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Dr.李
alpha-mind
Commits
7c6a4314
Commit
7c6a4314
authored
Aug 21, 2017
by
Dr.李
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fixed when dates is none
parent
344ddcd4
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sqlengine.py
alphamind/data/engines/sqlengine.py
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alphamind/data/engines/sqlengine.py
View file @
7c6a4314
...
@@ -380,7 +380,6 @@ class SqlEngine(object):
...
@@ -380,7 +380,6 @@ class SqlEngine(object):
benchmark
:
int
=
None
,
benchmark
:
int
=
None
,
risk_model
:
str
=
'short'
)
->
Dict
[
str
,
pd
.
DataFrame
]:
risk_model
:
str
=
'short'
)
->
Dict
[
str
,
pd
.
DataFrame
]:
dates
=
sorted
(
dates
)
total_data
=
{}
total_data
=
{}
factor_data
=
self
.
fetch_factor_range
(
universe
,
factors
,
start_date
,
end_date
,
dates
)
factor_data
=
self
.
fetch_factor_range
(
universe
,
factors
,
start_date
,
end_date
,
dates
)
...
...
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