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fix some small bug

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Young
2020-11-14 08:23:19 +00:00
parent ea5f14ce12
commit 7a79028a72
6 changed files with 40 additions and 17 deletions
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qlib/data/dataset/utils.py
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@@ -52,4 +52,4 @@ def fetch_df_by_index(
idx_slc = (selector, slice(None, None))
if get_level_index(df, level) == 1:
idx_slc = idx_slc[1], idx_slc[0]
return df.loc(axis=0)[idx_slc]
return df.loc[pd.IndexSlice[idx_slc], ] # This could be faster than df.loc(axis=0)[idx_slc]