Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
A
alpha-mind
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
Dr.李
alpha-mind
Commits
644bda95
Commit
644bda95
authored
Mar 20, 2018
by
Dr.李
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
drop inf value
parent
636e498d
Changes
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
2 additions
and
1 deletion
+2
-1
crosssetctions.py
alphamind/analysis/crosssetctions.py
+2
-1
No files found.
alphamind/analysis/crosssetctions.py
View file @
644bda95
...
...
@@ -20,7 +20,8 @@ def cs_impl(ref_date,
industry_matrix
,
dx_returns
):
total_data
=
pd
.
merge
(
factor_data
,
risk_exposure
,
on
=
'code'
)
total_data
=
pd
.
merge
(
total_data
,
industry_matrix
,
on
=
'code'
)
.
dropna
()
total_data
=
pd
.
merge
(
total_data
,
industry_matrix
,
on
=
'code'
)
total_data
=
total_data
.
replace
([
np
.
inf
,
-
np
.
inf
],
np
.
nan
)
.
dropna
()
if
len
(
total_data
)
<
0.33
*
len
(
factor_data
):
alpha_logger
.
warning
(
f
"valid data point({len(total_data)}) "
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment