General handler for open source data preprocessing #1302
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Add HighFreqOpenHandler and HighFreqOpenBacktestHandler for data pipeline without paused_num information.
you-n-g
reviewed
Sep 29, 2022
you-n-g
reviewed
Oct 9, 2022
you-n-g
reviewed
Oct 12, 2022
| @@ -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
you-n-g
reviewed
Oct 12, 2022
| @@ -124,14 +124,37 @@ def __init__( | |||
| day_length=240, | |||
| ): | |||
| self.day_length = day_length | |||
|
|
|||
| def check_transform_proc(proc_l): | |||
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Why can't this function be used here
qlib/qlib/contrib/data/handler.py
Line 11 in a53f59c
qianyun210603
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Mar 23, 2023
* 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>
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes