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Method get_range_iterator

qlib/data/dataset/handler.py:364–380  ·  view source on GitHub ↗

get an iterator of sliced data with given periods Args: periods (int): number of periods. min_periods (int): minimum periods for sliced dataframe. kwargs (dict): will be passed to `self.fetch`.

(
        self, periods: int, min_periods: Optional[int] = None, **kwargs
    )

Source from the content-addressed store, hash-verified

362 return slice(ref_date, cur_date)
363
364 def get_range_iterator(
365 self, periods: int, min_periods: Optional[int] = None, **kwargs
366 ) -> Iterator[Tuple[pd.Timestamp, pd.DataFrame]]:
367 """
368 get an iterator of sliced data with given periods
369
370 Args:
371 periods (int): number of periods.
372 min_periods (int): minimum periods for sliced dataframe.
373 kwargs (dict): will be passed to `self.fetch`.
374 """
375 trading_dates = self._data.index.unique(level="datetime")
376 if min_periods is None:
377 min_periods = periods
378 for cur_date in trading_dates[min_periods:]:
379 selector = self.get_range_selector(cur_date, periods)
380 yield cur_date, self.fetch(selector, **kwargs)
381
382
383class DataHandlerLP(DataHandler):

Callers

nothing calls this directly

Calls 2

get_range_selectorMethod · 0.95
fetchMethod · 0.95

Tested by

no test coverage detected