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Update processor.

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lwwang1995
2020-11-12 13:17:10 +08:00
parent d45aa86fb5
commit 063bfd4621
1 changed files with 6 additions and 9 deletions
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15
qlib/data/dataset/processor.py Normal file → Executable file
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@@ -112,16 +112,13 @@ class Fillna(Processor):
"""Process infinity """ """Process infinity """
def __call__(self, df): def __call__(self, df):
def fill_na(data): def fill_na(df):
def process_na(df): for col in df.columns:
for col in df.columns: # FIXME: Such behavior is very weird
# FIXME: Such behavior is very weird df[col] = df[col].fillna(0)
df[col] = df[col].fillna(0)
return df
data = datetime_groupby_apply(data, process_na) df.sort_index(inplace=True)
data.sort_index(inplace=True) return df
return data
return fill_na(df) return fill_na(df)