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Dong Zhou
2021-07-21 13:28:43 +08:00
committed by you-n-g
parent 07655f2d5b
commit a2c38c979e
2 changed files with 10 additions and 5 deletions
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qlib/contrib/data/dataset.py
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@@ -122,7 +122,7 @@ class MTSDatasetH(DatasetH):
shuffle=True,
drop_last=False,
input_size=None,
**kwargs
**kwargs,
):
assert num_states == 0 or horizon > 0, "please specify `horizon` to avoid data leakage"