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fix(Labeling): use X.loc instead of X.filter, remove Nan from event_start_times

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Mark Aron Szulyovszky
2022-03-12 13:27:44 +01:00
parent b656f790f5
commit c1d79ac8c2
4 changed files with 4 additions and 4 deletions
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labeling/labellers/fixed_time_two_class.py
+1 -1
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@@ -18,7 +18,7 @@ class FixedTimeHorionTwoClassEventLabeller(EventLabeller):
forward_returns = create_forward_returns(returns, self.time_horizon)
cutoff_point = returns.index[-self.time_horizon]
event_start_times[event_start_times < cutoff_point]
event_start_times = event_start_times[event_start_times < cutoff_point]
event_candidates = forward_returns[event_start_times]
def get_class_binary(x: float) -> int: