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Add Qlib highfreq doc & Update DatatSet Init Method #257

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merged 8 commits into from
Feb 5, 2021
Merged

Add Qlib highfreq doc & Update DatatSet Init Method #257

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afd4060
add docs & fix reinit of datatset
bxdd Feb 3, 2021
77989fb
black format
bxdd Feb 3, 2021
5d829fc
update docs
bxdd Feb 3, 2021
6aac5ea
update data.rst docs
bxdd Feb 3, 2021
2614941
update docs
bxdd Feb 3, 2021
394efae
update index
bxdd Feb 3, 2021
e2bdb24
Update serial.rst
bxdd Feb 5, 2021
cd02ee1
Update serial.rst
bxdd Feb 5, 2021
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@bxdd
bxdd committed Feb 3, 2021
commit 77989fbb3d845dac55c10e8b93c6addfbe1d4158
27 changes: 14 additions & 13 deletions examples/highfreq/workflow.py
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 26,7 @@

from highfreq_ops import get_calendar_day, DayLast, FFillNan, BFillNan, Date, Select, IsNull


class HighfreqWorkflow(object):

SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull], "expression_cache": None}
Expand Down Expand Up @@ -146,29 147,29 @@ def dump_and_load_dataset(self):
self._prepare_calender_cache()
##=============reinit dataset=============
dataset.init(
handler_kwargs = {
"init_type" : DataHandlerLP.IT_LS,
"start_time" : "2021-01-19 00:00:00",
"end_time" : "2021-01-25 16:00:00",
handler_kwargs={
"init_type": DataHandlerLP.IT_LS,
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs = {
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
}
},
)
dataset_backtest.init(
handler_kwargs = {
"start_time" : "2021-01-19 00:00:00",
"end_time" : "2021-01-25 16:00:00",
handler_kwargs={
"start_time": "2021-01-19 00:00:00",
"end_time": "2021-01-25 16:00:00",
},
segment_kwargs = {
segment_kwargs={
"test": (
"2021-01-19 00:00:00",
"2021-01-19 00:00:00",
"2021-01-25 16:00:00",
),
}
},
)

##=============get data=============
Expand Down
14 changes: 7 additions & 7 deletions qlib/data/dataset/__init__.py
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Expand Up @@ -87,19 87,19 @@ def __init__(self, handler: Union[dict, DataHandler], segments: dict):
"""
super().__init__(handler, segments)

def init(self, handler_kwargs:dict = None, segment_kwargs:dict = None):
def init(self, handler_kwargs: dict = None, segment_kwargs: dict = None):
"""
Initialize the DatasetH

Parameters
----------
handler_kwargs : dict
Config of DataHanlder, which could include the following arguments:

- arguments of DataHandler.conf_data, such as 'instruments', 'start_time' and 'end_time'.

- arguments of DataHandler.init, such as 'enable_cache', etc.

segment_kwargs : dict
Config of segments which is same as 'segments' in DatasetH.setup_data

Expand All @@ -112,10 112,10 @@ def init(self, handler_kwargs:dict = None, segment_kwargs:dict = None):
conf_data_arg = {"instruments", "start_time", "end_time"}
for k, v in handler_kwargs.items():
if k in conf_data_arg:
kwargs_conf_data.update({k:v})
kwargs_conf_data.update({k: v})
else:
kwargs_init.update({k:v})
kwargs_init.update({k: v})

self.handler.conf_data(**kwargs_conf_data)
self.handler.init(**kwargs_init)

Expand Down