# TODO: # dump alpha 360 to dataframe and merge it with Alpha158 import unittest from qlib.data.dataset.loader import NestedDataLoader class TestDataLoader(unittest.TestCase): def test_nested_data_loader(self): 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 nd.load ... # Then you can use it wth DataHandler; if __name__ == "__main__": unittest.main()