fix df_features.index conține np.nan

2026-07-09 14:00:55 +08:00 · 2021-07-21 00:02:33 +08:00
parent 3f5334ab39
commit bf7732e284
2 changed files with 3 additions and 2 deletions
--- a/examples/highfreq/highfreq_processor.py
+++ b/examples/highfreq/highfreq_processor.py
@@ -33,6 +33,9 @@ class HighFreqNorm(Processor):
            self.feature_vmin[name] = np.nanmin(part_values)

    def __call__(self, df_features):
+        df_features["date"] = pd.to_datetime(
+            df_features.index.get_level_values(level="datetime").to_series().dt.date.values
+        )
        df_features.set_index("date", append=True, drop=True, inplace=True)
        df_values = df_features.values
        names = {