Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
A
alpha-mind
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
Dr.李
alpha-mind
Commits
0e9b7b81
Commit
0e9b7b81
authored
Jan 24, 2018
by
Dr.李
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
added industry names
parent
41346f12
Changes
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
4 additions
and
2 deletions
+4
-2
sqlengine.py
alphamind/data/engines/sqlengine.py
+4
-2
No files found.
alphamind/data/engines/sqlengine.py
View file @
0e9b7b81
...
@@ -542,6 +542,7 @@ class SqlEngine(object):
...
@@ -542,6 +542,7 @@ class SqlEngine(object):
category
:
str
=
'sw'
,
category
:
str
=
'sw'
,
level
:
int
=
1
):
level
:
int
=
1
):
df
=
self
.
fetch_industry
(
ref_date
,
codes
,
category
,
level
)
df
=
self
.
fetch_industry
(
ref_date
,
codes
,
category
,
level
)
df
[
'industry_name'
]
=
df
[
'industry'
]
df
=
pd
.
get_dummies
(
df
,
columns
=
[
'industry'
],
prefix
=
""
,
prefix_sep
=
""
)
df
=
pd
.
get_dummies
(
df
,
columns
=
[
'industry'
],
prefix
=
""
,
prefix_sep
=
""
)
industries
=
industry_list
(
category
,
level
)
industries
=
industry_list
(
category
,
level
)
...
@@ -553,7 +554,7 @@ class SqlEngine(object):
...
@@ -553,7 +554,7 @@ class SqlEngine(object):
else
:
else
:
out_s
.
append
(
i
)
out_s
.
append
(
i
)
res
=
df
[[
'code'
,
'industry_code'
]
+
in_s
]
res
=
df
[[
'code'
,
'industry_code'
,
'industry_name'
]
+
in_s
]
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
return
res
return
res
...
@@ -598,6 +599,7 @@ class SqlEngine(object):
...
@@ -598,6 +599,7 @@ class SqlEngine(object):
level
:
int
=
1
):
level
:
int
=
1
):
df
=
self
.
fetch_industry_range
(
universe
,
start_date
,
end_date
,
dates
,
category
,
level
)
df
=
self
.
fetch_industry_range
(
universe
,
start_date
,
end_date
,
dates
,
category
,
level
)
df
[
'industry_name'
]
=
df
[
'industry'
]
df
=
pd
.
get_dummies
(
df
,
columns
=
[
'industry'
],
prefix
=
""
,
prefix_sep
=
""
)
df
=
pd
.
get_dummies
(
df
,
columns
=
[
'industry'
],
prefix
=
""
,
prefix_sep
=
""
)
industries
=
industry_list
(
category
,
level
)
industries
=
industry_list
(
category
,
level
)
...
@@ -609,7 +611,7 @@ class SqlEngine(object):
...
@@ -609,7 +611,7 @@ class SqlEngine(object):
else
:
else
:
out_s
.
append
(
i
)
out_s
.
append
(
i
)
res
=
df
[[
'trade_date'
,
'code'
,
'industry_code'
]
+
in_s
]
res
=
df
[[
'trade_date'
,
'code'
,
'industry_code'
,
'industry_name'
]
+
in_s
]
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
return
res
return
res
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment