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alpha-mind
Commit 302e8c2c authored by Dr.李's avatar Dr.李
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update example

parent d62ce564
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Showing with 6 additions and 6 deletions
alphamind/data/engines/sqlengine.py
View file @ 302e8c2c
...@@ -284,7 +284,7 @@ class SqlEngine(object): ...@@ -284,7 +284,7 @@ class SqlEngine(object):
transformer = Transformer(factors) transformer = Transformer(factors)
dependency = transformer.dependency dependency = transformer.dependency
factor_cols = _map_factors(dependency) factor_cols = _map_factors(dependency, factor_tables)
cond = universe.query_range(start_date, end_date, dates) cond = universe.query_range(start_date, end_date, dates)
......
alphamind/strategy/sample_strategy.json
View file @ 302e8c2c
...@@ -17,7 +17,7 @@ ...@@ -17,7 +17,7 @@
"fit_intercept": false "fit_intercept": false
}, },
"freq": "2w", "freq": "1d",
"batch": 4, "batch": 4,
"warm_start": 0, "warm_start": 0,
"universe": ["zz500", ["zz500"]], "universe": ["zz500", ["zz500"]],
......
alphamind/strategy/strategy.py
View file @ 302e8c2c
...@@ -168,7 +168,7 @@ if __name__ == '__main__': ...@@ -168,7 +168,7 @@ if __name__ == '__main__':
dates = strategy.cached_dates() dates = strategy.cached_dates()
print(dates) print(dates)
for date in dates: # for date in dates:
strategy.model_train(date) # strategy.model_train(date)
prediction = strategy.model_predict(date) # prediction = strategy.model_predict(date)
print(date) # print(date)
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