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590a501 | 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 34 35 36 37 38 39 40 41 42 43 | """Build qlib DatasetH for model training workflow."""
from __future__ import annotations
from typing import Any
from qlib.contrib.data.handler import Alpha158
from qlib.data.dataset import DatasetH
def build_qlib_dataset(
instruments: str = "csi300",
start_time: str = "2010-01-01",
end_time: str = "2025-12-31",
fit_start: str = "2010-01-01",
fit_end: str = "2021-12-31",
segments: dict[str, tuple[str, str]] | None = None,
) -> DatasetH:
"""
Build a standard Alpha158 dataset on top of qlib data handlers.
This is the bridge between GP-mined factors and qlib model/backtest workflow.
"""
if segments is None:
segments = {
"train": ("2010-01-01", "2021-12-31"),
"valid": ("2022-01-01", "2023-12-31"),
"test": ("2024-01-01", "2025-12-31"),
}
handler_kwargs: dict[str, Any] = {
"start_time": start_time,
"end_time": end_time,
"fit_start_time": fit_start,
"fit_end_time": fit_end,
"instruments": instruments,
"infer_processors": [],
"learn_processors": [],
}
handler = Alpha158(**handler_kwargs)
dataset = DatasetH(handler=handler, segments=segments)
return dataset
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