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Bug fix for Rank and WMA operators #1228

Merged
merged 13 commits into from Nov 13, 2022
Merged

Bug fix for Rank and WMA operators #1228

merged 13 commits into from Nov 13, 2022

Commits on Jul 24, 2022

  1. bug fix: 1) 100 should be used to scale down percentileofscore return… 

    … to 0-1, not length of array; 2) for (linear) weighted MA(n), weight should be n, n-1, ..., 1 instead of n-1, ..., 0
    @qianyun210603
    qianyun210603 committed Jul 24, 2022
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Commits on Aug 13, 2022

  1. use native pandas fucntion for rank

    @qianyun210603
    qianyun210603 committed Aug 13, 2022
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  2. remove useless import

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    qianyun210603 committed Aug 13, 2022
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  3. Merge branch 'microsoft:main' into main

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    qianyun210603 committed Aug 13, 2022
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Commits on Aug 23, 2022

  1. Merge branch 'microsoft:main' into main

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    qianyun210603 committed Aug 23, 2022
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  2. require pandas 1.4+

    @qianyun210603
    qianyun210603 committed Aug 23, 2022
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  3. Merge branch 'main' of github.com:qianyun210603/qlib

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    qianyun210603 committed Aug 23, 2022
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  4. rank for py37+pandas 1.3.5 compatibility

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    qianyun210603 committed Aug 23, 2022
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  5. lint improvement

    @qianyun210603
    qianyun210603 committed Aug 23, 2022
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  6. lint black fix

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    qianyun210603 committed Aug 23, 2022
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Commits on Aug 30, 2022

  1. use hasattr instead of version to check whether rolling.rank is imple… 

    …mented
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    qianyun210603 committed Aug 30, 2022
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  2. Merge branch 'microsoft:main' into main

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    qianyun210603 committed Aug 30, 2022
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Commits on Oct 31, 2022

  1. Merge branch 'microsoft:main' into main

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    qianyun210603 committed Oct 31, 2022
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