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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 all_cols = df.columns
diff_cols = np.setdiff1d(all_cols.get_level_values(-1), cols.get_level_values(-1)) 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) self.col_list = np.union1d(diff_cols, self.col_list)
mask = df.columns.get_level_values(-1).isin(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)
return df.loc[:, mask] return df.loc[:, mask]

13
qlib/workflow/record_temp.py
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@@ -131,7 +131,13 @@ class SignalRecord(RecordTemp):
pprint(pred.head(5)) pprint(pred.head(5))
# save according label # save according label
if isinstance(self.dataset, DatasetH): if isinstance(self.dataset, TSDatasetH):
index = raw_label.get_index()
raw_label = raw_label.data.loc[index]
raw_label = raw_label[:, -1:]
self.recorder.save_objects(**{"label.pkl": raw_label})
elif isinstance(self.dataset, DatasetH):
params = dict(self=self.dataset, segments="test", col_set="label", data_key=DataHandlerLP.DK_R) params = dict(self=self.dataset, segments="test", col_set="label", data_key=DataHandlerLP.DK_R)
try: try:
# Assume the backend handler is DataHandlerLP # Assume the backend handler is DataHandlerLP
@@ -142,11 +148,6 @@ class SignalRecord(RecordTemp):
# The backend handler should be DataHandler # The backend handler should be DataHandler
raw_label = DatasetH.prepare(**params) raw_label = DatasetH.prepare(**params)
if not isinstance(raw_label, pd.DataFrame):
index = raw_label.get_index()
raw_label = raw_label.data.loc[index]
raw_label = raw_label.iloc[:, -1:]
self.recorder.save_objects(**{"label.pkl": raw_label}) self.recorder.save_objects(**{"label.pkl": raw_label})
def list(self): def list(self):