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Update Docs about some concepts in DataHandler #1485

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Apr 7, 2023
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Update Docs about some concepts in DataHandler #1485

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8 changes: 7 additions & 1 deletion qlib/data/dataset/handler.py
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Expand Up @@ -357,11 +357,17 @@ class DataHandlerLP(DataHandler):

- These processors only apply to the learning phase.

Tips to improve the performance of data handler
Tips for data handler

- To reduce the memory cost

- `drop_raw=True`: this will modify the data inplace on raw data;

- Please note processed data like `self._infer` or `self._learn` are concepts different from `segments` in Qlib's `Dataset` like "train" and "test"

- Processed data like `self._infer` or `self._learn` are underlying data processed with different processors
- `segments` in Qlib's `Dataset` like "train" and "test" are simply the time segmentations when querying data("train" are often before "test" in time-series).
- For example, you can query `data._infer` processed by `infer_processors` in the "train" time segmentation.
"""

# based on `self._data`, _infer and _learn are genrated after processors
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