Closed jankrepl closed 3 years ago
from deepdow.data import FlexibleDataLoader torch.manual_seed(3) batch_size = 4 dataloader = FlexibleDataLoader(dataset, batch_size=batch_size, n_assets_range=(2, 3), # keep n_assets = 2 but shuffle randomly lookback_range=(2, 6), # sampled uniformly from [2, 6) horizon_range=(2, 5)) # sampled uniformly from [2, 5) for X_batch, y_batch, timestamps_batch, asset_names_batch in dataloader: print(X_batch.shape) print(y_batch.shape) print(asset_names_batch) print(list(map(str, timestamps_batch))) print()
Expected
torch.Size([4, 2, 5, 2]) torch.Size([4, 2, 2, 2]) ['AAPL', 'MSFT'] ['2016-01-20 00:00:00', '2016-01-15 00:00:00', '2016-01-13 00:00:00', '2016-01-22 00:00:00'] torch.Size([4, 2, 4, 2]) torch.Size([4, 2, 2, 2]) ['MSFT', 'AAPL'] ['2016-01-12 00:00:00', '2016-01-18 00:00:00', '2016-01-11 00:00:00', '2016-01-21 00:00:00'] torch.Size([2, 2, 4, 2]) torch.Size([2, 2, 3, 2]) ['AAPL', 'MSFT'] ['2016-01-19 00:00:00', '2016-01-14 00:00:00']
With p36
torch.Size([4, 2, 4, 2]) torch.Size([4, 2, 3, 2]) ['MSFT', 'AAPL'] ['2016-01-20 00:00:00', '2016-01-15 00:00:00', '2016-01-13 00:00:00', '2016-01-22 00:00:00'] torch.Size([4, 2, 2, 2]) torch.Size([4, 2, 2, 2]) ['AAPL', 'MSFT'] ['2016-01-12 00:00:00', '2016-01-18 00:00:00', '2016-01-11 00:00:00', '2016-01-21 00:00:00'] torch.Size([2, 2, 2, 2]) torch.Size([2, 2, 4, 2]) ['AAPL', 'MSFT'] ['2016-01-19 00:00:00', '2016-01-14 00:00:00']
With p37
It is most likely caused by newer versions in one of the dependencies, since the source code did not change.
Expected
With p36
With p37
It is most likely caused by newer versions in one of the dependencies, since the source code did not change.