mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 14:01:28 +08:00
32c3070b73
* Run ddg-da successfully * Support include valid; More parameters * Support L2 reg & visualization * Blackformat * Enable fill_method * Support specify handler & optim dataset * Fix Pylint
38 lines
1.1 KiB
Python
38 lines
1.1 KiB
Python
import os
|
|
import pickle
|
|
import shutil
|
|
import unittest
|
|
from qlib.tests import TestAutoData
|
|
from qlib.data import D
|
|
from qlib.data.dataset.handler import DataHandlerLP
|
|
|
|
|
|
class HandlerTests(TestAutoData):
|
|
def to_str(self, obj):
|
|
return "".join(str(obj).split())
|
|
|
|
def test_handler_df(self):
|
|
df = D.features(["sh600519"], start_time="20190101", end_time="20190201", fields=["$close"])
|
|
dh = DataHandlerLP.from_df(df)
|
|
print(dh.fetch())
|
|
self.assertTrue(dh._data.equals(df))
|
|
self.assertTrue(dh._infer is dh._data)
|
|
self.assertTrue(dh._learn is dh._data)
|
|
self.assertTrue(dh.data_loader._data is dh._data)
|
|
fname = "_handler_test.pkl"
|
|
dh.to_pickle(fname, dump_all=True)
|
|
|
|
with open(fname, "rb") as f:
|
|
dh_d = pickle.load(f)
|
|
|
|
self.assertTrue(dh_d._data.equals(df))
|
|
self.assertTrue(dh_d._infer is dh_d._data)
|
|
self.assertTrue(dh_d._learn is dh_d._data)
|
|
# Data loader will no longer be useful
|
|
self.assertTrue("_data" not in dh_d.data_loader.__dict__.keys())
|
|
os.remove(fname)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|