data_tools.flat_rebalance_raw_data: Flats and re-balances raw data by selecting good known flag r...

In scalastic/fin.backend: Financial Computations Backend

Flats and re-balances raw data by selecting good known flag r and define Target variable.

Description

Flats and re-balances raw data by selecting good known flag r and define Target variable.

Usage

data_tools.flat_rebalance_raw_data(
  raw_data,
  level,
  day_date,
  start_flat_raw_data,
  n
)

Arguments

raw_data	raw data initially coming from data_tools.load_raw_data
level	the level to re-balance on
day_date	the date of the day from where the flags r are computed
start_flat_raw_data	the date from where the data are returned
n	the number of samples for each target

Value

a data.table containing the computed data

scalastic/fin.backend documentation built on Nov. 18, 2022, 7:10 a.m.