liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-14 16:26:55 +08:00
Code Activity

Merge branch 'main' of github.com:you-n-g/qlib into main

Browse Source
This commit is contained in:
Dong Zhou
2020-11-24 10:09:33 +08:00
parent 7f9f54faf4 0112d06ed5
commit 641e7f38bc
3 changed files with 9 additions and 8 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
qlib/contrib/data/handler.py
View File

@@ -23,7 +23,7 @@ class ALPHA360_Denoise(DataHandlerLP):
}
learn_processors = [
{"class": "DropnaLabel", "kwargs": {"group": "label"}},
{"class": "DropnaLabel", "kwargs": {"fields_group": "label"}},
{"class": "CSZScoreNorm", "kwargs": {"fields_group": "label"}},
]
infer_processors = [
@@ -96,7 +96,7 @@ class ALPHA360(DataHandlerLP):
}
learn_processors = [
{"class": "DropnaLabel", "kwargs": {"group": "label"}},
{"class": "DropnaLabel", "kwargs": {"fields_group": "label"}},
{"class": "CSZScoreNorm", "kwargs": {"fields_group": "label"}},
]
infer_processors = [