1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-05 03:50:57 +08:00
This commit is contained in:
bxdd
2021-03-25 21:47:17 +08:00
parent d6ff764bb2
commit 194217fb07

View File

@@ -103,21 +103,21 @@ class RollingDataWorkflow(object):
dataset.init(
handler_kwargs={
"init_type": DataHandlerLP.IT_FIT_SEQ,
"start_time": datetime(train_start_time[0] + 1, *train_start_time[1:]),
"end_time": datetime(test_end_time[0] + 1, *test_end_time[1:]),
"start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
"end_time": datetime(test_end_time[0] + rolling_offset, *test_end_time[1:]),
},
segment_kwargs={
"train": (
datetime(train_start_time[0] + 1, *train_start_time[1:]),
datetime(train_end_time[0], *train_end_time[1:]),
datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
),
"valid": (
datetime(valid_start_time[0] + 1, *valid_start_time[1:]),
datetime(valid_end_time[0], *valid_end_time[1:]),
datetime(valid_start_time[0] + rolling_offset, *valid_start_time[1:]),
datetime(valid_end_time[0] + rolling_offset, *valid_end_time[1:]),
),
"test": (
datetime(test_start_time[0] + 1, *test_start_time[1:]),
datetime(test_end_time[0], *test_end_time[1:]),
datetime(test_start_time[0] + rolling_offset, *test_start_time[1:]),
datetime(test_end_time[0] + rolling_offset, *test_end_time[1:]),
),
},
)