From 92ff3d20b978cfe741badd2cb55afcfaeca53643 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 20 Dec 2021 18:18:59 +0800 Subject: [PATCH] Update processor.py --- qlib/data/dataset/processor.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py index 6de918346..194a46353 100644 --- a/qlib/data/dataset/processor.py +++ b/qlib/data/dataset/processor.py @@ -302,7 +302,13 @@ class CSZScoreNorm(Processor): class CSRankNorm(Processor): - """Cross Sectional Rank Normalization""" + """ + Cross Sectional Rank Normalization. + "Cross Sectional" is often used to describe data operations. + The operations across different stocks are often called Cross Sectional Operation. + + For example, CSRankNorm is an operation that grouping the data by each day and rank `across` all the stocks in each day. + """ def __init__(self, fields_group=None): self.fields_group = fields_group