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Adjust interface

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This commit is contained in:
Young
2020-11-21 08:54:11 +00:00
parent 5107d46568
commit f476ada22d
4 changed files with 106 additions and 40 deletions
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2
qlib/data/dataset/__init__.py
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@@ -96,7 +96,7 @@ class DatasetH(Dataset):
}
"""
self._handler = init_instance_by_config(handler, accept_types=DataHandler)
self._segments = segments
self._segments = segments.copy()
def prepare(
self, segments: Union[List[str], Tuple[str], str, slice], col_set=DataHandler.CS_ALL, **kwargs

10
qlib/data/dataset/handler.py
View File

@@ -156,8 +156,9 @@ class DataHandler(Serializable):
-------
pd.DataFrame:
"""
df = fetch_df_by_index(self._data, selector, level, fetch_orig=self.fetch_orig)
df = self._fetch_df_by_col(df, col_set)
# Fetch column first will be more friendly to SepDataFrame
df = self._fetch_df_by_col(self._data, col_set)
df = fetch_df_by_index(df, selector, level, fetch_orig=self.fetch_orig)
if squeeze:
# squeeze columns
df = df.squeeze()
@@ -417,8 +418,9 @@ class DataHandlerLP(DataHandler):
pd.DataFrame:
"""
df = self._get_df_by_key(data_key)
df = fetch_df_by_index(df, selector, level, fetch_orig=self.fetch_orig)
return self._fetch_df_by_col(df, col_set)
# Fetch column first will be more friendly to SepDataFrame
df = self._fetch_df_by_col(df, col_set)
return fetch_df_by_index(df, selector, level, fetch_orig=self.fetch_orig)
def get_cols(self, col_set=DataHandler.CS_ALL, data_key: str = DK_I) -> list:
"""