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Update R and workflow

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Jactus
2020-11-17 22:05:18 +08:00
parent a8b46dd41d
commit 64ed43b791
20 changed files with 481 additions and 376 deletions
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4
qlib/data/dataset/processor.py
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@@ -89,11 +89,13 @@ class DropnaLabel(DropnaProcessor):
"""The samples are dropped according to label. So it is not usable for inference"""
return False
class TanhProcess(Processor):
""" Use tanh to process noise data"""
def __call__(self, df):
def tanh_denoise(data):
mask = data.columns.get_level_values(1).str.contains('LABEL')
mask = data.columns.get_level_values(1).str.contains("LABEL")
col = df.columns[~mask]
data[col] = data[col] - 1
data[col] = np.tanh(data[col])