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what is the purpose of group.sort_values(by='LABEL0', ascending=False) in line 50 of dateset.py? #4

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BigAndSweet opened this issue Jan 9, 2024 · 2 comments

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@BigAndSweet
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group.sort_values(by='LABEL0', ascending=False) does not change anything of group. Even if we use group.sort_values(by='LABEL0', ascending=False, inplace=True) to change group, then what is its purpose? It seems I cannot find the necessarity from the paper.

@x7jeon8gi
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Hello, BigAndSweet. If you get the dataset from Qlib, there are indeed days where there are fewer than 300 stocks in the CSI300 per day. I'm using sort_value to put the empty rows at the tail of the group below.

@BigAndSweet
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Thanks. BTW line 142 of module.py should be self.key.shape[1] instead of self.key.shape[0]?

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