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2a62668f · Dr.李 · 40794467 · 2a62668f
Commit 2a62668f authored Mar 06, 2018 by Dr.李
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crosssetctions.py alphamind/analysis/crosssetctions.py +1 -1

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--- a/alphamind/analysis/crosssetctions.py
+++ b/alphamind/analysis/crosssetctions.py
@@ -44,7 +44,7 @@ def cs_impl(ref_date,

    alpha_logger.info(f"{ref_date} is finished with {len(target_pos)} stocks for {factor_name}")
    alpha_logger.info(f"{ref_date} risk_exposure \n "
-                      f"{np.sum(target_pos.weight.values @ target_pos[constraint_risk].values)}")
+                      f"{np.sum(np.square(target_pos.weight.values @ target_pos[constraint_risk].values))}")
    return port_ret, ic, t_stats