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 ...@@ -29,7 +29,7 @@ re-balance - 1 week
training - every 4 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']) universe = Universe('zz500', ['zz500'])
neutralize_risk = ['SIZE'] + industry_styles neutralize_risk = ['SIZE'] + industry_styles
portfolio_risk_neutralize = ['SIZE'] portfolio_risk_neutralize = ['SIZE']
...@@ -59,7 +59,7 @@ data_package = fetch_data_package(engine, ...@@ -59,7 +59,7 @@ data_package = fetch_data_package(engine,
neutralized_risk=neutralize_risk, neutralized_risk=neutralize_risk,
pre_process=[winsorize_normal, standardize], pre_process=[winsorize_normal, standardize],
post_process=[standardize], post_process=[standardize],
warm_start=20) warm_start=8)
''' '''
training phase: using Linear - regression from scikit-learn training phase: using Linear - regression from scikit-learn
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