clean up codes

884ccda2 · Dr.李 · e9127cd5 · 884ccda2
Commit 884ccda2 authored Oct 13, 2017 by Dr.李
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Showing with 13 additions and 10 deletions

data_preparing.py alphamind/model/data_preparing.py +13 -10

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--- a/alphamind/model/data_preparing.py
+++ b/alphamind/model/data_preparing.py
@@ -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,
+    train_x_buckets, train_y_buckets, predict_x_buckets, predict_y_buckets = batch_processing(
-                                                                                              y_values,
+        x_values,
-                                                                                              dates,
+        y_values,
-                                                                                              date_label,
+        dates,
-                                                                                              batch,
+        date_label,
-                                                                                              risk_exp,
+        batch,
-                                                                                              pre_process,
+        risk_exp,
-                                                                                              post_process)
+        pre_process,
+        post_process)
    alpha_logger.info("Data processing is finished")