(test_df)
| 82 | |
| 83 | |
| 84 | def fill_test_na(test_df): |
| 85 | test_df_res = test_df.copy() |
| 86 | feature_cols = ~test_df_res.columns.str.contains("label", case=False) |
| 87 | test_feature_fna = ( |
| 88 | test_df_res.loc[:, feature_cols].groupby("datetime", group_keys=False).apply(lambda df: df.fillna(df.mean())) |
| 89 | ) |
| 90 | test_df_res.loc[:, feature_cols] = test_feature_fna |
| 91 | return test_df_res |
| 92 | |
| 93 | |
| 94 | def process_qlib_data(df, dataset, fillna=False): |