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fix bug in fix clip_outlier in class RobustZScoreNorm(Processor) (#1294)

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He Yi
2022-11-11 19:53:33 +08:00
committed by GitHub
parent a82cc0b129
commit ff2154c618
1 changed files with 2 additions and 2 deletions
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qlib/data/dataset/processor.py
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@@ -289,9 +289,9 @@ class RobustZScoreNorm(Processor):
X = df[self.cols] X = df[self.cols]
X -= self.mean_train X -= self.mean_train
X /= self.std_train X /= self.std_train
df[self.cols] = X
if self.clip_outlier: if self.clip_outlier:
df.clip(-3, 3, inplace=True) X = np.clip(X, -3, 3)
df[self.cols] = X
return df return df