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add document and reindex

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binlins
2021-05-07 11:47:47 +00:00
parent 846c64f6c6
commit bec65ddf94
1 changed files with 7 additions and 1 deletions
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8
qlib/data/dataset/__init__.py
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@@ -200,6 +200,12 @@ class DatasetH(Dataset):
The data to fetch: DK_*
Default is DK_I, which indicate fetching data for **inference**.
kwargs :
The parameters that kwargs may contain:
flt_col : str
It only exists in TSDatasetH, can be used to add a column of data(True or False) to filter data.
This parameter is only supported when it is an instance of TSDatasetH.
Returns
-------
Union[List[pd.DataFrame], pd.DataFrame]:
@@ -293,7 +299,7 @@ class TSDataSampler:
self.data_index = deepcopy(self.data.index)
if flt_data is not None:
self.flt_data = np.array(flt_data).reshape(-1)
self.flt_data = np.array(flt_data.reindex(self.data_index)).reshape(-1)
self.idx_map = self.flt_idx_map(self.flt_data, self.idx_map)
self.data_index = self.data_index[np.where(self.flt_data == True)[0]]