Method setup_data

qlib/data/dataset/handler.py:174–196

Set Up the data in case of running initialization for multiple time It is responsible for maintaining following variable 1) self._data Parameters ---------- enable_cache : bool default value is false: - if `enable_cache` ==

(self, enable_cache: bool = False)

        super().config(**kwargs)

    def setup_data(self, enable_cache: bool = False):
        """
        Set Up the data in case of running initialization for multiple time

        It is responsible for maintaining following variable
        1) self._data

        Parameters
        ----------
        enable_cache : bool
            default value is false:

            - if `enable_cache` == True:

                the processed data will be saved on disk, and handler will load the cached data from the disk directly
                when we call `init` next time
        """
        # Setup data.
        # _data may be with multiple column index level. The outer level indicates the feature set name
        with TimeInspector.logt("Loading data"):
            # make sure the fetch method is based on an index-sorted pd.DataFrame
            self._data = lazy_sort_index(self.data_loader.load(self.instruments, self.start_time, self.end_time))
        # TODO: cache

    def fetch(
        self,