This module contains some tools to scale data set, such as standardization (standardize), normalization (normalize) and rolling versions (roll_standardize and roll_normalize).

There is also a scale object (Scale) that allows you to scale your data with standardization or normalization and keep in memory the parameters used to scale the data. Such that you can rescale an other data set with the same parameters or you can also revert the scale transformation.

Scale functions

fynance.features.scale.normalize(X[, a, b, axis]) Scale the data between a and b.
fynance.features.scale.standardize(X[, a, …]) Substitutes the mean and divid by the standard deviation.
fynance.features.scale.roll_normalize(X[, …]) Scale the data between a and b.
fynance.features.scale.roll_standardize(X[, …]) Substitutes the rolling mean and divid by the rolling standard dev.

Scale object

fynance.features.scale.Scale(X[, kind, a, …]) Object to scale data.