IntersectTransformer

class zvt.factors.algorithm.IntersectTransformer(kdata_overlap=0)

Bases: zvt.contract.factor.Transformer

__init__(kdata_overlap=0) → None

transform(input_df) → pandas.core.frame.DataFrame

Parameters

input_df –

Returns

transform_one(entity_id: str, df: pandas.core.frame.DataFrame) → pandas.core.frame.DataFrame

df format:

             col1    col2    col3    ...
timestamp
             1.2     0.5     0.3     ...
             1.0     0.7     0.2     ...

the return result would change the columns and keep the format

Parameters

• entity_id –

• df –

Returns