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Remove deprecated warning for numpy>=1.20.0

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Jactus
2021-03-10 10:38:43 +08:00
parent 78bc2c8748
commit 105fe1d3ed
2 changed files with 2 additions and 2 deletions
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2
qlib/data/dataset/__init__.py
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@@ -413,7 +413,7 @@ class TSDataSampler:
# 1) for better performance, use the last nan line for padding the lost date # 1) for better performance, use the last nan line for padding the lost date
# 2) In case of precision problems. We use np.float64. # TODO: I'm not sure if whether np.float64 will result in # 2) In case of precision problems. We use np.float64. # TODO: I'm not sure if whether np.float64 will result in
# precision problems. It will not cause any problems in my tests at least # precision problems. It will not cause any problems in my tests at least
indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(np.int) indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(int)
data = self.data_arr[indices] data = self.data_arr[indices]
if isinstance(idx, mtit): if isinstance(idx, mtit):

2
qlib/utils/__init__.py
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@@ -64,7 +64,7 @@ def np_ffill(arr: np.array):
arr : np.array arr : np.array
Input numpy 1D array Input numpy 1D array
""" """
mask = np.isnan(arr.astype(np.float)) # np.isnan only works on np.float mask = np.isnan(arr.astype(float)) # np.isnan only works on np.float
# get fill index # get fill index
idx = np.where(~mask, np.arange(mask.shape[0]), 0) idx = np.where(~mask, np.arange(mask.shape[0]), 0)
np.maximum.accumulate(idx, out=idx) np.maximum.accumulate(idx, out=idx)