feat: add instrument context to inst_processor #959
Merged
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Add instrument context to inst_processor
Description
Many indicator analysis need to use forward adjust stock price, but this price need to be calculated when load the data, so I need to write inst_processor to pre-calculate the forward adjust stock price like following, I want to read the latest adjfactor from source data, but there is no context in call.
Motivation and Context
How Has This Been Tested?
<! --- Put an
x
in all the boxes that apply: --->pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Types of changes