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update

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bxdd
2021-01-28 14:25:55 +00:00
parent f6dd006c35
commit ffa68fd010
5 changed files with 21 additions and 57 deletions
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7
examples/highfreq/workflow.py
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@@ -18,11 +18,11 @@ from qlib.contrib.evaluate import (
risk_analysis,
)
from qlib.utils import init_instance_by_config
from qlib.utils import init_instance_by_config, exists_qlib_data
from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.ops import Operators
from qlib.data.data import Cal
from qlib.utils import exists_qlib_data
from qlib.tests.data import GetData
from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull
@@ -102,9 +102,6 @@ class HighfreqWorkflow(object):
provider_uri = QLIB_INIT_CONFIG.get("provider_uri")
if not exists_qlib_data(provider_uri):
print(f"Qlib data is not found in {provider_uri}")
sys.path.append(str(Path(__file__).resolve().parent.parent.parent.joinpath("scripts")))
from get_data import GetData
GetData().qlib_data(target_dir=provider_uri, interval="1min", region=REG_CN)
qlib.init(**QLIB_INIT_CONFIG)