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fix: keep TCN TS singleton batch outputs 1d#2219

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he-yufeng wants to merge 1 commit into
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he-yufeng:fix/tcn-ts-single-batch-output
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fix: keep TCN TS singleton batch outputs 1d#2219
he-yufeng wants to merge 1 commit into
microsoft:mainfrom
he-yufeng:fix/tcn-ts-single-batch-output

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@he-yufeng

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Summary

  • Keep the time-series TCN model output as a 1-D batch vector for singleton batches.
  • Add a regression test that checks batch size 1 and batch size 2 both keep the batch dimension.

Fixes #1752.

To verify

  • python -m ruff check qlib/contrib/model/pytorch_tcn_ts.py tests/model/test_pytorch_tcn_ts.py
  • python -m py_compile qlib/contrib/model/pytorch_tcn_ts.py tests/model/test_pytorch_tcn_ts.py

Notes

  • python -m pytest tests/model/test_pytorch_tcn_ts.py -q is blocked in my Windows checkout because qlib requires its Cython extensions to be compiled before import. python -m pip install -e . --no-deps reaches the qlib.data._libs.rolling build, but MSVC fails while reading the Python headers with missing io.h.

@he-yufeng

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Quick follow-up: this is still scoped to the singleton-batch TCN TS output shape, with a focused regression test in tests/model/test_pytorch_tcn_ts.py.

Could a maintainer take a look when convenient?

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qlib/qlib/contrib/model /pytorch_tcn_ts.py error

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