зеркало из https://github.com/microsoft/qlib.git
update workflow
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@ -12,17 +12,15 @@ class RollingDataHandler(DataHandlerLP):
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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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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": {
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**data_loader_kwargs
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},
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}
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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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@ -101,7 +101,7 @@ class RollingDataWorkflow(object):
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)
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dtrain, dvalid, dtest = dataset.prepare(["train", "valid", "test"])
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if __name__ == "__main__":
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@ -258,9 +258,7 @@ class DataLoaderDH(DataLoader):
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self.handlers = init_instance_by_config(handler_config, accept_types=DataHandler)
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self.is_group = is_group
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self.fetch_kwargs = {
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"col_set":DataHandler.CS_RAW
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}
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self.fetch_kwargs = {"col_set": DataHandler.CS_RAW}
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self.fetch_kwargs = {**self.fetch_kwargs, **fetch_kwargs}
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def load(self, instruments=None, start_time=None, end_time=None) -> pd.DataFrame:
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