From f98e04ca9dde3326e4d4ad5bdaea6effb38f6196 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Fri, 3 Mar 2023 16:28:47 +0800 Subject: [PATCH] Fix Field Name Error --- qlib/contrib/data/highfreq_handler.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/qlib/contrib/data/highfreq_handler.py b/qlib/contrib/data/highfreq_handler.py index f69f8195f..9aa2a5adf 100644 --- a/qlib/contrib/data/highfreq_handler.py +++ b/qlib/contrib/data/highfreq_handler.py @@ -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")),