diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml index 9bedf241d..dde58f293 100644 --- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml +++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml @@ -20,7 +20,7 @@ data_handler_config: &data_handler_config sample_config: feature: - class: ResampleProcessor - moudle_path: features_sample.py + module_path: features_sample.py kwargs: freq: 1d hour: 13 diff --git a/qlib/data/data.py b/qlib/data/data.py index 31c4ac6a8..e8fb52849 100644 --- a/qlib/data/data.py +++ b/qlib/data/data.py @@ -548,7 +548,7 @@ class DatasetProvider(abc.ABC): for _processor in inst_processors if isinstance(inst_processors, (list, tuple, set)) else [inst_processors]: _processor = init_instance_by_config(_processor, accept_types=InstProcessor) data = _processor(data) - return data + return data class LocalCalendarProvider(CalendarProvider): diff --git a/qlib/data/dataset/loader.py b/qlib/data/dataset/loader.py index 0b77d3a1d..4b4df2eb6 100644 --- a/qlib/data/dataset/loader.py +++ b/qlib/data/dataset/loader.py @@ -217,9 +217,8 @@ class QlibDataLoader(DLWParser): warnings.warn("`filter_pipe` is not None, but it will not be used with `instruments` as list") freq = self.freq[gp_name] if self.can_sample else self.freq - df = D.features( - instruments, exprs, start_time, end_time, freq=freq, inst_processors=self.sample_config.get(freq, None) - ) + inst_processor = self.sample_config.get(gp_name, None) if self.can_sample else None + df = D.features(instruments, exprs, start_time, end_time, freq=freq, inst_processors=inst_processor) df.columns = names if self.swap_level: df = df.swaplevel().sort_index() # NOTE: if swaplevel, return