update example

alphamind/data/engines/sqlengine.py

@@ -284,7 +284,7 @@ class SqlEngine(object):
             transformer = Transformer(factors)
 
         dependency = transformer.dependency
-        factor_cols = _map_factors(dependency)
+        factor_cols = _map_factors(dependency, factor_tables)
 
         cond = universe.query_range(start_date, end_date, dates)
 

alphamind/strategy/sample_strategy.json

@@ -17,7 +17,7 @@
     "fit_intercept": false
   },
 
-  "freq": "2w",
+  "freq": "1d",
   "batch": 4,
   "warm_start": 0,
   "universe": ["zz500", ["zz500"]],

alphamind/strategy/strategy.py

@@ -168,7 +168,7 @@ if __name__ == '__main__':
         dates = strategy.cached_dates()
         print(dates)
 
-        for date in dates:
-            strategy.model_train(date)
-            prediction = strategy.model_predict(date)
-            print(date)
+        # for date in dates:
+        #     strategy.model_train(date)
+        #     prediction = strategy.model_predict(date)
+        #     print(date)