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Update filter.py
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you-n-g committed Feb 19, 2021
1 parent 50d5fcf commit a72911e
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion qlib/data/filter.py
Original file line number Diff line number Diff line change
Expand Up @@ -354,7 +354,8 @@ def _getFilterSeries(self, instruments, fstart, fend):
rule_expression_field_name = list(_features.keys())[0]
all_filter_series = _features[rule_expression_field_name]
return all_filter_series


@staticmethod
def from_config(config):
return ExpressionDFilter(
rule_expression=config["rule_expression"],
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