Custom fit_transform for Signals processors

crowdcent · Dec 20, 2023 · 7c6fe44 · 7c6fe44
1 parent 46409fe
commit 7c6fe44
Showing 1 changed file with 8 additions and 0 deletions.
diff --git a/numerblox/preprocessing/signals.py b/numerblox/preprocessing/signals.py
@@ -288,6 +288,10 @@ def transform(
             output_df[f"{feature}_quantile{self.num_quantiles}"] = group_data
         return output_df.to_numpy()
 
+    def fit_transform(self, X: Union[np.array, pd.DataFrame], eras: pd.Series):
+        self.fit(X=X, eras=eras)
+        return self.transform(X=X, eras=eras)
+
     def get_feature_names_out(self, input_features=None) -> List[str]:
         """Return feature names."""
         if not input_features:
@@ -374,6 +378,10 @@ def transform(self, X: Union[np.array, pd.DataFrame], tickers: pd.Series) -> np.
         self.output_features = output_features
         return X[output_features].to_numpy()
 
+    def fit_transform(self, X: Union[np.array, pd.DataFrame], tickers: pd.Series):
+        self.fit(X=X, tickers=tickers)
+        return self.transform(X=X, tickers=tickers)
+
     def get_feature_names_out(self, input_features=None) -> List[str]:
         """Return feature names."""
         return self.output_features if not input_features else input_features