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Update R and workflow

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Jactus
2020-11-16 15:49:50 +08:00
parent c06914eb39
commit 42867264f3
13 changed files with 301 additions and 275 deletions
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4
qlib/data/dataset/utils.py
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@@ -52,4 +52,6 @@ def fetch_df_by_index(
idx_slc = (selector, slice(None, None))
if get_level_index(df, level) == 1:
idx_slc = idx_slc[1], idx_slc[0]
return df.loc[pd.IndexSlice[idx_slc], ] # This could be faster than df.loc(axis=0)[idx_slc]
return df.loc[
pd.IndexSlice[idx_slc],
] # This could be faster than df.loc(axis=0)[idx_slc]