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Add some misc features. (#1816)

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This commit is contained in:
you-n-g
2024-06-26 18:34:00 +08:00
committed by GitHub
parent cde80206e4
commit 5190332c7e
15 changed files with 290 additions and 76 deletions
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qlib/contrib/model/linear.py
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@@ -63,6 +63,7 @@ class LinearModel(Model):
df_train = pd.concat([df_train, df_valid])
except KeyError:
get_module_logger("LinearModel").info("include_valid=True, but valid does not exist")
df_train = df_train.dropna()
if df_train.empty:
raise ValueError("Empty data from dataset, please check your dataset config.")
if reweighter is not None: