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Feature implementation from commits b46bf82..6a47416 #1

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3b471a0
Fix CI (#1347)
you-n-g Nov 11, 2022
a82cc0b
update TSDataSampler refineing the memory layout of data array to spe…
peteryang1 Nov 11, 2022
ff2154c
fix bug in fix clip_outlier in class RobustZScoreNorm(Processor) (#1294)
NotF404 Nov 11, 2022
4001a5d
Bug fix for Rank and WMA operators (#1228)
qianyun210603 Nov 13, 2022
82afd6a
Fix the Warnings in rst files when building Qlib's documentation (#1349)
MaximSmolskiy Nov 13, 2022
8802653
Fix the Warnings with duplicate object description when building Qlib…
MaximSmolskiy Nov 14, 2022
b51e881
Fix the Errors with unexpected indentation when building Qlib's docum…
MaximSmolskiy Nov 15, 2022
994f893
Optimize the implementation of uri & Fix async log bug (#1364)
you-n-g Nov 18, 2022
e47b0f1
Fix typo. (#1365)
ChiahungTai Nov 19, 2022
0c4db8b
Set _artifact_uri when mlflow_run is not None. (#1367)
ChiahungTai Nov 19, 2022
cc01812
Fix typos and grammar errors in docstrings and comments (#1366)
qianyun210603 Nov 20, 2022
c4ee9ff
Fixed log_param error (#1362)
SunsetWolf Nov 20, 2022
7e5bab5
Add early stopping to double ensemble model, add example (#1375)
chenditc Nov 28, 2022
4f5ae4d
fix csi500 end date issue (#1373)
qianyun210603 Nov 28, 2022
6a47416
Fix logging_level: make logging level specified in qlib.init applies …
qianyun210603 Nov 29, 2022
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fix bug in fix clip_outlier in class RobustZScoreNorm(Processor) (mic… 
…rosoft#1294)
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@NotF404
NotF404 authored Nov 11, 2022
commit ff2154c618ae972f704164beb094dcc330c375c4
4 changes: 2 additions & 2 deletions qlib/data/dataset/processor.py
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Original file line number Diff line number Diff line change
Expand Up @@ -289,9 +289,9 @@ def __call__(self, df):
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


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