diff --git a/qlib/contrib/data/dataset.py b/qlib/contrib/data/dataset.py index 37d979c5b..cfda942f4 100644 --- a/qlib/contrib/data/dataset.py +++ b/qlib/contrib/data/dataset.py @@ -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)