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broadcast_to and get single data

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wangwenxi.handsome
2021-09-01 13:17:55 +00:00
committed by you-n-g
parent 9446116642
commit 4da3f3b104
2 changed files with 5 additions and 2 deletions
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2
qlib/backtest/high_performance_ds.py
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@@ -150,7 +150,7 @@ class CN1minNumpyQuote(BaseQuote):
# single data
# If it don't consider the classification of single data, it will consume a lot of time.
if is_single_value(start_time, end_time, self.freq) and method is not None:
if is_single_value(start_time, end_time, self.freq):
# this is a very special case.
# skip aggregating function to speed-up the query calculation
try:

5
qlib/utils/index_data.py
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@@ -335,7 +335,8 @@ class IndexData(metaclass=index_data_ops_creator):
data_shape = tuple(data_shape)
# broadcast the data to expected shape
self.data = np.broadcast_to(self.data, data_shape)
if self.data.shape != data_shape:
self.data = np.broadcast_to(self.data, data_shape)
self.data = self.data.astype(np.float64)
# Please notice following cases when converting the type
@@ -492,6 +493,8 @@ class SingleData(IndexData):
elif isinstance(data, pd.Series):
assert len(index) == 0
index, data = data.index, data.values
elif isinstance(data, (int, float, np.number)):
data = [data]
super().__init__(data, index)
assert self.ndim == 1