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Dr.李
alpha-mind
Commits
771804b0
Commit
771804b0
authored
Mar 05, 2018
by
Dr.李
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fixed type issue
parent
df333762
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crosssetctions.py
alphamind/analysis/crosssetctions.py
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alphamind/analysis/crosssetctions.py
View file @
771804b0
...
...
@@ -35,7 +35,7 @@ def cross_section_analysis(ref_date,
constraints
=
LinearConstraints
(
linear_bounds
,
total_risk_exp
)
er
=
total_data
[
factor_name
]
.
values
er
=
total_data
[
factor_name
]
.
values
.
astype
(
float
)
industry
=
total_data
.
industry_name
.
values
target_pos
,
_
=
er_portfolio_analysis
(
er
,
...
...
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