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Fix tft
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Derek-Wds committed Nov 28, 2020
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2 changes: 0 additions & 2 deletions README.md
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Expand Up @@ -201,9 +201,7 @@ Here is a list of models built on `Qlib`.
- [LSTM based on pytorcn](qlib/contrib/model/pytorch_lstm.py)
- [ALSTM based on pytorcn](qlib/contrib/model/pytorch_alstm.py)
- [GATs based on pytorch](qlib/contrib/model/pytorch_gats.py)
- [TabNet based on pytorch](qlib/contrib/model/tabnet.py)
- [SFM based on pytorch](qlib/contrib/model/pytorch_sfm.py)
- [HATs based on pytorch](qlib/contrib/model/pytorch_hats.py)
- [TFT based on tensorflow](examples/benchmarks/TFT/tft.py)

Your PR of new Quant models is highly welcomed.
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3 changes: 1 addition & 2 deletions examples/benchmarks/TFT/tft.py
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Expand Up @@ -233,9 +233,8 @@ def predict(self, dataset):
tf.keras.backend.set_session(default_keras_session)

predict = format_score(p90_forecast, "pred", 0) # self.label_shift
label = format_score(targets, "label", 0)
# ===========================Predicting Process===========================
return predict, label
return predict

def finetune(self, dataset: DatasetH):
"""
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