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Merge pull request #351 from wendili-cs/patch-1

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Update __init__.py
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you-n-g
2021-03-18 18:28:18 +08:00
committed by GitHub
parent 6ef204f190 38f35658e7
commit f72771cc81
1 changed files with 1 additions and 2 deletions
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qlib/data/dataset/__init__.py
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@@ -259,7 +259,7 @@ class TSDataSampler:
self.fillna_type = fillna_type
assert get_level_index(data, "datetime") == 0
self.data = lazy_sort_index(data)
self.data_arr = np.array(self.data) # Get index from numpy.array will much faster than DataFrame.values! But
self.data_arr = np.array(self.data) # Get index from numpy.array will much faster than DataFrame.values!
# NOTE: append last line with full NaN for better performance in `__getitem__`
self.data_arr = np.append(self.data_arr, np.full((1, self.data_arr.shape[1]), np.nan), axis=0)
self.nan_idx = -1 # The last line is all NaN
@@ -267,7 +267,6 @@ class TSDataSampler:
# the data type will be changed
# The index of usable data is between start_idx and end_idx
self.start_idx, self.end_idx = self.data.index.slice_locs(start=pd.Timestamp(start), end=pd.Timestamp(end))
# self.index_link = self.build_link(self.data)
self.idx_df, self.idx_map = self.build_index(self.data)
self.idx_arr = np.array(self.idx_df.values, dtype=np.float64) # for better performance