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Commit 52ddf5d7 authored by Dr.李's avatar Dr.李
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fixed the bug for is_tradable

parent 161ad80c
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alphamind/analysis/factoranalysis.py
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...@@ -200,7 +200,7 @@ def factor_analysis(factors: pd.DataFrame, ...@@ -200,7 +200,7 @@ def factor_analysis(factors: pd.DataFrame,
ubound = 0.01 + benchmark ubound = 0.01 + benchmark
if is_tradable is not None: if is_tradable is not None:
ubound[~is_tradable] = 0. ubound[~is_tradable] = np.minimum(lbound, ubound)[~is_tradable]
if constraints: if constraints:
risk_lbound, risk_ubound = constraints.risk_targets() risk_lbound, risk_ubound = constraints.risk_targets()
......
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