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Merge branch 'main' of github.com:microsoft/qlib into fshare

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2021-03-11 12:54:04 +00:00
parent b99de068f8 e8beaa5257
commit e626264d5a
8 changed files with 41 additions and 13 deletions
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8
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -213,8 +213,12 @@ class ALSTM(Model):
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.config(fillna_type="ffill+bfill") # process nan brought by dataloader
train_loader = DataLoader(dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs)
valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs)
train_loader = DataLoader(
dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs, drop_last=True
)
valid_loader = DataLoader(
dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs, drop_last=True
)
save_path = get_or_create_path(save_path)