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')