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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 20:41:09 +08:00

Adjust rolling api (#1594)

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
This commit is contained in:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions

View File

@@ -96,7 +96,6 @@ class MTSDatasetH(DatasetH):
drop_last=False,
**kwargs,
):
assert horizon > 0, "please specify `horizon` to avoid data leakage"
self.seq_len = seq_len
@@ -111,7 +110,6 @@ class MTSDatasetH(DatasetH):
super().__init__(handler, segments, **kwargs)
def setup_data(self, handler_kwargs: dict = None, **kwargs):
super().setup_data()
# change index to <code, date>