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Fix typo

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zhupr
2021-08-29 23:49:54 +08:00
committed by you-n-g
parent 3605cd7b96
commit ee5f3de800
3 changed files with 4 additions and 5 deletions
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2
qlib/data/data.py
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@@ -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):

5
qlib/data/dataset/loader.py
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@@ -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 <datetime, instrument>