Update GRU model.

qlib/data/dataset/processor.py

@@ -89,6 +89,19 @@ class DropnaLabel(DropnaProcessor):
         """The samples are dropped according to label. So it is not usable for inference"""
         return False
 
+class TanhProcess(Processor):
+    """ Use tanh to process noise data"""
+    def __call__(self, df):
+        def tanh_denoise(data):
+            mask = data.columns.get_level_values(1).str.contains('LABEL')
+            col = df.columns[~mask]
+            data[col] = data[col] - 1
+            data[col] = np.tanh(data[col])
+
+            return data
+
+        return tanh_denoise(df)
+
 
 class ProcessInf(Processor):
     """Process infinity  """