.deepsource.toml
.dockerignore
.gitignore
.mypy.ini
.pre-commit-config.yaml
.pylintrc
.readthedocs.yaml
CHANGES.rst
CODE_OF_CONDUCT.md
Dockerfile
LICENSE
MANIFEST.in
Makefile
README.md
SECURITY.md
build_docker_image.sh
pyproject.toml
setup.py
.github/
 ISSUE_TEMPLATE/
 PULL_REQUEST_TEMPLATE.md
 brew_install.sh
 labeler.yml
 release-drafter.yml
 workflows/
scripts/
 README.md
 check_data_health.py
 check_dump_bin.py
 collect_info.py
 data_collector/
 dump_bin.py
 ...
examples/
 ...
qlib/
 ...
docs/
 ...
tests/
 ...

class CalendarStorage(BaseStorage):
    def __init__(self, freq: str, future: bool, **kwargs):
        self.freq = freq
        self.future = future
        self.kwargs = kwargs

    @property
    def data(self) -> Iterable[CalVT]:
        raise NotImplementedError("Subclass of CalendarStorage must implement `data` method")
    # 其他方法...

class InstrumentStorage(BaseStorage):
    def __init__(self, market: str, freq: str, **kwargs):
        self.market = market
        self.freq = freq
        self.kwargs = kwargs

    @property
    def data(self) -> Dict[InstKT, InstVT]:
        raise NotImplementedError("Subclass of InstrumentStorage must implement `data` method")
    # 其他方法...

class FeatureStorage(BaseStorage):
    def __init__(self, instrument: str, field: str, freq: str, **kwargs):
        self.instrument = instrument
        self.field = field
        self.freq = freq
        self.kwargs = kwargs

    @property
    def data(self) -> pd.Series:
        raise NotImplementedError("Subclass of FeatureStorage must implement `data` method")
    # 其他方法...

class BaseHandlerStorage:
    def fetch(
        self,
        selector: Union[pd.Timestamp, slice, str, list] = slice(None, None),
        level: Union[str, int] = "datetime",
        col_set: Union[str, List[str]] = DataHandler.CS_ALL,
        fetch_orig: bool = True,
        proc_func: Callable = None,
        **kwargs,
    ) -> pd.DataFrame:
        raise NotImplementedError("fetch is method not implemented!")

    @staticmethod
    def from_df(df: pd.DataFrame):
        raise NotImplementedError("from_df method is not implemented!")

    def is_proc_func_supported(self):
        raise NotImplementedError("is_proc_func_supported method is not implemented!")

class HashingStockStorage(BaseHandlerStorage):
    def __init__(self, df):
        self.hash_df = dict()
        self.stock_level = get_level_index(df, "instrument")
        for k, v in df.groupby(level="instrument"):
            self.hash_df[k] = v
        self.columns = df.columns

    def fetch(
        self,
        selector: Union[pd.Timestamp, slice, str] = slice(None, None),
        level: Union[str, int] = "datetime",
        col_set: Union[str, List[str]] = DataHandler.CS_ALL,
        fetch_orig: bool = True,
    ) -> pd.DataFrame:
        # 具体实现...