Support Point-in-time Data Operation

qlib/config.py

@@ -140,6 +140,18 @@ def set_conf_from_C(self, config_c):
             "default_exp_name": "Experiment",
         },
     },
+    "pit_record_type": {
+        "date": "I",  # uint32
+        "period": "I",  # uint32
+        "value": "d",  # float64
+        "index": "I",  # uint32
+    },
+    "pit_record_nan": {
+        "date": 0,
+        "period": 0,
+        "value": float("NAN"),
+        "index": 0xFFFFFFFF,
+    },
 }
 
 MODE_CONF = {
@@ -296,7 +308,7 @@ def set(self, default_conf="client", **kwargs):
 
     def register(self):
         from .utils import init_instance_by_config
-        from .data.ops import register_all_ops
+        from .data.base import register_all_ops
         from .data.data import register_all_wrappers
         from .workflow import R, QlibRecorder
         from .workflow.utils import experiment_exit_handler