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Add docs about the patameters (#771)

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you-n-g
2021-12-24 15:26:27 +08:00
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parent d087054a59
commit ef161715f7
1 changed files with 6 additions and 0 deletions
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qlib/data/dataset/processor.py
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@@ -197,6 +197,8 @@ class Fillna(Processor):
class MinMaxNorm(Processor):
def __init__(self, fit_start_time, fit_end_time, fields_group=None):
# NOTE: correctly set the `fit_start_time` and `fit_end_time` is very important !!!
# `fit_end_time` **must not** include any information from the test data!!!
self.fit_start_time = fit_start_time
self.fit_end_time = fit_end_time
self.fields_group = fields_group
@@ -226,6 +228,8 @@ class ZScoreNorm(Processor):
"""ZScore Normalization"""
def __init__(self, fit_start_time, fit_end_time, fields_group=None):
# NOTE: correctly set the `fit_start_time` and `fit_end_time` is very important !!!
# `fit_end_time` **must not** include any information from the test data!!!
self.fit_start_time = fit_start_time
self.fit_end_time = fit_end_time
self.fields_group = fields_group
@@ -263,6 +267,8 @@ class RobustZScoreNorm(Processor):
"""
def __init__(self, fit_start_time, fit_end_time, fields_group=None, clip_outlier=True):
# NOTE: correctly set the `fit_start_time` and `fit_end_time` is very important !!!
# `fit_end_time` **must not** include any information from the test data!!!
self.fit_start_time = fit_start_time
self.fit_end_time = fit_end_time
self.fields_group = fields_group