From 54a256d3bc11099820fc044c4104d65e714ab71f Mon Sep 17 00:00:00 2001 From: lwwang1995 Date: Thu, 12 Nov 2020 13:20:49 +0800 Subject: [PATCH] Update processor. --- qlib/data/dataset/processor.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index 2be35b731..66db55323 100755 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -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