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alpha-mind
Commit 2a62668f authored by Dr.李's avatar Dr.李
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shorter log

parent 40794467
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alphamind/analysis/crosssetctions.py
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...@@ -44,7 +44,7 @@ def cs_impl(ref_date, ...@@ -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} is finished with {len(target_pos)} stocks for {factor_name}")
alpha_logger.info(f"{ref_date} risk_exposure \n " 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 return port_ret, ic, t_stats
......
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