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Update record to support time series dataset.

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lwwang1995
2020-12-06 18:41:04 +08:00
committed by you-n-g
parent a88697151a
commit a7c6aea386
1 changed files with 6 additions and 0 deletions
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6
qlib/workflow/record_temp.py
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@@ -141,6 +141,12 @@ class SignalRecord(RecordTemp):
del params["data_key"]
# The backend handler should be DataHandler
raw_label = DatasetH.prepare(**params)
if not isinstance(raw_label, pd.DataFrame):
index = raw_label.get_index()
raw_label = raw_label.data.loc[index]
raw_label = raw_label.iloc[:,-1:]
self.recorder.save_objects(**{"label.pkl": raw_label})
def list(self):