Commit 11908f2e authored by Dr.李's avatar Dr.李

added more api

parent d6bb6e38
...@@ -20,6 +20,9 @@ from alphamind.data.engines.sqlengine import macro_styles ...@@ -20,6 +20,9 @@ from alphamind.data.engines.sqlengine import macro_styles
from alphamind.data.winsorize import winsorize_normal from alphamind.data.winsorize import winsorize_normal
from alphamind.data.standardize import standardize from alphamind.data.standardize import standardize
from alphamind.data.neutralize import neutralize from alphamind.data.neutralize import neutralize
from alphamind.data.engines.sqlengine import factor_tables
from alphamind.utilities import alpha_logger
__all__ = [ __all__ = [
...@@ -36,5 +39,7 @@ __all__ = [ ...@@ -36,5 +39,7 @@ __all__ = [
'macro_styles', 'macro_styles',
'winsorize_normal', 'winsorize_normal',
'standardize', 'standardize',
'neutralize' 'neutralize',
'factor_tables',
'alpha_logger'
] ]
\ No newline at end of file
...@@ -235,7 +235,7 @@ class SqlEngine(object): ...@@ -235,7 +235,7 @@ class SqlEngine(object):
.select_from(big_table) \ .select_from(big_table) \
.where(and_(Market.Date == ref_date, Market.Code.in_(codes))) .where(and_(Market.Date == ref_date, Market.Code.in_(codes)))
df = pd.read_sql(query, self.engine) df = pd.read_sql(query, self.engine).sort_values('Code')
res = transformer.transform('Code', df) res = transformer.transform('Code', df)
for col in res.columns: for col in res.columns:
......
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