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Jactus
2020-12-08 17:49:52 +08:00
committed by you-n-g
parent 6ef339b1ec
commit a8ac56a82f
1 changed files with 2 additions and 3 deletions
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qlib/contrib/model/pytorch_gats_ts.py
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@@ -32,13 +32,12 @@ from ...contrib.model.pytorch_gru import GRUModel
class DailyBatchSampler(Sampler):
def __init__(self, data_source):
self.data_source = data_source
self.data = self.data_source.data.loc[self.data_source.get_index()]
self.daily_count = self.data.groupby(level=0).size().values # calculate number of samples in each batch
self.daily_index = np.roll(np.cumsum(self.daily_count), 1) # calculate begin index of each batch
self.daily_count = self.data.groupby(level=0).size().values # calculate number of samples in each batch
self.daily_index = np.roll(np.cumsum(self.daily_count), 1) # calculate begin index of each batch
self.daily_index[0] = 0
def __iter__(self):