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

This commit is contained in:
Mark Aron Szulyovszky
2022-03-12 13:27:44 +01:00
parent b656f790f5
commit c1d79ac8c2
4 changed files with 4 additions and 4 deletions
+1 -1
View File
@@ -27,7 +27,7 @@ def label_data(
"% of overlapping events",
)
X = X.filter(items=events.index, axis=0)
X = X.loc[events.index]
y = events["label"]
forward_returns = events["returns"]