From ff2154c618ae972f704164beb094dcc330c375c4 Mon Sep 17 00:00:00 2001
From: He Yi <hyhmxh@gmail.com>
Date: Fri, 11 Nov 2022 19:53:33 +0800
Subject: [PATCH] fix bug in fix clip_outlier in class
 RobustZScoreNorm(Processor) (#1294)

---
 qlib/data/dataset/processor.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py
index 26ff7e09d..b7abb2000 100644
--- a/qlib/data/dataset/processor.py
+++ b/qlib/data/dataset/processor.py
@@ -289,9 +289,9 @@ class RobustZScoreNorm(Processor):
         X = df[self.cols]
         X -= self.mean_train
         X /= self.std_train
-        df[self.cols] = X
         if self.clip_outlier:
-            df.clip(-3, 3, inplace=True)
+            X = np.clip(X, -3, 3)
+        df[self.cols] = X
         return df