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May 7, 2021
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| def __init__(self, data: pd.DataFrame, start, end, step_len: int, fillna_type: str = "none", dtype=None): | ||
| def __init__(self, data: pd.DataFrame, start, end, step_len: int, fillna_type: str = "none", dtype=None, flt_data=None): |
| self.data_idx = deepcopy(self.data.index) | ||
| self.data_index = deepcopy(self.data.index) | ||
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| if flt_data is not None: |
Owner
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data is sorted but flt_data is not sorted.
It can't ensure their orders are the same.
| data = self._prepare_raw_seg(slc=slc, **kwargs) | ||
| tsds = TSDataSampler(data=data, start=start, end=end, step_len=self.step_len, dtype=dtype) | ||
| return tsds | ||
| flt_col = kwargs.pop('flt_col', None) |
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes