Commit 38fd0ff5 authored by Dr.李's avatar Dr.李

added single phase data fetching

parent 8a405fdd
......@@ -29,7 +29,7 @@ re-balance - 1 week
training - every 4 week
'''
engine = SqlEngine('postgresql+psycopg2://postgres:we083826@192.168.0.101/alpha')
engine = SqlEngine('postgresql+psycopg2://postgres:A12345678!@10.63.6.220/alpha')
universe = Universe('zz500', ['zz500'])
neutralize_risk = ['SIZE'] + industry_styles
portfolio_risk_neutralize = ['SIZE']
......@@ -59,7 +59,7 @@ data_package = fetch_data_package(engine,
neutralized_risk=neutralize_risk,
pre_process=[winsorize_normal, standardize],
post_process=[standardize],
warm_start=20)
warm_start=8)
'''
training phase: using Linear - regression from scikit-learn
......
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