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Fix code.

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lwwang1995
2020-12-09 18:11:35 +08:00
committed by you-n-g
parent 89ec87e45b
commit 73669de392
2 changed files with 8 additions and 11 deletions
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6
qlib/data/dataset/processor.py
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@@ -113,11 +113,7 @@ class FilterCol(Processor):
all_cols = df.columns
diff_cols = np.setdiff1d(all_cols.get_level_values(-1), cols.get_level_values(-1))
self.col_list = np.union1d(diff_cols, self.col_list)
if isinstance(df.columns, pd.MultiIndex):
mask = df.columns.get_level_values(-1).isin(self.col_list)
else:
mask = df.columns.isin(self.col_list)
mask = df.columns.get_level_values(-1).isin(self.col_list)
return df.loc[:, mask]