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mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 18:11:18 +08:00
This commit is contained in:
bxdd
2021-03-29 20:15:42 +08:00
parent 31bc85bf86
commit fb7f84f31e
5 changed files with 17 additions and 13 deletions

View File

@@ -101,15 +101,16 @@ class RollingDataWorkflow(object):
print(f"===========rolling{rolling_offset} start===========")
if rolling_offset:
dataset.init(
dataset.config(
handler_kwargs={
"init_type": DataHandlerLP.IT_FIT_SEQ,
"start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"end_time": datetime(test_end_time[0] + rolling_offset, *test_end_time[1:]),
"fit_start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"fit_end_time": datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
"processor_kwargs":{
"fit_start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"fit_end_time": datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
},
},
segment_kwargs={
segments={
"train": (
datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
@@ -124,6 +125,9 @@ class RollingDataWorkflow(object):
),
},
)
dataset.setup_data(
handler_kwargs={"init_type": DataHandlerLP.IT_FIT_SEQ,}
)
dtrain, dvalid, dtest = dataset.prepare(["train", "valid", "test"])
print(dtrain, dvalid, dtest)