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Supporting Arctic Backend Provider & Orderbook, Tick Data Example #744

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merged 36 commits into from
Jan 18, 2022
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b81e566
change weight_decay & batchsize
bxdd Dec 8, 2020
3dc5e6d
del weight_decay
bxdd Dec 8, 2020
60a03d5
big weight_decay
bxdd Dec 8, 2020
1521adf
mid weight_decay
bxdd Dec 8, 2020
7792f79
small layer
bxdd Dec 8, 2020
c53d6a1
2 layer
bxdd Dec 8, 2020
2bbd04c
full layer
bxdd Dec 8, 2020
ab4abc7
no weight decay
bxdd Dec 8, 2020
0342850
divide into two data source
wangwenxi-handsome Nov 16, 2021
ace8920
change parse field
wangwenxi-handsome Nov 16, 2021
91e1f82
delete some debug
wangwenxi-handsome Nov 16, 2021
f308d2c
add Toperator
wangwenxi-handsome Nov 17, 2021
518341f
new format of arctic
wangwenxi-handsome Nov 17, 2021
556786a
fix cache bug to arctic read
wangwenxi-handsome Nov 17, 2021
5ae2b5c
fix connection problem
wangwenxi-handsome Nov 18, 2021
acc5fc9
add some operator
luocy16 Nov 19, 2021
b0c3c2f
final version for arcitc
luocy16 Dec 9, 2021
f679602
merge microsoft qlib
luocy16 Dec 13, 2021
e4ff5bd
clear HZ cache
luocy16 Dec 13, 2021
95417c3
remove not used function
luocy16 Dec 14, 2021
33cc78a
add topswrappers
luocy16 Dec 15, 2021
d12ece6
successfully import data and run first test
you-n-g Jan 6, 2022
31d8e1b
Merge remote-tracking branch 'origin/main' into lcy_main
you-n-g Jan 6, 2022
2779b0d
A simpler version to support arctic
you-n-g Jan 14, 2022
a7092bb
Merge remote-tracking branch 'origin/main' into lcy_main
you-n-g Jan 14, 2022
2ea1b82
Successfully run all high-freq expressions
you-n-g Jan 17, 2022
1736ebe
Merge remote-tracking branch 'origin/main' into lcy_main
you-n-g Jan 17, 2022
8f4a717
Black format and fix add docs
you-n-g Jan 17, 2022
2bb154f
Add docs for download and test data
you-n-g Jan 17, 2022
5e21100
update scripts and docs
you-n-g Jan 17, 2022
6ed3d0a
Add docs
you-n-g Jan 17, 2022
2251402
fix bug
you-n-g Jan 17, 2022
0c9d8d7
Refine docs
you-n-g Jan 17, 2022
e59dc16
fix test bug
you-n-g Jan 17, 2022
97685b0
fix CI error
you-n-g Jan 17, 2022
ef7da9e
clean code
you-n-g Jan 18, 2022
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fix bug
  • Loading branch information
you-n-g committed Jan 17, 2022
commit 2251402ad6cf1926940774fd132dc453b82a009b
2 changes: 1 addition & 1 deletion qlib/data/data.py
Original file line number Diff line number Diff line change
Expand Up @@ -694,7 +694,7 @@ class LocalFeatureProvider(FeatureProvider, ProviderBackendMixin):

def __init__(self, remote=False, backend={}):
super().__init__()
self.remote = kwargs.get("remote", False)
self.remote = remote
self.backend = backend

def feature(self, instrument, field, start_index, end_index, freq):
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6 changes: 3 additions & 3 deletions qlib/data/ops.py
Original file line number Diff line number Diff line change
Expand Up @@ -1391,14 +1391,14 @@ def __str__(self):

def _load_internal(self, instrument, start_index, end_index, freq):
assert any(
[isinstance(self.feature_left, TExpression), self.feature_right, TExpression]
[isinstance(self.feature_left, Expression), self.feature_right, Expression]
), "at least one of two inputs is Expression instance"

if isinstance(self.feature_left, TExpression):
if isinstance(self.feature_left, Expression):
series_left = self.feature_left.load(instrument, start_index, end_index, freq)
else:
series_left = self.feature_left # numeric value
if isinstance(self.feature_right, TExpression):
if isinstance(self.feature_right, Expression):
series_right = self.feature_right.load(instrument, start_index, end_index, freq)
else:
series_right = self.feature_right
Expand Down