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Jactus
2020-11-25 20:40:45 +08:00
parent 510be10a87
commit 7201334733
2 changed files with 8 additions and 10 deletions
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2
examples/benchmarks/TFT/tft.py
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@@ -232,7 +232,7 @@ class TFTModel(ModelFT):
p90_forecast = self.data_formatter.format_predictions(output_map["p90"]) p90_forecast = self.data_formatter.format_predictions(output_map["p90"])
tf.keras.backend.set_session(default_keras_session) tf.keras.backend.set_session(default_keras_session)
predict = format_score(p90_forecast, "pred", 0) # self.label_shift predict = format_score(p90_forecast, "pred", 0) # self.label_shift
label = format_score(targets, "label", 0) label = format_score(targets, "label", 0)
# ===========================Predicting Process=========================== # ===========================Predicting Process===========================
return predict, label return predict, label

16
qlib/data/dataset/loader.py
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@@ -21,18 +21,16 @@ class DataLoader(abc.ABC):
@abc.abstractmethod @abc.abstractmethod
def load(self, instruments, start_time=None, end_time=None) -> pd.DataFrame: def load(self, instruments, start_time=None, end_time=None) -> pd.DataFrame:
""" """
load the data as pd.DataFrame load the data as pd.DataFrame.
Parameters Parameters
---------- ----------
self : [TODO:type] instruments : str or dict
[TODO:description] it can either be the market name or the config file of instruments generated by InstrumentProvider.
instruments : [TODO:type] start_time : str
[TODO:description] start of the time range.
start_time : [TODO:type] end_time : str
[TODO:description] end of the time range.
end_time : [TODO:type]
[TODO:description]
Returns Returns
------- -------