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Wendi Li
2020-12-09 12:10:02 +08:00
committed by you-n-g
parent 15cdfeb121
commit 89ec87e45b
1 changed files with 1 additions and 1 deletions
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examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py
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@@ -43,7 +43,7 @@ class Alpha158Formatter(GenericDataFormatter):
("date", DataTypes.DATE, InputTypes.TIME), ("date", DataTypes.DATE, InputTypes.TIME),
("month", DataTypes.CATEGORICAL, InputTypes.KNOWN_INPUT), ("month", DataTypes.CATEGORICAL, InputTypes.KNOWN_INPUT),
("day_of_week", 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), ("RESI5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("WVMA5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("WVMA5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),
("RSQR5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT), ("RSQR5", DataTypes.REAL_VALUED, InputTypes.OBSERVED_INPUT),