fynance.features.scale.normalize¶

fynance.features.scale.normalize(X, a=0, b=1, axis=0)¶

Scale the data between a and b.

Substitutes the minimum and divid by the difference between the maximum and the minimum. Then multiply by b minus a and add a.

\[Normalize(X) = (b - a) \times \frac{X - X_{min}}{X_{max} - X_{min}} + a\]

Parameters:	X : np.ndarray[dtype, ndim=1 or 2] Data to scale. a, b : float or array_like, optional Respectively the lower and upper bound of the transformation. axis : int, optional Axis along which to scale the data.
Returns:	np.ndarray[dtype, ndim=1 or 2] The scaled data.