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@binlins binlins commented Apr 21, 2021

Description

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@ghost
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ghost commented Apr 21, 2021

CLA assistant check
All CLA requirements met.

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']
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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']
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discussion....


# 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)
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discussion

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image

if col_filter[idx2]:
idx_map[idx] = (i, j)
idx += 1
idx2 += 1
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image

# 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:
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notice padding


# 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)
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image

@you-n-g
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you-n-g commented May 23, 2021

Closed due to the same feature merged in #290

@you-n-g you-n-g closed this May 23, 2021
you-n-g pushed a commit to you-n-g/qlib that referenced this pull request Aug 16, 2025
…microsoft#409)

* Fixes on  kaggle output

* feat: add kaggle s3e14 template (microsoft#394)

* add s3e14 template

* fix CI

* Initialisation of a template of competition

* add kaggle s3e16 template (microsoft#396)

* get kaggle competition scores (microsoft#397)

* Adding a new competition s4e6

* feat: s4e5 (microsoft#400)

* init for s4e5

* edit s4e5

* ci issue

* feat: S4e3 (microsoft#402)

* Initialisation of a template of competition

* Adding a new competition s4e6

* Competition Initialised

* Fixed to make sure that now it runs

* Fixing for CI

* correct evaluation (microsoft#403)

* find rank in leaderboard (microsoft#405)

* fix: model templates for KG scenario (microsoft#408)

* fix feature selection for some models

* feat select template

* Updating the prompts for a more powerful model tuning

* refine the prompt

* fix: template error in s4e6

* feat: show simple execution time in demo (microsoft#410)

* show time in kaggle demo

* change color

* fix a small bug

* edit loop.py and proposal

* delete useless files

* CI issues

* ci issue

---------

Co-authored-by: XianBW <36835909+XianBW@users.noreply.github.com>
Co-authored-by: Haoran Pan <167847254+TPLin22@users.noreply.github.com>
Co-authored-by: Way2Learn <118058822+Xisen-Wang@users.noreply.github.com>
Co-authored-by: WinstonLiyt <1957922024@qq.com>
Co-authored-by: TPLin22 <tplin2@163.com>
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2 participants