(DataHandlerLP):
learn_processors=[], learn_processors=[],
fit_start_time=None, fit_start_time=None,
fit_end_time=None, fit_end_time=None,
data_loader_kwargs={} data_loader_kwargs={},
): ):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time) infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time) learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
data_loader = { data_loader = {
"class": "DataLoaderDH", "class": "DataLoaderDH",
"kwargs": { "kwargs": {**data_loader_kwargs},
**data_loader_kwargs
},
} }
super().__init__( super().__init__(

4
qlib/data/dataset/loader.py
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@@ -258,9 +258,7 @@ class DataLoaderDH(DataLoader):
self.handlers = init_instance_by_config(handler_config, accept_types=DataHandler) self.handlers = init_instance_by_config(handler_config, accept_types=DataHandler)
self.is_group = is_group self.is_group = is_group
self.fetch_kwargs = { self.fetch_kwargs = {"col_set": DataHandler.CS_RAW}
"col_set":DataHandler.CS_RAW
}
self.fetch_kwargs = {**self.fetch_kwargs, **fetch_kwargs} self.fetch_kwargs = {**self.fetch_kwargs, **fetch_kwargs}
def load(self, instruments=None, start_time=None, end_time=None) -> pd.DataFrame: def load(self, instruments=None, start_time=None, end_time=None) -> pd.DataFrame: