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General handler for open source data preprocessing #1302
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Add HighFreqOpenHandler and HighFreqOpenBacktestHandler for data pipeline without paused_num information.
@@ -124,14 +124,37 @@ def __init__( | |||
day_length=240, | |||
): | |||
self.day_length = day_length | |||
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def check_transform_proc(proc_l): |
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This function duplicates with the previous one in this file. Pleases shared them
@@ -124,14 +124,37 @@ def __init__( | |||
day_length=240, | |||
): | |||
self.day_length = day_length | |||
|
|||
def check_transform_proc(proc_l): |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Why can't this function be used here
qlib/qlib/contrib/data/handler.py
Line 11 in a53f59c
def check_transform_proc(proc_l, fit_start_time, fit_end_time): |
* feat(data): ✨ add a general highfreq data handler for open source Add HighFreqOpenHandler and HighFreqOpenBacktestHandler for data pipeline without paused_num information. * fix: position of parameter init * style(data): 💄 rename open to general * style(data): 💄 lint * style: 💄 delete useless comment & fix inheritance relation * style: 💄 lint * style: 💄 remove duplicated function Co-authored-by: mingzhehan <v-zhaoxing@Microsoft.com>
Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Types of changes