From 319a2f38cc848f53cba6592affe38a846652b8e5 Mon Sep 17 00:00:00 2001 From: Dong Zhou Date: Thu, 22 Jul 2021 18:52:48 +0800 Subject: [PATCH] fix horizon --- qlib/contrib/data/dataset.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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)