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Dr.李
alpha-mind
Commits
5b6d2b7c
Commit
5b6d2b7c
authored
Mar 29, 2018
by
Dr.李
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remove some unused files
parent
5a734318
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2 changed files
with
0 additions
and
36 deletions
+0
-36
brisonanalysis.py
alphamind/analysis/brisonanalysis.py
+0
-6
turnoveranalysis.py
alphamind/analysis/turnoveranalysis.py
+0
-30
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alphamind/analysis/brisonanalysis.py
deleted
100644 → 0
View file @
5a734318
# -*- coding: utf-8 -*-
"""
Created on 2017-5-17
@author: cheng.li
"""
alphamind/analysis/turnoveranalysis.py
deleted
100644 → 0
View file @
5a734318
# -*- coding: utf-8 -*-
"""
Created on 2018-1-15
@author: cheng.li
"""
import
numpy
as
np
from
alphamind.data.standardize
import
standardize
def
factor_turn_over
(
factor_values
:
np
.
ndarray
,
trade_dates
:
np
.
ndarray
,
codes
:
np
.
ndarray
,
use_standize
:
bool
=
True
):
if
use_standize
:
factor_values
=
standardize
(
factor_values
,
trade_dates
)
if
__name__
==
'__main__'
:
from
alphamind.api
import
*
engine
=
SqlEngine
()
factor
=
'ep_q'
freq
=
'5b'
start_date
=
'2017-06-01'
end_date
=
'2017-08-01'
universe
=
Universe
(
'custom'
,
[
'zz500'
])
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