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wenwen.tang
robo-dividend
Commits
2794e102
Commit
2794e102
authored
Feb 20, 2024
by
wenwen.tang
😕
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bugfix
parent
f502aea2
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1 changed file
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7 additions
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5 deletions
+7
-5
training_data_builder.py
ai/training_data_builder.py
+7
-5
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ai/training_data_builder.py
View file @
2794e102
...
...
@@ -146,11 +146,9 @@ class TrainingDataBuilder(ABC):
for
col
in
[
'NAPMPMI'
]:
DataAll
[
col
]
.
bfill
(
inplace
=
True
)
DataAll
[
col
]
.
ffill
(
inplace
=
True
)
###### clean NaN
DataAll
.
ffill
(
inplace
=
True
)
DataAll
.
dropna
(
inplace
=
True
)
DataAll
.
reset_index
(
inplace
=
True
,
drop
=
True
)
for
col
in
DataAll
.
columns
:
if
col
not
in
[
'CPI_YOY'
,
'CPURNSA'
,
'CPI_MOM'
,
'CPI_MOM_Diff'
,
'futureR'
,
'yLabel'
]:
DataAll
[
col
]
.
ffill
(
inplace
=
True
)
if
(
self
.
_toForecast
):
# 处理CPI_YOY:美国城镇消费物价指数同比未经季 CPURNSA:美国消费者物价指数未经季调
...
...
@@ -166,6 +164,10 @@ class TrainingDataBuilder(ABC):
X_forecast
=
forecastData
.
to_numpy
()
del
DataAllCopy
###### clean NaN
DataAll
.
dropna
(
inplace
=
True
)
DataAll
.
reset_index
(
inplace
=
True
,
drop
=
True
)
###### get X and y
y
=
DataAll
[
'yLabel'
]
.
to_numpy
(
copy
=
True
)
...
...
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