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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 04:20:57 +08:00

Support Point-in-time Data Operation (#343)

* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
bxdd
2022-03-10 14:27:52 +08:00
committed by GitHub
parent 3a911bc09b
commit faa99f30fa
19 changed files with 1459 additions and 141 deletions

View File

@@ -126,6 +126,14 @@ setup(
},
ext_modules=extensions,
install_requires=REQUIRED,
extras_require={
"dev": [
"coverage",
"pytest>=3",
"sphinx",
"sphinx_rtd_theme",
]
},
include_package_data=True,
classifiers=[
# Trove classifiers