fix: fix lagging so that only one concatenation will be executed

erhardtconsulting · Aug 27, 2024 · 608ddf3 · 608ddf3
1 parent 94943c7
commit 608ddf3
Showing 1 changed file with 4 additions and 4 deletions.
diff --git a/src/tensortrade/pipeline/transformers/lagging.py b/src/tensortrade/pipeline/transformers/lagging.py
@@ -48,14 +48,14 @@ def transform(self, df: pd.DataFrame) -> pd.DataFrame:
         else:
             lag_columns = df.columns
 
+        # create dict for new lagged features
+        lagged_features = {}
         for column in lag_columns:
-            # create dict for new lagged features
-            lagged_features = {}
             for lag in self.lags:
                 # add lagged features
                 lagged_features[f'{column}_lag_{lag}'] = df[column].shift(lag)
 
-            df_lagged_features = pd.DataFrame(lagged_features)
-            df = pd.concat([df, df_lagged_features], axis=1)
+        df_lagged_features = pd.DataFrame(lagged_features)
+        df = pd.concat([df, df_lagged_features], axis=1)
 
         return df