# TODO: # dump alpha 360 to dataframe and merge it with Alpha158 import sys import unittest import qlib from pathlib import Path sys.path.append(str(Path(__file__).resolve().parent)) from qlib.data.dataset.loader import NestedDataLoader from qlib.contrib.data.loader import Alpha158DL, Alpha360DL class TestDataLoader(unittest.TestCase): def test_nested_data_loader(self): qlib.init() nd = NestedDataLoader( dataloader_l=[ { "class": "qlib.contrib.data.loader.Alpha158DL", }, { "class": "qlib.contrib.data.loader.Alpha360DL", "kwargs": {"config": {"label": (["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])}}, }, ] ) # Of course you can use StaticDataLoader dataset = nd.load() assert dataset is not None columns = dataset.columns.tolist() columns_list = [tup[1] for tup in columns] for col in Alpha158DL.get_feature_config()[1]: assert col in columns_list for col in Alpha360DL.get_feature_config()[1]: assert col in columns_list assert "LABEL0" in columns_list # Then you can use it wth DataHandler; if __name__ == "__main__": unittest.main()