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Jactus
2020-10-29 13:22:49 +08:00
parent 490dbd908b
commit da9d1c8ac6
20 changed files with 290 additions and 251 deletions
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3
qlib/data/dataset/utils.py
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@@ -24,9 +24,8 @@ def get_level_index(df: pd.DataFrame, level=Union[str, int]) -> int:
return df.index.names.index(level)
except (AttributeError, ValueError):
# NOTE: If level index is not given in the data, the default level index will be ('datetime', 'instrument')
return ('datetime', 'instrument').index(level)
return ("datetime", "instrument").index(level)
elif isinstance(level, int):
return level
else:
raise NotImplementedError(f"This type of input is not supported")