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Update docs #164

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Dec 30, 2020
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1 change: 1 addition & 0 deletions docs/component/data.rst
Original file line number Diff line number Diff line change
Expand Up @@ -295,6 +295,7 @@ The ``Processor`` module in ``Qlib`` is designed to be learnable and it is respo
- ``RobustZScoreNorm``: `processor` that applies robust z-score normalization.
- ``CSZScoreNorm``: `processor` that applies cross sectional z-score normalization.
- ``CSRankNorm``: `processor` that applies cross sectional rank normalization.
- ``CSZFillna``: `processor` that fills N/A values in a cross sectional way by the mean of the column.

Users can also create their own `processor` by inheriting the base class of ``Processor``. Please refer to the implementation of all the processors for more information (`Processor Link <https://github.com/microsoft/qlib/blob/main/qlib/data/dataset/processor.py>`_).

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5 changes: 5 additions & 0 deletions docs/conf.py
Original file line number Diff line number Diff line change
Expand Up @@ -226,3 +226,8 @@

autodoc_member_order = "bysource"
autodoc_default_flags = ["members"]
autodoc_default_options = {
"members": True,
"member-order": "bysource",
"special-members": "__init__",
}
11 changes: 6 additions & 5 deletions qlib/model/base.py
Original file line number Diff line number Diff line change
Expand Up @@ -30,11 +30,6 @@ def fit(self, dataset: Dataset):
The attribute names of learned model should `not` start with '_'. So that the model could be
dumped to disk.

Parameters
----------
dataset : Dataset
dataset will generate the processed data from model training.

The following code example shows how to retrieve `x_train`, `y_train` and `w_train` from the `dataset`:

.. code-block:: Python
Expand All @@ -53,6 +48,12 @@ def fit(self, dataset: Dataset):
except KeyError as e:
w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)
w_valid = pd.DataFrame(np.ones_like(y_valid.values), index=y_valid.index)

Parameters
----------
dataset : Dataset
dataset will generate the processed data from model training.

"""
raise NotImplementedError()

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