From f29f66de635424e37f897ed52a1fbf85879f3ef3 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 3 Jan 2022 15:14:19 +0800 Subject: [PATCH 1/2] Update data.rst --- docs/component/data.rst | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/docs/component/data.rst b/docs/component/data.rst index ada056c778..ae48bae171 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -21,6 +21,12 @@ The introduction of ``Data Layer`` includes the following parts. - Cache - Data and Cache File Structure +Here is a typical example of Qlib data workflow + +- User download data and converting data into data (with filename suffix `.bin`) in Qlib format. In this step, typically only some basic data is stored on disk(such as OHLCV). +- Creating some basic features based on Qlib's expression Engine(e.g. "Ref($close, 60) / $close", the return of last 60 trading days). Supported operators in the expression engine can be found `here `_. This step is typically implemented in Qlib's `Data Loader `_ which is a component of `Data Handler `_ . +- If users requires more complicated data processing (e.g. data normalization), `Data Handler `_ support user-customized processors to process data(some predefined processors can be found `here `_). The processors are different from operators in expression engine. It is designed for some complicated data processing methods which is hard to supported in operators in expression engine. +- At last, `Dataset `_ is responsible to prepare model-specific dataset from the processed data of Data Handler Data Preparation ============================ From abfb66b555b95cde883d06e11552352e1163cb86 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 3 Jan 2022 17:59:05 +0800 Subject: [PATCH 2/2] Update data.rst --- docs/component/data.rst | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/component/data.rst b/docs/component/data.rst index ae48bae171..b7b457d0ba 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -23,9 +23,9 @@ The introduction of ``Data Layer`` includes the following parts. Here is a typical example of Qlib data workflow -- User download data and converting data into data (with filename suffix `.bin`) in Qlib format. In this step, typically only some basic data is stored on disk(such as OHLCV). +- Users download data and converting data into Qlib format(with filename suffix `.bin`). In this step, typically only some basic data are stored on disk(such as OHLCV). - Creating some basic features based on Qlib's expression Engine(e.g. "Ref($close, 60) / $close", the return of last 60 trading days). Supported operators in the expression engine can be found `here `_. This step is typically implemented in Qlib's `Data Loader `_ which is a component of `Data Handler `_ . -- If users requires more complicated data processing (e.g. data normalization), `Data Handler `_ support user-customized processors to process data(some predefined processors can be found `here `_). The processors are different from operators in expression engine. It is designed for some complicated data processing methods which is hard to supported in operators in expression engine. +- If users require more complicated data processing (e.g. data normalization), `Data Handler `_ support user-customized processors to process data(some predefined processors can be found `here `_). The processors are different from operators in expression engine. It is designed for some complicated data processing methods which is hard to supported in operators in expression engine. - At last, `Dataset `_ is responsible to prepare model-specific dataset from the processed data of Data Handler Data Preparation