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fix_build_docs_error
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qlib/data/dataset/handler.py

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@@ -66,38 +66,41 @@ def fetch(
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class DataHandler(BaseDataHandler):
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"""
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The motivation of DataHandler:
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- it proivdes a implementation of BaseDataHandler that we implement it with
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- Handle response with a internal loaded dataframe
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- the dataframe is loaded by a data loader.
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The steps to using a handler
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1. initialized data handler (call by `init`).
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2. use the data.
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This class provides an implementation of `BaseDataHandler` that:
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- Handle response with a internal loaded dataframe
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- The dataframe is loaded by a data loader.
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Steps to use a handler:
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1. Initialize the data handler by calling `init()`
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2. Use the data via the handler interface
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Index conventions:
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The data handler try to maintain a handler with 2 level.
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`datetime` & `instruments`.
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The data handler maintains a handler with two levels of index:
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- `datetime`
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- `instruments`
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Any order of the index level can be supported (The order will be implied in the data).
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The order <`datetime`, `instruments`> will be used when the dataframe index name is missed.
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The order of index levels is flexible, and will be inferred from the data.
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If the index name is missing, the default order `<datetime, instruments>` is assumed.
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Example of the data:
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The multi-index of the columns is optional.
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Example of the data (with optional multi-index columns):
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.. code-block:: text
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feature label
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$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
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feature label
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$close $volume Ref($close, 1) Mean($close, 3) $high-$low LABEL0
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datetime instrument
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2010-01-04 SH600000 81.807068 17145150.0 83.737389 83.016739 2.741058 0.0032
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SH600004 13.313329 11800983.0 13.313329 13.317701 0.183632 0.0042
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SH600005 37.796539 12231662.0 38.258602 37.919757 0.970325 0.0289
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Performance Tips:
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Tips for improving the performance of datahandler
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- Fetching data with `col_set=CS_RAW` will return the raw data and may avoid pandas from copying the data when calling `loc`
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- Fetching data with `col_set=CS_RAW` returns raw data
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- This may avoid unnecessary copying by pandas when calling `loc`
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"""
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_data: pd.DataFrame # underlying data.

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