use dataset to get highreq data
(self)
| 97 | get_calendar_day(freq="1min") |
| 98 | |
| 99 | def get_data(self): |
| 100 | """use dataset to get highreq data""" |
| 101 | self._init_qlib() |
| 102 | self._prepare_calender_cache() |
| 103 | |
| 104 | dataset = init_instance_by_config(self.task["dataset"]) |
| 105 | xtrain, xtest = dataset.prepare(["train", "test"]) |
| 106 | print(xtrain, xtest) |
| 107 | |
| 108 | dataset_backtest = init_instance_by_config(self.task["dataset_backtest"]) |
| 109 | backtest_train, backtest_test = dataset_backtest.prepare(["train", "test"]) |
| 110 | print(backtest_train, backtest_test) |
| 111 | |
| 112 | return |
| 113 | |
| 114 | def dump_and_load_dataset(self): |
| 115 | """dump and load dataset state on disk""" |
nothing calls this directly
no test coverage detected