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Adjust rolling api (#1594)

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* 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
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8
qlib/data/dataset/utils.py
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@@ -71,15 +71,11 @@ def fetch_df_by_index(
if fetch_orig:
for slc in idx_slc:
if slc != slice(None, None):
return df.loc[
pd.IndexSlice[idx_slc],
]
return df.loc[pd.IndexSlice[idx_slc],] # noqa: E231
else: # pylint: disable=W0120
return df
else:
return df.loc[
pd.IndexSlice[idx_slc],
]
return df.loc[pd.IndexSlice[idx_slc],] # noqa: E231
def fetch_df_by_col(df: pd.DataFrame, col_set: Union[str, List[str]]) -> pd.DataFrame: