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Fix the index type of the multi-freq example

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zhupr
2021-08-30 18:36:38 +08:00
committed by you-n-g
parent ee5f3de800
commit 6e88ccca88
1 changed files with 1 additions and 0 deletions
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examples/benchmarks/LightGBM/features_sample.py
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@@ -11,6 +11,7 @@ class ResampleProcessor(InstProcessor):
self.minute = minute self.minute = minute
def __call__(self, df: pd.DataFrame, *args, **kwargs): def __call__(self, df: pd.DataFrame, *args, **kwargs):
df.index = pd.to_datetime(df.index)
df = df.loc[df.index.time == datetime.time(self.hour, self.minute)] df = df.loc[df.index.time == datetime.time(self.hour, self.minute)]
df.index = df.index.normalize() df.index = df.index.normalize()
return df return df