Commit 1ff3d477 authored by Dr.李's avatar Dr.李

fixed bug for dynamic industry settings

parent c19f7bb1
...@@ -664,19 +664,7 @@ class SqlEngine(object): ...@@ -664,19 +664,7 @@ class SqlEngine(object):
df = self.fetch_industry(ref_date, codes, category, level) df = self.fetch_industry(ref_date, codes, category, level)
df['industry_name'] = df['industry'] 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) return df.drop('industry_code', axis=1)
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
def fetch_industry_range(self, def fetch_industry_range(self,
universe: Universe, universe: Universe,
...@@ -721,20 +709,7 @@ class SqlEngine(object): ...@@ -721,20 +709,7 @@ class SqlEngine(object):
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['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) return df.drop('industry_code', axis=1)
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
def fetch_trade_status(self, def fetch_trade_status(self,
ref_date: str, ref_date: str,
......
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