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Merge pull request #322 from Derek-Wds/bug

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Fix pytorch ts model loader bug
This commit is contained in:
you-n-g
2021-03-10 19:47:56 +08:00
committed by GitHub
parent e2817ab87c 119fe90570
commit 0054a4db2a
4 changed files with 20 additions and 8 deletions
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8
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -210,8 +210,12 @@ class ALSTM(Model):
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.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) train_loader = DataLoader(
valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs) 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: if save_path == None:
save_path = create_save_path(save_path) save_path = create_save_path(save_path)

4
qlib/contrib/model/pytorch_gats_ts.py
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@@ -258,8 +258,8 @@ class GATs(Model):
sampler_train = DailyBatchSampler(dl_train) sampler_train = DailyBatchSampler(dl_train)
sampler_valid = DailyBatchSampler(dl_valid) sampler_valid = DailyBatchSampler(dl_valid)
train_loader = DataLoader(dl_train, sampler=sampler_train, 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) valid_loader = DataLoader(dl_valid, sampler=sampler_valid, num_workers=self.n_jobs, drop_last=True)
if save_path == None: if save_path == None:
save_path = create_save_path(save_path) save_path = create_save_path(save_path)

8
qlib/contrib/model/pytorch_gru_ts.py
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@@ -210,8 +210,12 @@ class GRU(Model):
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.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) train_loader = DataLoader(
valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs) 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: if save_path == None:
save_path = create_save_path(save_path) save_path = create_save_path(save_path)

8
qlib/contrib/model/pytorch_lstm_ts.py
View File

@@ -210,8 +210,12 @@ class LSTM(Model):
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.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) train_loader = DataLoader(
valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs) 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: if save_path == None:
save_path = create_save_path(save_path) save_path = create_save_path(save_path)