diff --git a/feature_extractors/feature_extractors.py b/feature_extractors/feature_extractors.py index 2e0c8fa..66f3a23 100644 --- a/feature_extractors/feature_extractors.py +++ b/feature_extractors/feature_extractors.py @@ -4,7 +4,11 @@ from feature_extractors.utils import get_close_low_high def feature_debug_future_lookahead(df: pd.DataFrame, period: int) -> pd.Series: - return df["returns"].rolling(window=pd.api.indexers.FixedForwardWindowIndexer(window_size=period)).sum() + return ( + df["returns"] + .rolling(window=pd.api.indexers.FixedForwardWindowIndexer(window_size=period)) + .sum() + ) def feature_lag(df: pd.DataFrame, period: int) -> pd.Series: