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fix XGBoost predict error #457

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merged 1 commit into from Jun 2, 2021
Merged

fix XGBoost predict error #457

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2 changes: 1 addition & 1 deletion qlib/contrib/model/xgboost.py
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Expand Up @@ -62,7 +62,7 @@ def predict(self, dataset: DatasetH, segment: Union[Text, slice] = "test"):
if self.model is None:
raise ValueError("model is not fitted yet!")
x_test = dataset.prepare(segment, col_set="feature", data_key=DataHandlerLP.DK_I)
return pd.Series(self.model.predict(xgb.DMatrix(x_test.values)), index=x_test.index)
return pd.Series(self.model.predict(xgb.DMatrix(x_test)), index=x_test.index)

def get_feature_importance(self, *args, **kwargs) -> pd.Series:
"""get feature importance
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