replaced fill_value to 1 instead of close.mean #324
Merged
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As found in #323, DailyReturnIndicator will cause future data leakage when filling nan values (possibly only on the first row, as it's used with shift(1)).
This PR removed the
fillna
argument from theshift
operation. This is because if there is no value for the stock in the previous row, the actual value should be NaN. Later, when calling thedaily_return
method, the user can chose if to fill the NaN or not.In any case, filling with
close.mean()
is wrong.