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bug & docs fixed

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lzh222333
2021-06-23 08:46:21 +00:00
committed by you-n-g
parent a7862387a2
commit d96f7a67c6
5 changed files with 22 additions and 10 deletions
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7
qlib/data/dataset/loader.py
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@@ -207,7 +207,12 @@ class StaticDataLoader(DataLoader):
df = self._data.loc(axis=0)[:, instruments]
if start_time is None and end_time is None:
return df # NOTE: avoid copy by loc
return df.loc[pd.Timestamp(start_time) : pd.Timestamp(end_time)]
# pd.Timestamp(None) == NaT, use NaT as index can not fetch correct thing, so do not change None.
if start_time is not None:
start_time = pd.Timestamp(start_time)
if end_time is not None:
end_time = pd.Timestamp(end_time)
return df.loc[start_time:end_time]
def _maybe_load_raw_data(self):
if self._data is not None: