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qlib/qlib/contrib/online/__init__.py
2020-10-26 13:26:01 +00:00

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Python

'''
TODO:
- Online needs that the model have such method
def get_data_with_date(self, date, **kwargs):
"""
Will be called in online module
need to return the data that used to predict the label (score) of stocks at date.
:param
date: pd.Timestamp
predict date
:return:
data: the input data that used to predict the label (score) of stocks at predict date.
"""
raise NotImplementedError("get_data_with_date for this model is not implemented.")
'''