diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index b764875ed..e2d251aa7 100755 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -222,8 +222,10 @@ class RobustZScoreNorm(Processor): self.std_train *= 1.4826 def __call__(self, df): - df.loc(axis=1)[self.cols] -= self.mean_train - df.loc(axis=1)[self.cols] /= self.std_train + X = df[self.cols] + X -= self.mean_train + X /= self.std_train + df[self.cols] = X if self.clip_outlier: df.clip(-3, 3, inplace=True) return df