strategy_evaluation.py 文件源码

def normalise_and_centre_score(strategy_score, up_threshold, low_threshold):

    """normalise and centre score when fitting thresholds"""

    temp_score = minmax_scale(strategy_score)

    temp_score = temp_score - 0.5
    temp_score[temp_score > up_threshold] = up_threshold
    temp_score[temp_score < -up_threshold] = -up_threshold
    temp_score[abs(temp_score) < low_threshold] = 0
    temp_score = temp_score + 0.5

    return temp_score