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