diff --git a/qlib/contrib/strategy/rule_strategy.py b/qlib/contrib/strategy/rule_strategy.py index 657c62def..30facf3a3 100644 --- a/qlib/contrib/strategy/rule_strategy.py +++ b/qlib/contrib/strategy/rule_strategy.py @@ -635,7 +635,7 @@ class FileOrderStrategy(BaseStrategy): self.order_df = file else: with get_io_object(file) as f: - self.order_df = pd.read_csv(f, dtype={"datetime": np.str}) + self.order_df = pd.read_csv(f, dtype={"datetime": str}) self.order_df["datetime"] = self.order_df["datetime"].apply(pd.Timestamp) self.order_df = self.order_df.set_index(["datetime", "instrument"]) diff --git a/qlib/data/dataset/__init__.py b/qlib/data/dataset/__init__.py index 286418bcf..aacd58389 100644 --- a/qlib/data/dataset/__init__.py +++ b/qlib/data/dataset/__init__.py @@ -417,7 +417,7 @@ class TSDataSampler: # NOTE: bool(np.nan) is True !!!!!!!! # make sure reindex comes first. Otherwise extra NaN may appear. flt_data = flt_data.swaplevel() - flt_data = flt_data.reindex(self.data_index).fillna(False).astype(np.bool) + flt_data = flt_data.reindex(self.data_index).fillna(False).astype(bool) self.flt_data = flt_data.values self.idx_map = self.flt_idx_map(self.flt_data, self.idx_map) self.data_index = self.data_index[np.where(self.flt_data)[0]] diff --git a/tests/misc/test_index_data.py b/tests/misc/test_index_data.py index 20cda69ff..2db644f8a 100644 --- a/tests/misc/test_index_data.py +++ b/tests/misc/test_index_data.py @@ -76,7 +76,7 @@ class IndexDataTest(unittest.TestCase): self.assertTrue(np.isnan(sd.loc["bar", "g"])) # support slicing - print(sd.loc[~sd.loc[:, "g"].isna().data.astype(np.bool)]) + print(sd.loc[~sd.loc[:, "g"].isna().data.astype(bool)]) print(self.assertTrue(idd.SingleData().index == idd.SingleData().index))