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support subclass of TSDatasetH

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This commit is contained in:
Young
2021-06-20 12:00:24 +00:00
committed by you-n-g
parent a3679e6758
commit d0f54343c7
2 changed files with 8 additions and 3 deletions
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4
qlib/data/dataset/__init__.py
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@@ -507,7 +507,9 @@ class TSDatasetH(DatasetH):
- The dimension of a batch of data <batch_idx, feature, timestep>
"""
def __init__(self, step_len=30, **kwargs):
DEFAULT_STEP_LEN = 30
def __init__(self, step_len=DEFAULT_STEP_LEN, **kwargs):
self.step_len = step_len
super().__init__(**kwargs)