liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-14 00:06:58 +08:00
Code Activity

Update processor.

Browse Source
This commit is contained in:
lwwang1995
2020-11-12 13:20:49 +08:00
parent 063bfd4621
commit 54a256d3bc
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
qlib/data/dataset/processor.py
View File

@@ -160,7 +160,7 @@ class ZscoreNorm(Processor):
df = fetch_df_by_index(df, slice(self.fit_start_time, self.fit_end_time), level="datetime") 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) cols = get_group_columns(df, self.fields_group)
self.mean_train = np.nanmean(df[cols].values, axis=0) 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.ignore = self.std_train == 0
self.cols = cols self.cols = cols