fix concat then filter #397
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
added 2 commits
April 21, 2021 10:17
|
|
you-n-g
reviewed
Apr 22, 2021
| kwargs['col_set'] = ['filter'] | ||
| data_filter = super()._prepare_seg(slc=slc, **kwargs) | ||
| if kwargs.get('data_key') == DataHandlerLP.DK_L: | ||
| col_filter = data_filter['filter']['keep_train'] |
There was a problem hiding this comment.
Please don't hardcode them
| if kwargs.get('data_key') == DataHandlerLP.DK_L: | ||
| col_filter = data_filter['filter']['keep_train'] | ||
| elif kwargs.get('data_key') == DataHandlerLP.DK_I: | ||
| col_filter = data_filter['filter']['keep_test'] |
| @@ -470,6 +489,7 @@ def _prepare_seg(self, slc: slice, **kwargs) -> TSDataSampler: | |||
|
|
|||
| # TSDatasetH will retrieve more data for complete | |||
| data = super()._prepare_seg(slice(pad_start, end), **kwargs) | |||
| col_filter = _prepare_col_filter(slice(pad_start, end), **kwargs) | |||
you-n-g
reviewed
May 23, 2021
| if col_filter[idx2]: | ||
| idx_map[idx] = (i, j) | ||
| idx += 1 | ||
| idx2 += 1 |
| @@ -279,8 +279,12 @@ def __init__(self, data: pd.DataFrame, start, end, step_len: int, fillna_type: s | |||
|
|
|||
| # 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.idx_df, self.idx_map = self.build_index(self.data) | |||
| if col_filter is None: | |||
| @@ -470,6 +489,7 @@ def _prepare_seg(self, slc: slice, **kwargs) -> TSDataSampler: | |||
|
|
|||
| # TSDatasetH will retrieve more data for complete | |||
| data = super()._prepare_seg(slice(pad_start, end), **kwargs) | |||
| col_filter = _prepare_col_filter(slice(pad_start, end), **kwargs) | |||
|
Closed due to the same feature merged in #290 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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