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Update handler processors docs #879

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Jan 25, 2022
Merged

Update handler processors docs #879

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Update handler.py
you-n-g Jan 21, 2022
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Update handler.py
you-n-g Jan 21, 2022
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Update handler.py
you-n-g Jan 21, 2022
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13 changes: 12 additions & 1 deletion qlib/data/dataset/handler.py
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Expand Up @@ -333,7 +333,18 @@ class DataHandlerLP(DataHandler):
"""
DataHandler with **(L)earnable (P)rocessor**

Tips to improving the performance of data handler
This handler will produce three pieces of data in pd.DataFrame format.
- DK_R / self._data: the raw data loaded from the loader
- DK_I / self._infer: the data processed for inference
- DK_L / self._learn: the data processed for learning model.

The motivation of using different processor workflows for learning and inference
Here are some examples.
- The instrument universe for learning and inference may be different.
- The processing of some samples may rely on label (for example, some samples hit the limit may need extra processing or be dropped).
These processors only apply to the learning phase.

Tips to improve the performance of data handler
- To reduce the memory cost
- `drop_raw=True`: this will modify the data inplace on raw data;
"""
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