WMA计算错误
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bug
- Dominant language
- Python
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Description
ops计算代码中的下面这个函数不对。应该使用np.nansum(w*x)
def weighted_mean(x):
w = np.arange(len(x)) + 1
w = w / w.sum()
return np.nanmean(w * x)
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First steps
- Read the whole issue, then the project's contributing guide.
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- Open a pull request that references the issue number.
Research direction
Locate the shown weighted_mean function in the ops calculation code and compare its NaN handling with the reported np.nansum(w*x) behavior. Done means the function computes the weighted result while ignoring NaN values; run the relevant existing tests or a focused check with weighted inputs containing missing values.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Bug
- Difficulty
- 1/5
- Estimated time
- Under an hour
- Activity status
- Stale
- Clarity
- Clearly specified
- Newbie friendliness
- 72/100