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Improve normalization of volume #765

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2young-2simple-sometimes-naive opened this issue Dec 22, 2021 · 0 comments · Fixed by #792
Closed

Improve normalization of volume #765

2young-2simple-sometimes-naive opened this issue Dec 22, 2021 · 0 comments · Fixed by #792
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❓ Questions and Help

I am using CSZScoreNorm for normalization. I notice that the trade volumes are mostly 0 under this normalization. Is there any way to use different normalization methods on the input dataset? Is there any suggestions for normalizing volume?
Screen Shot 2021-12-22 at 6 28 56 AM
@2young-2simple-sometimes-naive 2young-2simple-sometimes-naive added the question Further information is requested label Dec 22, 2021
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you-n-g pushed a commit that referenced this issue Jan 1, 2022
@2young-2simple-sometimes-naive
Fix $volume normalization issue (#792)
e76b409 
* Fix $volume normalization issue

Fix: #765

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qianyun210603 pushed a commit to qianyun210603/qlib that referenced this issue Mar 23, 2023
@2young-2simple-sometimes-naive
Fix $volume normalization issue (microsoft#792)
79f34ea 
* Fix $volume normalization issue

Fix: microsoft#765

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Fix $volume normalization issue
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