liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 01:51:18 +08:00
Code Activity

fix bug on TRA dataset (#1135)

Browse Source 
* fix bug on TRA dataset

solve issue "qrun TRA model error (#1062)"

* apply black pylint
This commit is contained in:
Hyeongmin Moon
2022-07-07 20:33:50 +09:00
committed by GitHub
parent 8a5efda0f6
commit e62684eddf
1 changed files with 8 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
qlib/contrib/data/dataset.py
View File

@@ -203,8 +203,14 @@ class MTSDatasetH(DatasetH):
def _prepare_seg(self, slc, **kwargs):
fn = _get_date_parse_fn(self._index[0][1])
start_date = fn(slc.start)
end_date = fn(slc.stop)
if isinstance(slc, slice):
start, stop = slc.start, slc.stop
elif isinstance(slc, (list, tuple)):
start, stop = slc
else:
raise NotImplementedError(f"This type of input is not supported")
start_date = pd.Timestamp(fn(start))
end_date = pd.Timestamp(fn(stop))
obj = copy.copy(self) # shallow copy
# NOTE: Seriable will disable copy `self._data` so we manually assign them here
obj._data = self._data # reference (no copy)