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alpha-mind
Commit 40794467 authored by Dr.李's avatar Dr.李
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shorter log

parent 585f4004
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alphamind/analysis/crosssetctions.py
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...@@ -43,7 +43,8 @@ def cs_impl(ref_date, ...@@ -43,7 +43,8 @@ def cs_impl(ref_date,
t_stats = results.tvalues[1] t_stats = results.tvalues[1]
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 {target_pos.weight.values @ target_pos[constraint_risk].values}") alpha_logger.info(f"{ref_date} risk_exposure \n "
f"{np.sum(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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