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Merge pull request #20 from xxsunyxx/master

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Update qlib_data_preprocess.py
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ShiYu 2025-08-27 10:41:28 +08:00 committed by GitHub
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1 changed files with 12 additions and 3 deletions
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finetune/qlib_data_preprocess.py
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@ -39,11 +39,20 @@ class QlibDataPreprocessor:
# Determine the actual start and end times to load, including buffer for lookback and predict windows. # Determine the actual start and end times to load, including buffer for lookback and predict windows.
start_index = cal.searchsorted(pd.Timestamp(self.config.dataset_begin_time)) start_index = cal.searchsorted(pd.Timestamp(self.config.dataset_begin_time))
end_index = cal.searchsorted(pd.Timestamp(self.config.dataset_end_time)) end_index = cal.searchsorted(pd.Timestamp(self.config.dataset_end_time))
real_start_time = cal[start_index - self.config.lookback_window]
if cal[end_index] != pd.Timestamp(self.config.dataset_end_time): # 检查start_index - lookback_window是否会导致负数索引
adjusted_start_index = max(start_index - self.config.lookback_window, 0)
real_start_time = cal[adjusted_start_index]
# 检查end_index是否超出数组范围
if end_index >= len(cal):
end_index = len(cal) - 1
elif cal[end_index] != pd.Timestamp(self.config.dataset_end_time):
end_index -= 1 end_index -= 1
real_end_time = cal[end_index + self.config.predict_window]
# 检查end_index + predict_window是否会超出数组范围
adjusted_end_index = min(end_index + self.config.predict_window, len(cal) - 1)
real_end_time = cal[adjusted_end_index]
# Load data using Qlib's data loader. # Load data using Qlib's data loader.
data_df = QlibDataLoader(config=data_fields_qlib).load( data_df = QlibDataLoader(config=data_fields_qlib).load(