TopBottomTransformer

class zvt.factors.ma.top_bottom_factor.TopBottomTransformer(window=20)

Bases: zvt.contract.factor.Transformer

__init__(window=20) → None

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

input_df format:

                          col1    col2    col3    ...
entity_id    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

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