| """Qlib DataHandler for GP-mined factors (loaded from exported pickle).""" |
|
|
| from __future__ import annotations |
|
|
| import pickle |
| from pathlib import Path |
|
|
| from qlib.data.dataset.handler import DataHandlerLP |
|
|
|
|
| class GPFactorHandler(DataHandlerLP): |
| """ |
| Load a pre-built GP factor handler from pickle. |
| Used by qrun workflow YAML via module_path. |
| """ |
|
|
| def __init__( |
| self, |
| handler_path: str, |
| instruments="csi300", |
| start_time=None, |
| end_time=None, |
| fit_start_time=None, |
| fit_end_time=None, |
| **kwargs, |
| ): |
| path = Path(handler_path) |
| if not path.is_absolute(): |
| from config.settings import PROJECT_ROOT |
|
|
| path = PROJECT_ROOT / path |
|
|
| if not path.exists(): |
| raise FileNotFoundError( |
| f"GP handler pickle not found: {path}. " |
| "Run: python scripts/build_gp_dataset.py --run-id <RUN_ID>" |
| ) |
|
|
| with path.open("rb") as f: |
| loaded: DataHandlerLP = pickle.load(f) |
|
|
| self.__dict__.update(loaded.__dict__) |
| if start_time is not None: |
| self.start_time = start_time |
| if end_time is not None: |
| self.end_time = end_time |
| if fit_start_time is not None: |
| self.fit_start_time = fit_start_time |
| if fit_end_time is not None: |
| self.fit_end_time = fit_end_time |
| if instruments is not None: |
| self.instruments = instruments |
|
|
