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Fix Field Name Error

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This commit is contained in:
you-n-g
2023-03-03 16:28:47 +08:00
committed by GitHub
parent 76f2fb1a1a
commit f98e04ca9d
1 changed files with 2 additions and 2 deletions
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4
qlib/contrib/data/highfreq_handler.py
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@@ -44,7 +44,7 @@ class HighFreqHandler(DataHandlerLP):
names = []
template_if = "If(IsNull({1}), {0}, {1})"
template_paused = "Select(Gt($hx_paused_num, 1.001), {0})"
template_paused = "Select(Gt($paused_num, 1.001), {0})"
def get_normalized_price_feature(price_field, shift=0):
# norm with the close price of 237th minute of yesterday.
@@ -482,7 +482,7 @@ class HighFreqBacktestOrderHandler(DataHandler):
names = []
template_if = "If(IsNull({1}), {0}, {1})"
template_paused = "Select(Gt($hx_paused_num, 1.001), {0})"
template_paused = "Select(Gt($paused_num, 1.001), {0})"
template_fillnan = "FFillNan({0})"
fields += [
template_fillnan.format(template_paused.format("$close")),