mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-29 17:11:20 +08:00
2bb8a4ce0e
* change weight_decay & batchsize * del weight_decay * big weight_decay * mid weight_decay * small layer * 2 layer * full layer * no weight decay * divide into two data source * change parse field * delete some debug * add Toperator * new format of arctic * fix cache bug to arctic read * fix connection problem * add some operator * final version for arcitc * clear HZ cache * remove not used function * add topswrappers * successfully import data and run first test * A simpler version to support arctic * Successfully run all high-freq expressions * Black format and fix add docs * Add docs for download and test data * update scripts and docs * Add docs * fix bug * Refine docs * fix test bug * fix CI error * clean code Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com> Co-authored-by: Young <afe.young@gmail.com>
34 lines
864 B
Python
34 lines
864 B
Python
import unittest
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from qlib.data import DatasetProvider
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from qlib.tests import TestOperatorData
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from qlib.config import C
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class TestOperatorDataSetting(TestOperatorData):
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def test_setting(self):
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self.assertEqual(len(self.instruments_d), 1)
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self.assertGreater(len(self.cal), 0)
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class TestElementOperator(TestOperatorData):
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def setUp(self) -> None:
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freq = "day"
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expressions = [
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"$change",
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"Abs($change)",
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]
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columns = ["change", "abs"]
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self.data = DatasetProvider.inst_calculator(
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self.inst, self.start_time, self.end_time, freq, expressions, self.spans, C, []
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)
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self.data.columns = columns
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def test_abs(self):
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abs_values = self.data["abs"]
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self.assertGreater(abs_values[2], 0)
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if __name__ == "__main__":
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unittest.main()
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