From 2a32ec1d77fc5915d5edab6981b644f64b79f2ba Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 25 Jul 2022 10:19:09 +0800 Subject: [PATCH] Update handler.py to fix CI (#1227) * Update handler.py * Update handler.py --- qlib/contrib/data/handler.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/qlib/contrib/data/handler.py b/qlib/contrib/data/handler.py index d9d09dbfff..07eb2da258 100644 --- a/qlib/contrib/data/handler.py +++ b/qlib/contrib/data/handler.py @@ -280,11 +280,11 @@ def use(x): fields += ["Slope($close, %d)/$close" % d for d in windows] names += ["BETA%d" % d for d in windows] if use("RSQR"): - # The R-sqaure value of linear regression for the past d days, represent the trend linearity for past d days. + # The R-sqaure value of linear regression for the past d days, represent the trend linear fields += ["Rsquare($close, %d)" % d for d in windows] names += ["RSQR%d" % d for d in windows] if use("RESI"): - # The redisdual for linear regression for the past d days, represent the trend linearity for past d days. + # The redisdual for linear regression for the past d days, represent the trend linearity for past d days. fields += ["Resi($close, %d)/$close" % d for d in windows] names += ["RESI%d" % d for d in windows] if use("MAX"): @@ -297,7 +297,7 @@ def use(x): names += ["MIN%d" % d for d in windows] if use("QTLU"): # The 80% quantile of past d day's close price, divided by latest close price to remove unit - # Used with MIN and MAX + # Used with MIN and MAX fields += ["Quantile($close, %d, 0.8)/$close" % d for d in windows] names += ["QTLU%d" % d for d in windows] if use("QTLD"): @@ -305,7 +305,7 @@ def use(x): fields += ["Quantile($close, %d, 0.2)/$close" % d for d in windows] names += ["QTLD%d" % d for d in windows] if use("RANK"): - # Get the percentile of current close price in past d day's close price. + # Get the percentile of current close price in past d day's close price. # Represent the current price level comparing to past N days, add additional information to moving average. fields += ["Rank($close, %d)" % d for d in windows] names += ["RANK%d" % d for d in windows] @@ -316,14 +316,14 @@ def use(x): if use("IMAX"): # The number of days between current date and previous highest price date. # Part of Aroon Indicator https://www.investopedia.com/terms/a/aroon.asp - # The indicator measures the time between highs and the time between lows over a time period. + # The indicator measures the time between highs and the time between lows over a time period. # The idea is that strong uptrends will regularly see new highs, and strong downtrends will regularly see new lows. fields += ["IdxMax($high, %d)/%d" % (d, d) for d in windows] names += ["IMAX%d" % d for d in windows] if use("IMIN"): # The number of days between current date and previous lowest price date. # Part of Aroon Indicator https://www.investopedia.com/terms/a/aroon.asp - # The indicator measures the time between highs and the time between lows over a time period. + # The indicator measures the time between highs and the time between lows over a time period. # The idea is that strong uptrends will regularly see new highs, and strong downtrends will regularly see new lows. fields += ["IdxMin($low, %d)/%d" % (d, d) for d in windows] names += ["IMIN%d" % d for d in windows]