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fix ubg

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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
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4
qlib/data/dataset/handler.py
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@@ -407,7 +407,7 @@ class DataHandlerLP(DataHandler):
if self.drop_raw:
del self._data
def config(self, processors_kwargs:dict = None, **kwargs):
def config(self, processor_kwargs:dict = None, **kwargs):
"""
configuration of data.
# what data to be loaded from data source
@@ -417,7 +417,7 @@ class DataHandlerLP(DataHandler):
"""
super().config(**kwargs)
if processors_kwargs is not None:
if processor_kwargs is not None:
for processor in self.get_all_processors():
processor.config(**processor_kwargs)

8
qlib/data/dataset/processor.py
View File

@@ -72,7 +72,7 @@ class Processor(Serializable):
"""
return True
def config(**kwargs):
def config(self, **kwargs):
super().config(kwargs.get("dump_all", None), kwargs.get("exclude", None))
@@ -195,7 +195,7 @@ class MinMaxNorm(Processor):
df.loc(axis=1)[self.cols] = normalize(df[self.cols].values)
return df
def config(fit_start_time=None, fit_end_time=None, **kwargs):
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time:
@@ -230,7 +230,7 @@ class ZScoreNorm(Processor):
df.loc(axis=1)[self.cols] = normalize(df[self.cols].values)
return df
def config(fit_start_time=None, fit_end_time=None, **kwargs):
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time:
@@ -273,7 +273,7 @@ class RobustZScoreNorm(Processor):
df.clip(-3, 3, inplace=True)
return df
def config(fit_start_time=None, fit_end_time=None, **kwargs):
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time: