FIX: remove debug example

notebooks/1. debug examples.py

-"""
-Created on 2020-11-21
-
-@author: cheng.li
-"""
-
-import os
-import datetime as dt
-import numpy as np
-import pandas as pd
-from PyFin.api import *
-from alphamind.api import *
-
-start_date = '2020-01-01'
-end_date = '2020-02-21'
-
-freq = '10b'
-horizon = map_freq(freq)
-neutralized_risk = risk_styles + industry_styles
-universe = Universe('hs300')
-data_source = "mysql+mysqldb://reader:Reader#2020@121.37.138.1:13317/vision?charset=utf8"
-offset = 1
-method = 'ls'
-industry_name = 'sw'
-industry_level = 1
-
-risk_model = 'short'
-executor = NaiveExecutor()
-ref_dates = makeSchedule(start_date, end_date, freq, 'china.sse')
-engine = SqlEngine(data_source)
-
-alpha_factors = {
-    'f01': LAST('EMA5D'),
-    'f02': LAST('EMV6D')
-    }
-
-weights = dict(f01=1.0,
-               f02=1.0,
-              )
-
-alpha_model = ConstLinearModel(features=alpha_factors, weights=weights)
-
-
-def predict_worker(params):
-    data_meta = DataMeta(freq=freq,
-                         universe=universe,
-                         batch=1,
-                         neutralized_risk=neutralized_risk,
-                         risk_model='short',
-                         pre_process=[winsorize_normal, standardize],
-                         post_process=[standardize],
-                         warm_start=0,
-                         data_source=data_source)
-    ref_date, model = params
-    er, _ = predict_by_model(ref_date, model, data_meta)
-    return er
-
-
-predicts = [predict_worker((d.strftime('%Y-%m-%d'), alpha_model)) for d in ref_dates]
-
-
-