fix: TanhProcess using wrong MultiIndex column level#2171
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EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
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fix: TanhProcess using wrong MultiIndex column level#2171EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
EdenRochmanSharabi wants to merge 1 commit intomicrosoft:mainfrom
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TanhProcess.tanh_denoise was using get_level_values(1) to find LABEL columns, but level 0 holds the group names (LABEL0, FEATURE0, etc.). Changed to get_level_values(0). Also fixed the inner function to reference "data.columns" instead of the outer "df.columns" for the non-label column mask. Fixes microsoft#1687
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EdenRochmanSharabi
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Summary
Fixes #1687
TanhProcess.__call__()usesget_level_values(1)to identify LABEL columns, but LABEL group names appear at level 0 of the MultiIndex, not level 1. This causes the tanh denoising to be incorrectly applied to label columns.Changes
qlib/data/dataset/processor.py: Changedget_level_values(1)toget_level_values(0), and fixed variable reference fromdftodatafor the column masktests/test_tanh_process.py: Test verifying LABEL columns are untouched while FEATURE columns are tanh-transformed