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fix bug in resam feature

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bxdd
2021-06-27 17:49:49 +00:00
parent b6564cd760
commit 284d96761b
1 changed files with 1 additions and 1 deletions
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qlib/utils/resam.py
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@@ -328,7 +328,7 @@ def resam_ts_data(
if datetime_level:
feature = feature.loc[selector_datetime]
else:
feature = feature.loc[(slice(None), selector_datetime)]
feature = feature.loc(axis=0)[(slice(None), selector_datetime)]
if feature.empty:
return None