Get dataset data. Parameters ---------- instruments : list or dict list/dict of instruments or dict of stockpool config. fields : list list of feature instances. start_time : str start of the time range. end_time :
(self, instruments, fields, start_time=None, end_time=None, freq="day", inst_processors=[])
| 451 | |
| 452 | @abc.abstractmethod |
| 453 | def dataset(self, instruments, fields, start_time=None, end_time=None, freq="day", inst_processors=[]): |
| 454 | """Get dataset data. |
| 455 | |
| 456 | Parameters |
| 457 | ---------- |
| 458 | instruments : list or dict |
| 459 | list/dict of instruments or dict of stockpool config. |
| 460 | fields : list |
| 461 | list of feature instances. |
| 462 | start_time : str |
| 463 | start of the time range. |
| 464 | end_time : str |
| 465 | end of the time range. |
| 466 | freq : str |
| 467 | time frequency. |
| 468 | inst_processors: Iterable[Union[dict, InstProcessor]] |
| 469 | the operations performed on each instrument |
| 470 | |
| 471 | Returns |
| 472 | ---------- |
| 473 | pd.DataFrame |
| 474 | a pandas dataframe with <instrument, datetime> index. |
| 475 | """ |
| 476 | raise NotImplementedError("Subclass of DatasetProvider must implement `Dataset` method") |
| 477 | |
| 478 | def _uri( |
| 479 | self, |