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fix: highfreq_gdbt_model of prepare data (#846)

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Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
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Jiabao Qu
2022-01-12 21:36:23 +08:00
committed by GitHub
parent 6f71f8a46b
commit 8261965015
1 changed files with 1 additions and 1 deletions
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qlib/contrib/model/highfreq_gdbt_model.py
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@@ -86,7 +86,7 @@ class HFLGBModel(ModelFT, LightGBMFInt):
raise ValueError("Empty data from dataset, please check your dataset config.") raise ValueError("Empty data from dataset, please check your dataset config.")
x_train, y_train = df_train["feature"], df_train["label"] x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_train["feature"], df_valid["label"] x_valid, y_valid = df_valid["feature"], df_valid["label"]
if y_train.values.ndim == 2 and y_train.values.shape[1] == 1: if y_train.values.ndim == 2 and y_train.values.shape[1] == 1:
l_name = df_train["label"].columns[0] l_name = df_train["label"].columns[0]
# Convert label into alpha # Convert label into alpha