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Update handler processors docs (microsoft#879)
* Update handler.py * Update handler.py * Update handler.py
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qlib/data/dataset/handler.py

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@@ -333,7 +333,18 @@ class DataHandlerLP(DataHandler):
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"""
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DataHandler with **(L)earnable (P)rocessor**
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Tips to improving the performance of data handler
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This handler will produce three pieces of data in pd.DataFrame format.
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- DK_R / self._data: the raw data loaded from the loader
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- DK_I / self._infer: the data processed for inference
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- DK_L / self._learn: the data processed for learning model.
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The motivation of using different processor workflows for learning and inference
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Here are some examples.
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- The instrument universe for learning and inference may be different.
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- The processing of some samples may rely on label (for example, some samples hit the limit may need extra processing or be dropped).
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These processors only apply to the learning phase.
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Tips to improve the performance of data handler
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- To reduce the memory cost
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- `drop_raw=True`: this will modify the data inplace on raw data;
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"""

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