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Fix some API(for lb nn)

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Young
2021-04-07 03:31:50 +00:00
parent 8362780e22
commit 1dbb561744
5 changed files with 39 additions and 30 deletions
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3
qlib/data/dataset/processor.py
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@@ -2,6 +2,7 @@
# Licensed under the MIT License.
import abc
from typing import Union, Text
import numpy as np
import pandas as pd
import copy
@@ -14,7 +15,7 @@ from ...utils.paral import datetime_groupby_apply
EPS = 1e-12
def get_group_columns(df: pd.DataFrame, group: str):
def get_group_columns(df: pd.DataFrame, group: Union[Text, None]):
"""
get a group of columns from multi-index columns DataFrame