discretizer

czsc.sensors.discretizer(df: DataFrame, col: str, n_bins=20, encode='ordinal', strategy='quantile')[source]

使用 KBinsDiscretizer 对连续变量在时间截面上进行离散化

Parameters:

df – 数据对象
col – 连续变量列名
n_bins – 参见 KBinsDiscretizer 文档 https://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.KBinsDiscretizer.html
encode – 参见 KBinsDiscretizer 文档
strategy – 参见 KBinsDiscretizer 文档

Returns:

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