Update notebooks

This commit is contained in:
D-X-Y
2021-03-03 11:52:10 +08:00
parent 493478800c
commit 1e1e48a4ae
4 changed files with 257 additions and 53 deletions

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@@ -0,0 +1,41 @@
import os
import sys
import qlib
import pprint
import numpy as np
import pandas as pd
from qlib import config as qconfig
from qlib.utils import init_instance_by_config
qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)
dataset_config = {
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"kwargs": {
"handler": {
"class": "Alpha158",
"module_path": "qlib.contrib.data.handler",
"kwargs": {
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"fit_start_time": "2008-01-01",
"fit_end_time": "2014-12-31",
"instruments": "csi300",
},
},
"segments": {
"train": ("2008-01-01", "2014-12-31"),
"valid": ("2015-01-01", "2016-12-31"),
"test": ("2017-01-01", "2020-08-01"),
},
},
}
if __name__ == "__main__":
dataset = init_instance_by_config(dataset_config)
pprint.pprint(dataset_config)
pprint.pprint(dataset)
import pdb; pdb.set_trace()
print('Complete')