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Update filter.py

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you-n-g
2021-02-19 20:12:03 +08:00
parent 50d5fcf61e
commit a72911e4f8
1 changed files with 2 additions and 1 deletions
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qlib/data/filter.py
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@@ -355,6 +355,7 @@ class ExpressionDFilter(SeriesDFilter):
all_filter_series = _features[rule_expression_field_name] all_filter_series = _features[rule_expression_field_name]
return all_filter_series return all_filter_series
@staticmethod
def from_config(config): def from_config(config):
return ExpressionDFilter( return ExpressionDFilter(
rule_expression=config["rule_expression"], rule_expression=config["rule_expression"],