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Update processor.

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lwwang1995
2020-11-12 13:20:49 +08:00
parent 063bfd4621
commit 54a256d3bc
1 changed files with 1 additions and 1 deletions
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qlib/data/dataset/processor.py
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@@ -160,7 +160,7 @@ class ZscoreNorm(Processor):
df = fetch_df_by_index(df, slice(self.fit_start_time, self.fit_end_time), level="datetime")
cols = get_group_columns(df, self.fields_group)
self.mean_train = np.nanmean(df[cols].values, axis=0)
self.std_train = np.nanstd(_df[cols].values, axis=0)
self.std_train = np.nanstd(df[cols].values, axis=0)
self.ignore = self.std_train == 0
self.cols = cols