Method __init__

tests/data_mid_layer_tests/test_handler_storage.py:13–44

(
        self,
        instruments="csi300",
        start_time=None,
        end_time=None,
        infer_processors=[],
        learn_processors=[],
        fit_start_time=None,
        fit_end_time=None,
        drop_raw=True,
    )

class TestHandler(DataHandlerLP):
    def __init__(
        self,
        instruments="csi300",
        start_time=None,
        end_time=None,
        infer_processors=[],
        learn_processors=[],
        fit_start_time=None,
        fit_end_time=None,
        drop_raw=True,
    ):
        infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
        learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)

        data_loader = {
            "class": "QlibDataLoader",
            "kwargs": {
                "freq": "day",
                "config": self.get_feature_config(),
                "swap_level": False,
            },
        }

        super().__init__(
            instruments=instruments,
            start_time=start_time,
            end_time=end_time,
            data_loader=data_loader,
            infer_processors=infer_processors,
            learn_processors=learn_processors,
            drop_raw=drop_raw,
        )

    def get_feature_config(self):
        fields = ["Ref($open, 1)", "Ref($close, 1)", "Ref($volume, 1)", "$open", "$close", "$volume"]