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fix(DataLoader): sort the data before merging (this corrupted the pipeline completely)

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Mark Aron Szulyovszky
2022-03-12 22:22:10 +01:00
parent c1d79ac8c2
commit 5b7bcbb5e9
4 changed files with 18 additions and 13 deletions
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feature_extractors/feature_extractors.py
+1 -1
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@@ -4,7 +4,7 @@ from feature_extractors.utils import get_close_low_high
def feature_debug_future_lookahead(df: pd.DataFrame, period: int) -> pd.Series:
return df["returns"].shift(-period)
return df["returns"].rolling(window=pd.api.indexers.FixedForwardWindowIndexer(window_size=period)).sum()
def feature_lag(df: pd.DataFrame, period: int) -> pd.Series: