fix bug in fix clip_outlier in class RobustZScoreNorm(Processor) (mic…

…rosoft#1294)
qianyun210603 · Nov 11, 2022 · 59438f4 · 59438f4
1 parent c67fa85
commit 59438f4
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/qlib/data/dataset/processor.py b/qlib/data/dataset/processor.py
@@ -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