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Fix deprecated syntax in numpy (#1507)

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* Fix deprecated syntax in numpy

* Replace np.bool with bool
This commit is contained in:
Chaoying
2023-05-08 16:17:02 +08:00
committed by GitHub
parent b084c352f5
commit 37a59f28d3
3 changed files with 3 additions and 3 deletions
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2
qlib/contrib/strategy/rule_strategy.py
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@@ -635,7 +635,7 @@ class FileOrderStrategy(BaseStrategy):
self.order_df = file self.order_df = file
else: else:
with get_io_object(file) as f: 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["datetime"] = self.order_df["datetime"].apply(pd.Timestamp)
self.order_df = self.order_df.set_index(["datetime", "instrument"]) self.order_df = self.order_df.set_index(["datetime", "instrument"])

2
qlib/data/dataset/__init__.py
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@@ -417,7 +417,7 @@ class TSDataSampler:
# NOTE: bool(np.nan) is True !!!!!!!! # NOTE: bool(np.nan) is True !!!!!!!!
# make sure reindex comes first. Otherwise extra NaN may appear. # make sure reindex comes first. Otherwise extra NaN may appear.
flt_data = flt_data.swaplevel() 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.flt_data = flt_data.values
self.idx_map = self.flt_idx_map(self.flt_data, self.idx_map) 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]] self.data_index = self.data_index[np.where(self.flt_data)[0]]

2
tests/misc/test_index_data.py
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@@ -76,7 +76,7 @@ class IndexDataTest(unittest.TestCase):
self.assertTrue(np.isnan(sd.loc["bar", "g"])) self.assertTrue(np.isnan(sd.loc["bar", "g"]))
# support slicing # 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)) print(self.assertTrue(idd.SingleData().index == idd.SingleData().index))