liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00
Code Activity

fix bug (#950)

Browse Source 
fix bug in  elif isinstance(self.N, float) and 0 < self.N < 1:
This commit is contained in:
Chao Wang
2022-03-06 10:42:31 -05:00
committed by GitHub
parent 2ac964c470
commit 9e3d0249f7
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
qlib/data/ops.py
View File

@@ -726,7 +726,7 @@ class Rolling(ExpressionOps):
# isnull = series.isnull() # NOTE: isnull = NaN, inf is not null # isnull = series.isnull() # NOTE: isnull = NaN, inf is not null
if isinstance(self.N, int) and self.N == 0: if isinstance(self.N, int) and self.N == 0:
series = getattr(series.expanding(min_periods=1), self.func)() series = getattr(series.expanding(min_periods=1), self.func)()
elif isinstance(self.N, int) and 0 < self.N < 1: elif isinstance(self.N, float) and 0 < self.N < 1:
series = series.ewm(alpha=self.N, min_periods=1).mean() series = series.ewm(alpha=self.N, min_periods=1).mean()
else: else:
series = getattr(series.rolling(self.N, min_periods=1), self.func)() series = getattr(series.rolling(self.N, min_periods=1), self.func)()