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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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qlib/utils/__init__.py
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@@ -64,7 +64,7 @@ def np_ffill(arr: np.array):
arr : np.array
Input numpy 1D array
"""
mask = np.isnan(arr.astype(np.float)) # np.isnan only works on np.float
mask = np.isnan(arr.astype(float)) # np.isnan only works on np.float
# get fill index
idx = np.where(~mask, np.arange(mask.shape[0]), 0)
np.maximum.accumulate(idx, out=idx)