Fix TSDataSampler Slicing Bug with simplyer implmentation#1716

 with Simplified Implementation

qlib/data/dataset/__init__.py

@@ -403,7 +403,7 @@ def __init__(
             np.full((1, self.data_arr.shape[1]), np.nan, dtype=self.data_arr.dtype),
             axis=0,
         )
-        self.nan_idx = -1  # The last line is all NaN
+        self.nan_idx =  len(self.data_arr) - 1  # The last line is all NaN; setting it to -1 can cause bug #1716
 
         # the data type will be changed
         # The index of usable data is between start_idx and end_idx
@@ -627,12 +627,7 @@ def __getitem__(self, idx: Union[int, Tuple[object, str], List[int]]):
         indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(int)
 
         if (np.diff(indices) == 1).all():  # slicing instead of indexing for speeding up.
-            if indices[0] == -1 :
-                data = self.data_arr[0 : indices[-1] + 1]
-                # Prepend nan values to the data to match the step_len
-                data = np.concatenate([np.full((self.step_len - len(data), *data.shape[1:]), np.nan), data])
-            else:
-                data = self.data_arr[indices[0] : indices[-1] + 1]
+            data = self.data_arr[indices[0] : indices[-1] + 1]
         else:
             data = self.data_arr[indices]
         if isinstance(idx, mtit):