diff --git a/qlib/contrib/model/pytorch_alstm_ts.py b/qlib/contrib/model/pytorch_alstm_ts.py
index 725568de8..ad3945368 100644
--- a/qlib/contrib/model/pytorch_alstm_ts.py
+++ b/qlib/contrib/model/pytorch_alstm_ts.py
@@ -210,8 +210,12 @@ class ALSTM(Model):
         dl_train.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
         dl_valid.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
 
-        train_loader = DataLoader(dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs)
-        valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs)
+        train_loader = DataLoader(
+            dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs, drop_last=True
+        )
+        valid_loader = DataLoader(
+            dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs, drop_last=True
+        )
 
         if save_path == None:
             save_path = create_save_path(save_path)
diff --git a/qlib/contrib/model/pytorch_gats_ts.py b/qlib/contrib/model/pytorch_gats_ts.py
index 1e94f56e4..241debe61 100644
--- a/qlib/contrib/model/pytorch_gats_ts.py
+++ b/qlib/contrib/model/pytorch_gats_ts.py
@@ -258,8 +258,8 @@ class GATs(Model):
         sampler_train = DailyBatchSampler(dl_train)
         sampler_valid = DailyBatchSampler(dl_valid)
 
-        train_loader = DataLoader(dl_train, sampler=sampler_train, num_workers=self.n_jobs)
-        valid_loader = DataLoader(dl_valid, sampler=sampler_valid, num_workers=self.n_jobs)
+        train_loader = DataLoader(dl_train, sampler=sampler_train, num_workers=self.n_jobs, drop_last=True)
+        valid_loader = DataLoader(dl_valid, sampler=sampler_valid, num_workers=self.n_jobs, drop_last=True)
 
         if save_path == None:
             save_path = create_save_path(save_path)
diff --git a/qlib/contrib/model/pytorch_gru_ts.py b/qlib/contrib/model/pytorch_gru_ts.py
index bb6618b85..a0b240ef4 100755
--- a/qlib/contrib/model/pytorch_gru_ts.py
+++ b/qlib/contrib/model/pytorch_gru_ts.py
@@ -210,8 +210,12 @@ class GRU(Model):
         dl_train.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
         dl_valid.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
 
-        train_loader = DataLoader(dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs)
-        valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs)
+        train_loader = DataLoader(
+            dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs, drop_last=True
+        )
+        valid_loader = DataLoader(
+            dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs, drop_last=True
+        )
 
         if save_path == None:
             save_path = create_save_path(save_path)
diff --git a/qlib/contrib/model/pytorch_lstm_ts.py b/qlib/contrib/model/pytorch_lstm_ts.py
index cf4f8fb9f..d0decc5fb 100755
--- a/qlib/contrib/model/pytorch_lstm_ts.py
+++ b/qlib/contrib/model/pytorch_lstm_ts.py
@@ -210,8 +210,12 @@ class LSTM(Model):
         dl_train.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
         dl_valid.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
 
-        train_loader = DataLoader(dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs)
-        valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs)
+        train_loader = DataLoader(
+            dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs, drop_last=True
+        )
+        valid_loader = DataLoader(
+            dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs, drop_last=True
+        )
 
         if save_path == None:
             save_path = create_save_path(save_path)