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f2361f1 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.dataset.loader import DataLoaderDH
from qlib.contrib.data.handler import check_transform_proc
class RollingDataHandler(DataHandlerLP):
def __init__(
self,
start_time=None,
end_time=None,
infer_processors=[],
learn_processors=[],
fit_start_time=None,
fit_end_time=None,
data_loader_kwargs={},
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
data_loader = {
"class": "DataLoaderDH",
"kwargs": {**data_loader_kwargs},
}
super().__init__(
instruments=None,
start_time=start_time,
end_time=end_time,
data_loader=data_loader,
infer_processors=infer_processors,
learn_processors=learn_processors,
)
|