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