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Add DataLoader Based on DataHandler & Add Rolling Process Example & Restructure the Config & Setup_data #374

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merged 23 commits into from Mar 30, 2021

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bxdd
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@bxdd bxdd commented Mar 25, 2021

Description

Add DataLoader Based on DataHandler & Add Rolling Process Example & Restructure the Config & Setup_data

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@bxdd bxdd changed the title Add DataLoader Based on DataHandler & Add Rolling Process Add DataLoader Based on DataHandler & Add Rolling Process Example Mar 25, 2021
@bxdd bxdd changed the title Add DataLoader Based on DataHandler & Add Rolling Process Example Add DataLoader Based on DataHandler & Add Rolling Process Example & Restructure the Config & Setup_data Mar 29, 2021
examples/rolling_process_data/workflow.py Outdated Show resolved Hide resolved
qlib/data/dataset/handler.py Outdated Show resolved Hide resolved
qlib/data/dataset/loader.py Outdated Show resolved Hide resolved
examples/rolling_process_data/workflow.py Outdated Show resolved Hide resolved
examples/highfreq/workflow.py Outdated Show resolved Hide resolved
qlib/data/dataset/handler.py Outdated Show resolved Hide resolved
qlib/data/dataset/__init__.py Show resolved Hide resolved
def config(self, **kwargs):
attr_list = {"fit_start_time", "fit_end_time"}
for k, v in kwargs.items():
if k in attr_list and getattr(self, k, None) is not None:
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why is getattr(self, k, None) is not None necessary here?

"""
initialize the data.
Set Up the data.
In case of running intialization for multiple time, it will do nothing for the second time.
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it will do nothing for the second time is no longer the right docs

@you-n-g you-n-g merged commit ae57110 into microsoft:main Mar 30, 2021
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
Add DataLoader Based on DataHandler & Add Rolling Process Example & Restructure the Config & Setup_data
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2 participants