diff --git a/docs/component/data.rst b/docs/component/data.rst index ba7979e23e..26f44a0761 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -298,9 +298,10 @@ Here are some important interfaces that ``DataHandlerLP`` provides: .. autoclass:: qlib.data.dataset.handler.DataHandlerLP :members: __init__, fetch, get_cols -If users want to load features and labels by config, users can inherit ``qlib.data.dataset.handler.ConfigDataHandler``, ``Qlib`` also provides some preprocess method in this subclass. -If users want to use qlib data, `QLibDataHandler` is recommended. Users can inherit their custom class from `QLibDataHandler`, which is also a subclass of `ConfigDataHandler`. +If users want to load features and labels by config, users can define a new handler and call the static method `parse_config_to_fields` of ``qlib.contrib.data.handler.Alpha158``. + +Also, users can pass ``qlib.contrib.data.processor.ConfigSectionProcessor`` that provides some preprocess methods for features defined by config into the new handler. Processor @@ -337,7 +338,6 @@ Qlib provides implemented data handler `Alpha158`. The following example shows h .. note:: Users need to initialize ``Qlib`` with `qlib.init` first, please refer to `initialization <../start/initialization.html>`_. - .. code-block:: Python import qlib @@ -364,6 +364,9 @@ Qlib provides implemented data handler `Alpha158`. The following example shows h # fetch all the features print(h.fetch(col_set="feature")) + +.. note:: In the ``Alpha158``, ``Qlib`` uses the label `Ref($close, -2)/Ref($close, -1) - 1` that means the change from T+1 to T+2, rather than `Ref($close, -1)/$close - 1`, of which the reason is that when getting the T day close price of a china stock, the stock can be bought on T+1 day and sold on T+2 day. + API ---------