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fix horizon

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This commit is contained in:
Dong Zhou
2021-07-22 18:52:48 +08:00
committed by you-n-g
parent a2c38c979e
commit 319a2f38cc
1 changed files with 1 additions and 1 deletions
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qlib/contrib/data/dataset.py
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@@ -319,7 +319,7 @@ class MTSDatasetH(DatasetH):
data.append(_maybe_padding(self._data[slc], self.seq_len, self._zeros))
if self.memory_mode == "sample":
state.append(_maybe_padding(self._memory[slc][: -self.horizon], self.seq_len, self._zeros))
state.append(_maybe_padding(self._memory[slc], self.seq_len, self._zeros)[: -self.horizon])
label.append(self._label[slc.stop - 1])
index.append(slc.stop - 1)