from qlib.data.dataset.handler import DataHandlerLP from qlib.data.dataset.loader import DataLoaderDH from qlib.contrib.data.handler import check_transform_proc class RollingDataHandler(DataHandlerLP): def __init__( self, start_time=None, end_time=None, infer_processors=[], learn_processors=[], fit_start_time=None, fit_end_time=None, data_loader_kwargs={}, ): infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time) learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time) data_loader = { "class": "DataLoaderDH", "kwargs": {**data_loader_kwargs}, } super().__init__( instruments=None, start_time=start_time, end_time=end_time, data_loader=data_loader, infer_processors=infer_processors, learn_processors=learn_processors, )