add feature to MeanTransform

[Mr-Geekman]

Issue by TsoyAlV
Saturday Jul 22, 2023 at 20:42 GMT
Originally opened as tinkoff-ai#1326

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🚀 Feature Request

It is not possible to take average data for a certain period (start, stop).
Important!
The function "MeanTransform" takes data from future

Proposal

• 1) First of all, I want data not taken from the future
• 2) Add option to select averaging period

Test cases

No response

Additional context

[Mr-Geekman]

Comment by Mr-Geekman
Wednesday Jul 26, 2023 at 09:53 GMT

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Hello!
If you want for MeanTransform not to use data for the current timestamp you can do it by applying MeanTransform to lagged values.
In that case you create lagged values using LagTransform(in_column="column_name", lags=[my_lag], out_column="lag") and then add MeanTransform(in_column=f"lag_{my_lag}", window=my_window).

Add option to select averaging period

Can you elaborate on this? We have window parameter, isn't it enough?

[d-a-bunin]

It seems like this question is very stale and could be closed.