Fix: QlibDataLoader drops the cols added by inst_processor #1430
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@xu-li Thanks. |
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The test pipeline seems to be broken already on Mac. See the output below. I am on 6295939. Am I doing something wrong? |
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This is the bug that I am trying to fix: |
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Could you please handle the CI error message? |
Fivele-Li
reviewed
Aug 30, 2023
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| # NOTE: InstProcessors may add new columns and using cache_to_origin_data will remove those added columns. | ||
| if not len(inst_processors): | ||
| data = DiskDatasetCache.cache_to_origin_data(data, column_names) |
There was a problem hiding this comment.
Perhaps modifying the cache_to_origin_data without checking len(inst_processors) is better?
def cache_to_origin_data(data, fields):
"""cache data to origin data
:param data: pd.DataFrame, cache data.
:param fields: feature fields.
:return: pd.DataFrame.
"""
not_space_fields = remove_fields_space(fields)
data_selected = data.loc[:, not_space_fields]
# set features fields
data_selected.columns = [str(i) for i in fields]
_fields = [col for col in data.columns if col not in not_space_fields]
_data_selected = data.loc[:, _fields]
data = pd.concat([data_selected, _data_selected], axis=1)
return data
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Fix: QlibDataLoader drops the cols added by inst_processor
Description
When
inst_processorcreates new columns, theQlibDataLoaderdrops them.Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes