Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
A
alpha-mind
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
Dr.李
alpha-mind
Commits
8792e2b4
Unverified
Commit
8792e2b4
authored
May 29, 2018
by
iLampard
Committed by
GitHub
May 29, 2018
Browse files
Options
Browse Files
Download
Plain Diff
Merge pull request #15 from alpha-miner/master
merge update
parents
565be84d
f5cbde24
Changes
3
Hide whitespace changes
Inline
Side-by-side
Showing
3 changed files
with
4 additions
and
3 deletions
+4
-3
universe.py
alphamind/data/engines/universe.py
+1
-1
composer.py
alphamind/model/composer.py
+2
-1
pfopt
alphamind/pfopt
+1
-1
No files found.
alphamind/data/engines/universe.py
View file @
8792e2b4
...
...
@@ -60,7 +60,7 @@ class BaseUniverse(metaclass=abc.ABCMeta):
class
Universe
(
BaseUniverse
):
def
__init__
(
self
,
u_name
:
str
):
self
.
u_name
=
u_name
self
.
u_name
=
u_name
.
lower
()
def
condition
(
self
):
return
getattr
(
UniverseTable
,
self
.
u_name
)
==
1
...
...
alphamind/model/composer.py
View file @
8792e2b4
...
...
@@ -15,6 +15,7 @@ from alphamind.model.modelbase import ModelBase
from
alphamind.model.data_preparing
import
fetch_train_phase
from
alphamind.model.data_preparing
import
fetch_predict_phase
from
alphamind.data.engines.universe
import
Universe
from
alphamind.data.engines.universe
import
load_universe
from
alphamind.data.engines.sqlengine
import
SqlEngine
from
alphamind.data.winsorize
import
winsorize_normal
from
alphamind.data.rank
import
rank
...
...
@@ -85,7 +86,7 @@ class DataMeta(object):
@
classmethod
def
load
(
cls
,
data_desc
:
dict
):
freq
=
data_desc
[
'freq'
]
universe
=
Universe
.
load
(
data_desc
[
'universe'
])
universe
=
load_universe
(
data_desc
[
'universe'
])
batch
=
data_desc
[
'batch'
]
neutralized_risk
=
data_desc
[
'neutralized_risk'
]
risk_model
=
data_desc
[
'risk_model'
]
...
...
pfopt
@
299865f2
Subproject commit
40976afd3ea03b921177cef364fa8a6b37bf4dda
Subproject commit
299865f2a9a80213c844fab849d1eb0a002246ce
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment