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Commit 721396fa authored by Dr.李's avatar Dr.李
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clear up output

parent 91ea8d99
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Showing with 204 additions and 1692 deletions
notebooks/Example 1 - Factor IC analysis.ipynb
View file @ 721396fa
......@@ -2,7 +2,7 @@
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......@@ -88,7 +88,7 @@
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......@@ -222,17 +222,9 @@
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"text": [
"Wall time: 21.8 s\n"
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"%%time\n",
"\n",
......@@ -246,17 +238,9 @@
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"Wall time: 1h 1min 15s\n"
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"%%time\n",
"\n",
......@@ -284,7 +268,7 @@
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......@@ -297,7 +281,7 @@
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......@@ -310,7 +294,7 @@
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......@@ -349,6 +333,35 @@
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......
notebooks/Example 5 - Style Factor Analysis.ipynb
View file @ 721396fa
......@@ -9,18 +9,9 @@
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"text": [
"d:\\ProgramData\\Anaconda3\\lib\\site-packages\\statsmodels\\compat\\pandas.py:56: FutureWarning: The pandas.core.datetools module is deprecated and will be removed in a future version. Please use the pandas.tseries module instead.\n",
" from pandas.core import datetools\n"
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"%matplotlib inline\n",
"\n",
......@@ -37,7 +28,7 @@
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......@@ -59,7 +50,7 @@
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......@@ -85,7 +76,7 @@
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......@@ -94,7 +85,7 @@
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......@@ -107,7 +98,7 @@
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......@@ -120,166 +111,13 @@
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"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
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" <th>factor</th>\n",
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"text/plain": [
" abs t.\n",
"factor \n",
"SIZE 3.729327\n",
"RealEstate 3.246817\n",
"LIQUIDTY 3.062970\n",
"CHEM 2.941602\n",
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"source": [
"df['abs t.'] = np.abs(df['t.'])\n",
"df[['factor', 'abs t.']].groupby('factor').mean().sort_values('abs t.', ascending=False).head()"
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"text/plain": [
" abs t.\n",
"factor \n",
"SIZE 3.729327\n",
"RealEstate 3.246817\n",
"LIQUIDTY 3.062970\n",
"CHEM 2.941602\n",
"NonFerMetal 2.863952"
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"execution_count": 7,
"execution_count": null,
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"outputs": [],
"source": [
"df['abs t.'] = np.abs(df['t.'])\n",
"df[['factor', 'abs t.']].groupby('factor').mean().sort_values('abs t.', ascending=False).head()"
]
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......@@ -299,6 +137,42 @@
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......
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