From 37cc51465cb4ad55bf45f0740dfab9a949c94efc Mon Sep 17 00:00:00 2001
From: Dong Zhou <Zhou.Dong@microsoft.com>
Date: Thu, 26 Nov 2020 12:25:39 +0800
Subject: [PATCH] improve perf of robust zscore processor

---
 qlib/data/dataset/processor.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

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