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Jactus
2020-11-26 15:50:42 +08:00
parent a108f753d5
commit 056951605b
9 changed files with 72 additions and 64 deletions

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@@ -292,6 +292,7 @@ The ``Processor`` module in ``Qlib`` is designed to be learnable and it is respo
- ``Fillna``: `processor` that handles N/A values, which will fill the N/A value by 0 or other given number.
- ``MinMaxNorm``: `processor` that applies min-max normalization.
- ``ZscoreNorm``: `processor` that applies z-score normalization.
- ``RobustZScoreNorm``: `processor` that applies robust z-score normalization.
- ``CSZScoreNorm``: `processor` that applies cross sectional z-score normalization.
- ``CSRankNorm``: `processor` that applies cross sectional rank normalization.