CrossMaTransformer

class zvt.factors.transformers.CrossMaTransformer(windows=None, cal_change_pct=False)

Bases: MaTransformer

__init__(windows=None, cal_change_pct=False) → None

transform(input_df: DataFrame) → 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, df: DataFrame) → DataFrame

transform_one would not take effects if transform was implemented. Just show how to implement it here, most of time you should overwrite transform directly for performance.

Parameters:

• entity_id

• df

Returns: