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Fix hist_ref in update.py (#1096)

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* Fix hist_ref in update.py

* Update setup.py
This commit is contained in:
you-n-g
2022-06-14 11:59:43 +08:00
committed by GitHub
parent 50409ff17b
commit 3fcbaa33fa
1 changed files with 3 additions and 3 deletions
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6
qlib/workflow/online/update.py
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@@ -131,7 +131,7 @@ class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
.. note::
the start_time is not included in the hist_ref
the start_time is not included in the `hist_ref`; So the `hist_ref` will be `step_len - 1` in most cases
loader_cls : type
the class to load the model and dataset
@@ -184,9 +184,9 @@ class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
dataset: DatasetH = self.record.load_object("dataset") if unprepared_dataset is None else unprepared_dataset
# Special treatment of historical dependencies
if isinstance(dataset, TSDatasetH):
hist_ref = dataset.step_len
hist_ref = dataset.step_len - 1
else:
hist_ref = 0
hist_ref = 0 # if only the lastest data is used, then only current data will be used and no historical data will be used
else:
hist_ref = self.hist_ref