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The Graph Related Models are broken

Open you-n-g opened this issue 2 years ago • 2 comments

🐛 Bug Description

Due to the rearranging of the data in memory,
the TSDataSampler based Graph-based models will not work properly now. Because the grouping by day mechanism is broken.

To Reproduce

Run this model. https://github.com/microsoft/qlib/blob/main/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml

Expected Behavior

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information and paste them here directly.

  • Qlib version:
  • Python version:
  • OS (Windows, Linux, MacOS):
  • Commit number (optional, please provide it if you are using the dev version):

Additional Notes

you-n-g avatar Mar 13 '23 01:03 you-n-g

Hello, can you share the downloaded dataset with me, I can't get on Yahoo, thank you very much.

chuhuan88 avatar Mar 14 '23 15:03 chuhuan88

I encountered the same issue. You're correct, there seems to be a bug that's causing this problem. I spent more than two days trying to understand why it's not functioning as expected, which was a rather taxing process. Your issue post would have been extremely helpful during my troubleshooting process if I saw it earlier.

Starr8845 avatar Jul 24 '23 14:07 Starr8845