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chore(Linter): reformatted code with black (#211)

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* chore(Linter): reformatted code with black

* Create black.yaml
This commit is contained in:
Mark Aron Szulyovszky
2022-02-17 19:22:17 +01:00
committed by GitHub
parent f3fee4a4e1
commit 8dd2d88740
101 changed files with 2595 additions and 2319 deletions
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feature_extractors/fractional_differentiation.py
+4 -3
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@@ -3,13 +3,14 @@ import pandas as pd
import numpy as np
from feature_extractors.utils import apply_log_if_necessary_series
def feature_fractional_differentiation(df: pd.DataFrame, period: int) -> pd.Series:
frac_diff = FracdiffStat(window = period)
frac_diff = FracdiffStat(window=period)
input_series = df["close"].to_numpy().reshape(-1, 1)
result = frac_diff.fit_transform(input_series)
return pd.Series(result.squeeze(), index = df.index)
return pd.Series(result.squeeze(), index=df.index)
def feature_fractional_differentiation_log(df: pd.DataFrame, period: int) -> pd.Series:
series = feature_fractional_differentiation(df, period, is_log_return)
return apply_log_if_necessary_series(series, "fracdiff")