Update Highfreq Handler & Ops / Fix a Highfreq Bug#254
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you-n-g merged 6 commits intomicrosoft:mainfrom Feb 5, 2021
Merged
Update Highfreq Handler & Ops / Fix a Highfreq Bug#254you-n-g merged 6 commits intomicrosoft:mainfrom
you-n-g merged 6 commits intomicrosoft:mainfrom
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you-n-g
reviewed
Feb 3, 2021
examples/highfreq/highfreq_ops.py
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| def __init__(self, feature, l=None, r=None): | ||
| self.l = l | ||
| self.r = r | ||
| if (self.l != None and self.l <= 0) or (self.r != None and self.r >= 0): |
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is None is better than != None
examples/highfreq/highfreq_ops.py
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| def get_extended_window_size(self): | ||
| ll = 0 if self.l == None else self.l | ||
| rr = 0 if self.r == None else abs(self.r) |
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Why abs is only used for self.r ?
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I hope that self.l > 0 and self.r < 0. It mean cut slice [self.l, self.len + r) of raw data.
you-n-g
reviewed
Feb 5, 2021
examples/highfreq/highfreq_ops.py
Outdated
| self.l = l | ||
| self.r = r | ||
| if (self.l != None and self.l <= 0) or (self.r != None and self.r >= 0): | ||
| if (not self.l is None and self.l <= 0) or (not self.r is None and self.r >= 0): |
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The code is right, but it looks weird.
XXX is not YYYY is preferred than not XXX is YYYY
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Description
Update Highfreq Handler & Ops / Fix a Highfreq Bug
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes