liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 13:00:58 +08:00
Code Activity

Update models to enable save/load

Browse Source
This commit is contained in:
Jactus
2021-02-04 17:23:10 +08:00
committed by you-n-g
parent 6a670828a5
commit b84686b215
12 changed files with 35 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
qlib/data/data.py
View File

@@ -478,13 +478,13 @@ class DatasetProvider(abc.ABC):
data = pd.DataFrame(obj)
_calendar = Cal.calendar(freq=freq)
data.index = _calendar[data.index.values.astype(np.int)]
data.index = _calendar[data.index.values.astype(int)]
data.index.names = ["datetime"]
if spans is None:
return data
else:
mask = np.zeros(len(data), dtype=np.bool)
mask = np.zeros(len(data), dtype=bool)
for begin, end in spans:
mask |= (data.index >= begin) & (data.index <= end)
return data[mask]