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Dr.李
alpha-mind
Commits
00c100f3
Commit
00c100f3
authored
Apr 26, 2017
by
Dr.李
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restructure
parent
cee2b19a
Changes
6
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6 changed files
with
6 additions
and
4 deletions
+6
-4
aggregate.pyx
alphamind/aggregate.pyx
+0
-0
standardize.py
alphamind/data/standardize.py
+2
-1
winsorize.py
alphamind/data/winsorize.py
+2
-1
__init__.py
alphamind/portfolio/__init__.py
+0
-0
test_suite.py
alphamind/tests/test_suite.py
+1
-1
setup.py
setup.py
+1
-1
No files found.
alphamind/
data/impl
.pyx
→
alphamind/
aggregate
.pyx
View file @
00c100f3
File moved
alphamind/data/standardize.py
View file @
00c100f3
...
@@ -6,7 +6,8 @@ Created on 2017-4-25
...
@@ -6,7 +6,8 @@ Created on 2017-4-25
"""
"""
import
numpy
as
np
import
numpy
as
np
from
alphamind.data.impl
import
transform
from
alphamind.aggregate
import
transform
def
standardize
(
x
:
np
.
ndarray
,
groups
:
np
.
ndarray
=
None
)
->
np
.
ndarray
:
def
standardize
(
x
:
np
.
ndarray
,
groups
:
np
.
ndarray
=
None
)
->
np
.
ndarray
:
...
...
alphamind/data/winsorize.py
View file @
00c100f3
...
@@ -6,7 +6,8 @@ Created on 2017-4-25
...
@@ -6,7 +6,8 @@ Created on 2017-4-25
"""
"""
import
numpy
as
np
import
numpy
as
np
from
alphamind.data.impl
import
transform
from
alphamind.aggregate
import
transform
def
winsorize_normal
(
x
:
np
.
ndarray
,
num_stds
:
int
=
3
,
groups
:
np
.
ndarray
=
None
)
->
np
.
ndarray
:
def
winsorize_normal
(
x
:
np
.
ndarray
,
num_stds
:
int
=
3
,
groups
:
np
.
ndarray
=
None
)
->
np
.
ndarray
:
...
...
alphamind/portfolio/__init__.py
0 → 100644
View file @
00c100f3
alphamind/tests/test_suite.py
View file @
00c100f3
...
@@ -21,4 +21,4 @@ if __name__ == '__main__':
...
@@ -21,4 +21,4 @@ if __name__ == '__main__':
TestStandardize
,
TestStandardize
,
TestWinsorize
],
TestWinsorize
],
alpha_logger
)
alpha_logger
)
runner
.
run
()
runner
.
run
()
\ No newline at end of file
setup.py
View file @
00c100f3
...
@@ -23,7 +23,7 @@ else:
...
@@ -23,7 +23,7 @@ else:
line_trace
=
False
line_trace
=
False
ext_modules
=
[
'alphamind/
data/impl
.pyx'
]
ext_modules
=
[
'alphamind/
aggregate
.pyx'
]
def
generate_extensions
(
ext_modules
,
line_trace
=
False
):
def
generate_extensions
(
ext_modules
,
line_trace
=
False
):
...
...
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