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add flt_data doc

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binlins
2021-05-07 12:56:58 +00:00
parent bec65ddf94
commit 08edb92461
1 changed files with 5 additions and 0 deletions
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qlib/data/dataset/__init__.py
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@@ -272,6 +272,11 @@ class TSDataSampler:
ffill with previous sample ffill with previous sample
ffill+bfill: ffill+bfill:
ffill with previous samples first and fill with later samples second 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.start = start
self.end = end self.end = end