add Fillna test

Author: SunsetWolf

pyproject.toml

@@ -23,9 +23,6 @@ description = "A Quantitative-research Platform"
 requires-python = ">=3.8.0"
 readme = {file = "README.md", content-type = "text/markdown"}
 
-# On 2025-04-02 osqp released version 1.0.2, osqp is used as a dependency for cvxpy. 
-# It would lead to errors installing qlib, so we limited the version of osqp.
-# refs: https://github.com/osqp/osqp/issues/728
 dependencies = [
   "pyyaml",
   "numpy",
@@ -42,7 +39,6 @@ dependencies = [
   "loguru",
   "lightgbm",
   "gym",
-  "osqp<1.0.2",
   "cvxpy",
   "joblib",
   "matplotlib",

qlib/data/dataset/processor.py

@@ -196,7 +196,7 @@ def __call__(self, df):
             # nan_select[:, ~df.columns.isin(cols)] = False
             # df.values[nan_select] = self.fill_value
 
-            df[self.fields_group] = df[self.fields_group].fillna(0)
+            df[self.fields_group] = df[self.fields_group].fillna(self.fill_value)
         return df
 
 

tests/data_mid_layer_tests/test_dataloader.py

@@ -10,6 +10,7 @@
 from qlib.data.dataset.loader import NestedDataLoader, QlibDataLoader
 from qlib.data.dataset.handler import DataHandlerLP
 from qlib.contrib.data.loader import Alpha158DL, Alpha360DL
+from qlib.data.dataset.processor import Fillna
 from qlib.data import D
 
 
@@ -45,6 +46,13 @@ def test_nested_data_loader(self):
 
         assert "LABEL0" in columns_list
 
+        assert dataset.isna().any().any()
+
+        fn = Fillna(fields_group="feature", fill_value=0)
+        fn_dataset = fn.__call__(dataset)
+        
+        assert not fn_dataset.isna().any().any()
+
         # Then you can use it wth DataHandler;
         # NOTE: please note that the data processors are missing!!!  You should add based on your requirements