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Jactus
2020-11-11 09:34:10 +08:00
parent 1a8ef55dc7
commit 722655ad13
15 changed files with 111 additions and 114 deletions
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4
qlib/contrib/model/pytorch_nn.py
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@@ -159,9 +159,7 @@ class DNNModelPytorch(Model):
x_valid, y_valid = df_valid["feature"], df_valid["label"]
try:
wdf_train, wdf_valid = dataset.prepare(
["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L
)
wdf_train, wdf_valid = dataset.prepare(["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L)
w_train, w_valid = wdf_train["weight"], wdf_valid["weight"]
except:
w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)