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fix ubg
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@@ -101,15 +101,16 @@ class RollingDataWorkflow(object):
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print(f"===========rolling{rolling_offset} start===========")
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if rolling_offset:
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dataset.init(
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dataset.config(
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handler_kwargs={
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"init_type": DataHandlerLP.IT_FIT_SEQ,
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"start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
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"end_time": datetime(test_end_time[0] + rolling_offset, *test_end_time[1:]),
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"fit_start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
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"fit_end_time": datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
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"processor_kwargs":{
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"fit_start_time": datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
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"fit_end_time": datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
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},
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},
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segment_kwargs={
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segments={
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"train": (
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datetime(train_start_time[0] + rolling_offset, *train_start_time[1:]),
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datetime(train_end_time[0] + rolling_offset, *train_end_time[1:]),
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@@ -124,6 +125,9 @@ class RollingDataWorkflow(object):
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),
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},
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)
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dataset.setup_data(
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handler_kwargs={"init_type": DataHandlerLP.IT_FIT_SEQ,}
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)
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dtrain, dvalid, dtest = dataset.prepare(["train", "valid", "test"])
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print(dtrain, dvalid, dtest)
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