From 063bfd4621639dd7918be200dcdb6cd9cfb88a43 Mon Sep 17 00:00:00 2001 From: lwwang1995 Date: Thu, 12 Nov 2020 13:17:10 +0800 Subject: [PATCH] Update processor. --- qlib/data/dataset/processor.py | 15 ++++++--------- 1 file changed, 6 insertions(+), 9 deletions(-) mode change 100644 => 100755 qlib/data/dataset/processor.py diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py old mode 100644 new mode 100755 index a9e404b7a..2be35b731 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -112,16 +112,13 @@ class Fillna(Processor): """Process infinity """ def __call__(self, df): - def fill_na(data): - def process_na(df): - for col in df.columns: - # FIXME: Such behavior is very weird - df[col] = df[col].fillna(0) - return df + def fill_na(df): + for col in df.columns: + # FIXME: Such behavior is very weird + df[col] = df[col].fillna(0) - data = datetime_groupby_apply(data, process_na) - data.sort_index(inplace=True) - return data + df.sort_index(inplace=True) + return df return fill_na(df)