Commit 171f1d75 authored by Dr.李's avatar Dr.李

update factor analysis

parent d96ccbbc
......@@ -42,7 +42,7 @@ def factor_analysis(factors: pd.DataFrame,
post_process = kwargs['post_process']
del kwargs['post_process']
else:
post_process = [standardize]
post_process = [winsorize_normal, standardize]
er = factor_processing(factors.values, pre_process, risk_exp, post_process) @ factor_weights
......
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