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alpha-mind
Commit 771804b0 authored by Dr.李's avatar Dr.李
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fixed type issue

parent df333762
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alphamind/analysis/crosssetctions.py
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...@@ -35,7 +35,7 @@ def cross_section_analysis(ref_date, ...@@ -35,7 +35,7 @@ def cross_section_analysis(ref_date,
constraints = LinearConstraints(linear_bounds, total_risk_exp) 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 industry = total_data.industry_name.values
target_pos, _ = er_portfolio_analysis(er, target_pos, _ = er_portfolio_analysis(er,
......
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