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provide dtype to empty series to surpress warning; fix type (#1449)

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YQ Tsui
2023-05-05 17:47:44 +08:00
committed by GitHub
parent 9e22e5168b
commit b084c352f5
1 changed files with 4 additions and 4 deletions
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8
qlib/data/data.py
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@@ -783,7 +783,7 @@ class LocalPITProvider(PITProvider):
index_path = C.dpm.get_data_uri() / "financial" / instrument.lower() / f"{field}.index" index_path = C.dpm.get_data_uri() / "financial" / instrument.lower() / f"{field}.index"
data_path = C.dpm.get_data_uri() / "financial" / instrument.lower() / f"{field}.data" data_path = C.dpm.get_data_uri() / "financial" / instrument.lower() / f"{field}.data"
if not (index_path.exists() and data_path.exists()): if not (index_path.exists() and data_path.exists()):
raise FileNotFoundError("No file is found. Raise exception and ") raise FileNotFoundError("No file is found.")
# NOTE: The most significant performance loss is here. # NOTE: The most significant performance loss is here.
# Does the acceleration that makes the program complicated really matters? # Does the acceleration that makes the program complicated really matters?
# - It makes parameters of the interface complicate # - It makes parameters of the interface complicate
@@ -797,14 +797,14 @@ class LocalPITProvider(PITProvider):
cur_time_int = int(cur_time.year) * 10000 + int(cur_time.month) * 100 + int(cur_time.day) cur_time_int = int(cur_time.year) * 10000 + int(cur_time.month) * 100 + int(cur_time.day)
loc = np.searchsorted(data["date"], cur_time_int, side="right") loc = np.searchsorted(data["date"], cur_time_int, side="right")
if loc <= 0: if loc <= 0:
return pd.Series() return pd.Series(dtype=C.pit_record_type["value"])
last_period = data["period"][:loc].max() # return the latest quarter last_period = data["period"][:loc].max() # return the latest quarter
first_period = data["period"][:loc].min() first_period = data["period"][:loc].min()
period_list = get_period_list(first_period, last_period, quarterly) period_list = get_period_list(first_period, last_period, quarterly)
if period is not None: if period is not None:
# NOTE: `period` has higher priority than `start_index` & `end_index` # NOTE: `period` has higher priority than `start_index` & `end_index`
if period not in period_list: if period not in period_list:
return pd.Series() return pd.Series(dtype=C.pit_record_type["value"])
else: else:
period_list = [period] period_list = [period]
else: else:
@@ -868,7 +868,7 @@ class LocalExpressionProvider(ExpressionProvider):
# Ensure that each column type is consistent # Ensure that each column type is consistent
# FIXME: # FIXME:
# 1) The stock data is currently float. If there is other types of data, this part needs to be re-implemented. # 1) The stock data is currently float. If there is other types of data, this part needs to be re-implemented.
# 2) The the precision should be configurable # 2) The precision should be configurable
try: try:
series = series.astype(np.float32) series = series.astype(np.float32)
except ValueError: except ValueError: