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feat(Transformations): added robust scaler (#223)

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* feat(Transformations): added robust scaler

* fix(Config): set back default scaler to MinMax
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 00:41:46 +01:00
committed by GitHub
parent 229f16c4b3
commit 7a443d93e4
5 changed files with 10 additions and 11 deletions
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feature_extractors/types.py
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@@ -6,4 +6,3 @@ IsLogReturn = bool
FeatureExtractor = Callable[[pd.DataFrame, Period], Union[pd.DataFrame, pd.Series]]
Name = str
FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]
ScalerTypes = Literal["normalize", "minmax", "standardize", "none"]