remove winsorize in post process

6916c684 · Dr.李 · e1fa6d8a · 6916c684
Commit 6916c684 authored Mar 30, 2018 by Dr.李
Hide whitespace changes
Inline Side-by-side

Showing with 1 addition and 1 deletion

crosssetctions.py alphamind/analysis/crosssetctions.py +1 -1

No files found.
--- a/alphamind/analysis/crosssetctions.py
+++ b/alphamind/analysis/crosssetctions.py
@@ -33,7 +33,7 @@ def cs_impl(ref_date,
    total_risk_exp = total_data[constraint_risk]

    er = total_data[[factor_name]].values.astype(float)
-    er = factor_processing(er, [winsorize_normal, standardize], total_risk_exp.values, [winsorize_normal, standardize]).flatten()
+    er = factor_processing(er, [winsorize_normal, standardize], total_risk_exp.values, [standardize]).flatten()
    industry = total_data.industry_name.values

    codes = total_data.code.tolist()