update script for building

alphamind/analysis/crosssetctions.py

@@ -46,7 +46,10 @@ def cs_impl(ref_date,
     total_risk_exp = target_pos[constraint_risk]
     activate_weight = target_pos['weight'].values
     excess_return = np.exp(target_pos[['dx']].values) - 1.
-    excess_return = factor_processing(excess_return, [winsorize_normal, standardize], total_risk_exp.values, [winsorize_normal, standardize]).flatten()
+    excess_return = factor_processing(excess_return,
+                                      [winsorize_normal, standardize],
+                                      total_risk_exp.values,
+                                      [winsorize_normal, standardize]).flatten()
     port_ret = np.log(activate_weight @ excess_return + 1.)
     ic = np.corrcoef(excess_return, activate_weight)[0, 1]
     x = sm.add_constant(activate_weight)

pfopt @ 166260b0

-Subproject commit 001e916347ab1a29eb358bbae524ffcd8b1c9fd6
+Subproject commit 166260b053ac22fa7b101adbd93a73bfd963f918

build_linux_dependencies.sh

@@ -21,7 +21,10 @@ fi
 cd ../..
 
 cd alphamind/pfopt
+
+export BUILD_TEST=OFF
 ./build_linux.sh
+
 if [ $? -ne 0 ] ; then
     cd ../..
     exit 1

build_windows_dependencies.bat

@@ -19,6 +19,7 @@ cd ../..
 
 cd alphamind\pfopt
 
+set BUILD_TEST=OFF
 call build_windows.bat
 
 if %errorlevel% neq 0 exit /b 1