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alpha-mind
Commit 04a5ea57 authored by Dr.李's avatar Dr.李
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only return log return

parent 0626982d
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Showing with 0 additions and 6 deletions
alphamind/data/engines/sqlengine.py
View file @ 04a5ea57
...@@ -210,7 +210,6 @@ class SqlEngine(object): ...@@ -210,7 +210,6 @@ class SqlEngine(object):
df = pd.read_sql(query, self.session.bind).dropna() df = pd.read_sql(query, self.session.bind).dropna()
df = df[df.trade_date == ref_date] df = df[df.trade_date == ref_date]
df['dx'] = np.exp(df['dx']) - 1.
return df[['code', 'dx']] return df[['code', 'dx']]
def fetch_dx_return_range(self, def fetch_dx_return_range(self,
...@@ -246,8 +245,6 @@ class SqlEngine(object): ...@@ -246,8 +245,6 @@ class SqlEngine(object):
if dates: if dates:
df = df[df.trade_date.isin(dates)] df = df[df.trade_date.isin(dates)]
df['dx'] = np.exp(df['dx']) - 1.
return df return df
def fetch_dx_return_index(self, def fetch_dx_return_index(self,
...@@ -278,7 +275,6 @@ class SqlEngine(object): ...@@ -278,7 +275,6 @@ class SqlEngine(object):
df = pd.read_sql(query, self.session.bind).dropna() df = pd.read_sql(query, self.session.bind).dropna()
df = df[df.trade_date == ref_date] df = df[df.trade_date == ref_date]
df['dx'] = np.exp(df['dx']) - 1.
return df[['code', 'dx']] return df[['code', 'dx']]
def fetch_dx_return_index_range(self, def fetch_dx_return_index_range(self,
...@@ -313,8 +309,6 @@ class SqlEngine(object): ...@@ -313,8 +309,6 @@ class SqlEngine(object):
if dates: if dates:
df = df[df.trade_date.isin(dates)] df = df[df.trade_date.isin(dates)]
df['dx'] = np.exp(df['dx']) - 1.
return df return df
def fetch_factor(self, def fetch_factor(self,
......
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