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
1ff3d477
Commit
1ff3d477
authored
May 02, 2018
by
Dr.李
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
fixed bug for dynamic industry settings
parent
c19f7bb1
Changes
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
2 additions
and
27 deletions
+2
-27
sqlengine.py
alphamind/data/engines/sqlengine.py
+2
-27
No files found.
alphamind/data/engines/sqlengine.py
View file @
1ff3d477
...
...
@@ -664,19 +664,7 @@ class SqlEngine(object):
df
=
self
.
fetch_industry
(
ref_date
,
codes
,
category
,
level
)
df
[
'industry_name'
]
=
df
[
'industry'
]
df
=
pd
.
get_dummies
(
df
,
columns
=
[
'industry'
],
prefix
=
""
,
prefix_sep
=
""
)
industries
=
industry_list
(
category
,
level
)
in_s
=
[]
out_s
=
[]
for
i
in
industries
:
if
i
in
df
:
in_s
.
append
(
i
)
else
:
out_s
.
append
(
i
)
res
=
df
[[
'code'
,
'industry_code'
,
'industry_name'
]
+
in_s
]
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
return
res
return
df
.
drop
(
'industry_code'
,
axis
=
1
)
def
fetch_industry_range
(
self
,
universe
:
Universe
,
...
...
@@ -721,20 +709,7 @@ class SqlEngine(object):
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
=
""
)
industries
=
industry_list
(
category
,
level
)
in_s
=
[]
out_s
=
[]
for
i
in
industries
:
if
i
in
df
:
in_s
.
append
(
i
)
else
:
out_s
.
append
(
i
)
res
=
df
[[
'trade_date'
,
'code'
,
'industry_code'
,
'industry_name'
]
+
in_s
]
res
=
res
.
assign
(
**
dict
(
zip
(
out_s
,
[
0
]
*
len
(
out_s
))))
return
res
return
df
.
drop
(
'industry_code'
,
axis
=
1
)
def
fetch_trade_status
(
self
,
ref_date
:
str
,
...
...
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