liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 04:20:57 +08:00
Code Activity

add highfreq example

Browse Source
This commit is contained in:
bxdd
2021-01-25 17:58:45 +00:00
parent 3f9f295a87
commit ffedb6382f
10 changed files with 585 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files

16
qlib/contrib/data/handler.py
View File

@@ -49,6 +49,7 @@ class Alpha360(DataHandlerLP):
instruments="csi500",
start_time=None,
end_time=None,
freq="day",
infer_processors=_DEFAULT_INFER_PROCESSORS,
learn_processors=_DEFAULT_LEARN_PROCESSORS,
fit_start_time=None,
@@ -69,9 +70,10 @@ class Alpha360(DataHandlerLP):
}
super().__init__(
instruments,
start_time,
end_time,
instruments=instruments,
start_time=start_time,
end_time=end_time,
freq="day",
data_loader=data_loader,
learn_processors=learn_processors,
infer_processors=infer_processors,
@@ -130,6 +132,7 @@ class Alpha158(DataHandlerLP):
instruments="csi500",
start_time=None,
end_time=None,
freq="day",
infer_processors=[],
learn_processors=_DEFAULT_LEARN_PROCESSORS,
fit_start_time=None,
@@ -147,9 +150,10 @@ class Alpha158(DataHandlerLP):
},
}
super().__init__(
instruments,
start_time,
end_time,
instruments=instruments,
start_time=start_time,
end_time=end_time,
freq=freq,
data_loader=data_loader,
infer_processors=infer_processors,
learn_processors=learn_processors,