From 08edb92461779e7b2ba666b1bd2c14e27969f848 Mon Sep 17 00:00:00 2001
From: binlins <981921742@qq.com>
Date: Fri, 7 May 2021 12:56:58 +0000
Subject: [PATCH] add flt_data doc

---
 qlib/data/dataset/__init__.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/qlib/data/dataset/__init__.py b/qlib/data/dataset/__init__.py
index a8b10a258..2173d87ae 100644
--- a/qlib/data/dataset/__init__.py
+++ b/qlib/data/dataset/__init__.py
@@ -272,6 +272,11 @@ class TSDataSampler:
                 ffill with previous sample
             ffill+bfill:
                 ffill with previous samples first and fill with later samples second
+        flt_data : pd.Series
+            a column of data(True or False) to filter data.
+            None:
+                kepp all data
+
         """
         self.start = start
         self.end = end