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Fix pytorch ts model loader bug

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Jactus
2021-03-10 16:43:32 +08:00
parent 91eef93386
commit 119fe90570
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_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)

4
qlib/contrib/model/pytorch_gats_ts.py
View File

@@ -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)

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

@@ -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)

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_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)