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Merge branch 'main' of github.com:microsoft/qlib into main

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D-X-Y
2021-03-04 23:19:33 -08:00
parent e327f404e3 b8cf229b05
commit b115ca5353
4 changed files with 36 additions and 8 deletions
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qlib/data/ops.py
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@@ -1182,7 +1182,7 @@ class Slope(Rolling):
Returns
----------
Expression
a feature instance with regression slope of given window
a feature instance with linear regression slope of given window
"""
def __init__(self, feature, N):
@@ -1210,7 +1210,7 @@ class Rsquare(Rolling):
Returns
----------
Expression
a feature instance with regression r-value square of given window
a feature instance with linear regression r-value square of given window
"""
def __init__(self, feature, N):