diff --git a/numerai_tools/scoring.py b/numerai_tools/scoring.py index c839984..40f878d 100644 --- a/numerai_tools/scoring.py +++ b/numerai_tools/scoring.py @@ -329,11 +329,8 @@ def neutralize( # add a column of 1s to the neutralizer array in case neutralizer_arr is a single column (neutralizer_arr, np.array([1] * len(neutralizer_arr)).reshape(-1, 1)) ) - print(neutralizer_arr) least_squares = np.linalg.lstsq(neutralizer_arr, df_arr, rcond=1e-6)[0] - print(least_squares) adjustments = proportion * neutralizer_arr.dot(least_squares) - print(adjustments) neutral = df_arr - adjustments return pd.DataFrame(neutral, index=df.index, columns=df.columns)