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Fix hist_ref in update.py #1096

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merged 4 commits into from
Jun 14, 2022
Merged

Fix hist_ref in update.py #1096

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d8b6c66
Fix hist_ref in update.py
you-n-g May 11, 2022
e29d93a
Update setup.py
you-n-g May 31, 2022
7b4a186
Merge branch 'main' into fix_updator
you-n-g May 31, 2022
0907ab8
Merge remote-tracking branch 'origin/main' into fix_updator
you-n-g Jun 13, 2022
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6 changes: 3 additions & 3 deletions qlib/workflow/online/update.py
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Original file line number Diff line number Diff line change
Expand Up @@ -131,7 +131,7 @@ def __init__(

.. note::

the start_time is not included in the hist_ref
the start_time is not included in the `hist_ref`; So the `hist_ref` will be `step_len - 1` in most cases

loader_cls : type
the class to load the model and dataset
Expand Down Expand Up @@ -184,9 +184,9 @@ def prepare_data(self, unprepared_dataset: Optional[DatasetH] = None) -> Dataset
dataset: DatasetH = self.record.load_object("dataset") if unprepared_dataset is None else unprepared_dataset
# Special treatment of historical dependencies
if isinstance(dataset, TSDatasetH):
hist_ref = dataset.step_len
hist_ref = dataset.step_len - 1
else:
hist_ref = 0
hist_ref = 0 # if only the lastest data is used, then only current data will be used and no historical data will be used
else:
hist_ref = self.hist_ref

Expand Down