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mirror of https://github.com/microsoft/qlib.git synced 2026-07-17 01:14:35 +08:00
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bxdd
2021-03-25 21:47:17 +08:00
parent d6ff764bb2
commit 194217fb07

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