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simplify the code and prevent float when shifting

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Young
2021-06-20 08:03:00 +00:00
committed by you-n-g
parent 0aee46ee79
commit a3679e6758
1 changed files with 3 additions and 3 deletions
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qlib/data/cache.py
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@@ -784,10 +784,10 @@ class DiskDatasetCache(DatasetCache):
def build_index_from_data(data, start_index=0):
if data.empty:
return pd.DataFrame()
line_data = data.iloc[:, 0].fillna(0).groupby("datetime").count()
line_data = data.groupby("datetime").size()
line_data.sort_index(inplace=True)
index_end = line_data.cumsum()
index_start = index_end.shift(1).fillna(0)
index_start = index_end.shift(1, fill_value=0)
index_data = pd.DataFrame()
index_data["start"] = index_start