diff --git a/qlib/contrib/model/pytorch_nn.py b/qlib/contrib/model/pytorch_nn.py
index a41eeabbb..1623e7e1c 100644
--- a/qlib/contrib/model/pytorch_nn.py
+++ b/qlib/contrib/model/pytorch_nn.py
@@ -259,7 +259,7 @@ class DNNModelPytorch(Model):
             loss = torch.mul(sqr_loss, w).mean()
             return loss
         elif loss_type == "binary":
-            loss = nn.BCELoss()
+            loss = nn.BCELoss(weight=w)
             return loss(pred, target)
         else:
             raise NotImplementedError("loss {} is not supported!".format(loss_type))