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Refactor QlibDataPreprocessor for clarity and structure

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ShiYu 2025-08-27 11:36:29 +08:00 committed by GitHub
parent 7ba06fc286
commit 8ac972ec50
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1 changed files with 4 additions and 3 deletions
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7
finetune/qlib_data_preprocess.py
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@ -40,17 +40,17 @@ class QlibDataPreprocessor:
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))
# 检查start_index - lookback_window是否会导致负数索引 # Check if start_index lookbackw_window will cause negative index
adjusted_start_index = max(start_index - self.config.lookback_window, 0) adjusted_start_index = max(start_index - self.config.lookback_window, 0)
real_start_time = cal[adjusted_start_index] real_start_time = cal[adjusted_start_index]
# 检查end_index是否超出数组范围 # Check if end_index exceeds the range of the array
if end_index >= len(cal): if end_index >= len(cal):
end_index = len(cal) - 1 end_index = len(cal) - 1
elif cal[end_index] != pd.Timestamp(self.config.dataset_end_time): elif cal[end_index] != pd.Timestamp(self.config.dataset_end_time):
end_index -= 1 end_index -= 1
# 检查end_index + predict_window是否会超出数组范围 # Check if end_index+predictw_window will exceed the range of the array
adjusted_end_index = min(end_index + self.config.predict_window, len(cal) - 1) adjusted_end_index = min(end_index + self.config.predict_window, len(cal) - 1)
real_end_time = cal[adjusted_end_index] real_end_time = cal[adjusted_end_index]
@ -127,3 +127,4 @@ if __name__ == '__main__':
preprocessor.initialize_qlib() preprocessor.initialize_qlib()
preprocessor.load_qlib_data() preprocessor.load_qlib_data()
preprocessor.prepare_dataset() preprocessor.prepare_dataset()