Method __init__

qlib/contrib/data/highfreq_handler.py:463–482

(
        self,
        instruments="csi300",
        start_time=None,
        end_time=None,
    )

class HighFreqBacktestOrderHandler(DataHandler):
    def __init__(
        self,
        instruments="csi300",
        start_time=None,
        end_time=None,
    ):
        data_loader = {
            "class": "QlibDataLoader",
            "kwargs": {
                "config": self.get_feature_config(),
                "swap_level": False,
                "freq": "1min",
            },
        }
        super().__init__(
            instruments=instruments,
            start_time=start_time,
            end_time=end_time,
            data_loader=data_loader,
        )

    def get_feature_config(self):
        fields = []