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33 lines
1010 B
Python
33 lines
1010 B
Python
from qlib.data.dataset.handler import DataHandlerLP
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from qlib.data.dataset.loader import DataLoaderDH
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from qlib.contrib.data.handler import check_transform_proc
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class RollingDataHandler(DataHandlerLP):
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def __init__(
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self,
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start_time=None,
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end_time=None,
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infer_processors=[],
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learn_processors=[],
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fit_start_time=None,
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fit_end_time=None,
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data_loader_kwargs={},
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):
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infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
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learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
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data_loader = {
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"class": "DataLoaderDH",
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"kwargs": {**data_loader_kwargs},
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}
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super().__init__(
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instruments=None,
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start_time=start_time,
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end_time=end_time,
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data_loader=data_loader,
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infer_processors=infer_processors,
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learn_processors=learn_processors,
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)
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