From 89ec87e45b26228e6fc550a5b5c32fdd5b318bb5 Mon Sep 17 00:00:00 2001 From: Wendi Li Date: Wed, 9 Dec 2020 12:10:02 +0800 Subject: [PATCH] Add files via upload --- examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py b/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py index 93f626efe..a15e3b740 100644 --- a/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py +++ b/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py @@ -43,7 +43,7 @@ class Alpha158Formatter(GenericDataFormatter): ("date", DataTypes.DATE, InputTypes.TIME), ("month", DataTypes.CATEGORICAL, InputTypes.KNOWN_INPUT), ("day_of_week", DataTypes.CATEGORICAL, InputTypes.KNOWN_INPUT), - # Selected 10 features + # Selected features ("RESI5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("WVMA5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("RSQR5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),