Commit 884ccda2 authored by Dr.李's avatar Dr.李

clean up codes

parent e9127cd5
......@@ -209,19 +209,22 @@ def fetch_data_package(engine: SqlEngine,
return_df['industry'] = train_x['industry']
return_df['industry_code'] = train_x['industry_code']
return_df['isOpen'] = train_x['isOpen']
for i, name in enumerate(neutralized_risk):
return_df.loc[:, name] = risk_exp[:, i]
if neutralized_risk:
for i, name in enumerate(neutralized_risk):
return_df.loc[:, name] = risk_exp[:, i]
alpha_logger.info("Loading data is finished")
train_x_buckets, train_y_buckets, predict_x_buckets, predict_y_buckets = batch_processing(x_values,
y_values,
dates,
date_label,
batch,
risk_exp,
pre_process,
post_process)
train_x_buckets, train_y_buckets, predict_x_buckets, predict_y_buckets = batch_processing(
x_values,
y_values,
dates,
date_label,
batch,
risk_exp,
pre_process,
post_process)
alpha_logger.info("Data processing is finished")
......
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