May 18, 2022
Bug fixes
- DSL: Fixed a bug in the
<signal>.z_score()
function to avoid incorrectly dropping data points. Previously, when evaluated for multiple entities at a time, if one entity was missing data on a given date, the function dropped the data points for all the other entities on that date. We now calculate the Z-score on each time series in isolation, and only remove NaN values from that time series.