mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-11 06:46:56 +08:00
fix fillna bug (#1914)
* fix fillna bug * fix flake8 error * fix pylint error * update ubuntu version for action * fix pytest error * fix pylint error * fix black error * fix pylint error * add Fillna test * fix black error * add instruments * remove code
This commit is contained in:
@@ -10,6 +10,7 @@ sys.path.append(str(Path(__file__).resolve().parent))
|
||||
from qlib.data.dataset.loader import NestedDataLoader, QlibDataLoader
|
||||
from qlib.data.dataset.handler import DataHandlerLP
|
||||
from qlib.contrib.data.loader import Alpha158DL, Alpha360DL
|
||||
from qlib.data.dataset.processor import Fillna
|
||||
from qlib.data import D
|
||||
|
||||
|
||||
@@ -30,7 +31,7 @@ class TestDataLoader(unittest.TestCase):
|
||||
)
|
||||
# Of course you can use StaticDataLoader
|
||||
|
||||
dataset = nd.load(start_time="2020-01-01", end_time="2020-01-31")
|
||||
dataset = nd.load(instruments="csi300", start_time="2020-01-01", end_time="2020-01-31")
|
||||
|
||||
assert dataset is not None
|
||||
|
||||
@@ -45,6 +46,13 @@ class TestDataLoader(unittest.TestCase):
|
||||
|
||||
assert "LABEL0" in columns_list
|
||||
|
||||
assert dataset.isna().any().any()
|
||||
|
||||
fn = Fillna(fields_group="feature", fill_value=0)
|
||||
fn_dataset = fn.__call__(dataset)
|
||||
|
||||
assert not fn_dataset.isna().any().any()
|
||||
|
||||
# Then you can use it wth DataHandler;
|
||||
# NOTE: please note that the data processors are missing!!! You should add based on your requirements
|
||||
|
||||
|
||||
Reference in New Issue
Block a user