Update pytorch_alstm_ts.py

microsoft · Jan 18, 2021 · 740c297 · 740c297
1 parent b4a088e
commit 740c297
Showing 1 changed file with 3 additions and 3 deletions.
diff --git a/qlib/contrib/model/pytorch_alstm_ts.py b/qlib/contrib/model/pytorch_alstm_ts.py
@@ -204,8 +204,8 @@ def fit(
         verbose=True,
         save_path=None,
     ):
-        dl_train = dataset.prepare("train", data_key=DataHandlerLP.DK_L)
-        dl_valid = dataset.prepare("valid", data_key=DataHandlerLP.DK_L)
+        dl_train = dataset.prepare("train", col_set=["feature", "label"], data_key=DataHandlerLP.DK_L)
+        dl_valid = dataset.prepare("valid", col_set=["feature", "label"], data_key=DataHandlerLP.DK_L)
 
         dl_train.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
         dl_valid.config(fillna_type="ffill+bfill")  # process nan brought by dataloader
@@ -260,7 +260,7 @@ def predict(self, dataset):
         if not self._fitted:
             raise ValueError("model is not fitted yet!")
 
-        dl_test = dataset.prepare("test", data_key=DataHandlerLP.DK_I)
+        dl_test = dataset.prepare("test", col_set=["feature", "label"], data_key=DataHandlerLP.DK_I)
         dl_test.config(fillna_type="ffill+bfill")
         test_loader = DataLoader(dl_test, batch_size=self.batch_size, num_workers=self.n_jobs)
         self.ALSTM_model.eval()