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Dr.李
alpha-mind
Commits
884ccda2
Commit
884ccda2
authored
Oct 13, 2017
by
Dr.李
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clean up codes
parent
e9127cd5
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-10
data_preparing.py
alphamind/model/data_preparing.py
+13
-10
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alphamind/model/data_preparing.py
View file @
884ccda2
...
...
@@ -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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