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Merge pull request #319 from Derek-Wds/main

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Update Filter doc
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you-n-g
2021-03-10 15:38:39 +08:00
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parent 2e37033e35 105fe1d3ed
commit e2817ab87c
3 changed files with 21 additions and 2 deletions
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qlib/data/dataset/__init__.py
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@@ -413,7 +413,7 @@ class TSDataSampler:
# 1) for better performance, use the last nan line for padding the lost date
# 2) In case of precision problems. We use np.float64. # TODO: I'm not sure if whether np.float64 will result in
# precision problems. It will not cause any problems in my tests at least
indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(np.int)
indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(int)
data = self.data_arr[indices]
if isinstance(idx, mtit):