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This commit is contained in:
bxdd
2020-11-27 13:09:40 +08:00
parent 8b275a6006
commit ae757a4b51
4 changed files with 8 additions and 5 deletions

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@@ -100,7 +100,8 @@ class DropCol(Processor):
else:
mask = df.columns.isin(self.col_list)
return df.loc[:, ~mask]
class TanhProcess(Processor):
""" Use tanh to process noise data"""
@@ -133,6 +134,7 @@ class ProcessInf(Processor):
return replace_inf(df)
class Fillna(Processor):
"""Process NaN"""
@@ -270,6 +272,7 @@ class CSRankNorm(Processor):
df[cols] = t
return df
class CSZFillna(Processor):
"""Cross Sectional Fill Nan"""
@@ -279,4 +282,4 @@ class CSZFillna(Processor):
def __call__(self, df):
cols = get_group_columns(df, self.fields_group)
df[cols] = df[cols].groupby("datetime").apply(lambda x: x.fillna(x.mean()))
return df
return df