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Dr.李
alpha-mind
Commits
9ba3fc03
Commit
9ba3fc03
authored
Oct 19, 2017
by
Dr.李
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added more notebook example
parent
904b7f15
Changes
2
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2 changed files
with
895 additions
and
2 deletions
+895
-2
sqlengine.py
alphamind/data/engines/sqlengine.py
+7
-2
2017-10-18_new_strategy.ipynb
notebooks/2017-10-18_new_strategy.ipynb
+888
-0
No files found.
alphamind/data/engines/sqlengine.py
View file @
9ba3fc03
...
@@ -276,7 +276,8 @@ class SqlEngine(object):
...
@@ -276,7 +276,8 @@ class SqlEngine(object):
start_date
:
str
=
None
,
start_date
:
str
=
None
,
end_date
:
str
=
None
,
end_date
:
str
=
None
,
dates
:
Iterable
[
str
]
=
None
,
dates
:
Iterable
[
str
]
=
None
,
external_data
:
pd
.
DataFrame
=
None
)
->
pd
.
DataFrame
:
external_data
:
pd
.
DataFrame
=
None
,
used_factor_tables
=
None
)
->
pd
.
DataFrame
:
if
isinstance
(
factors
,
Transformer
):
if
isinstance
(
factors
,
Transformer
):
transformer
=
factors
transformer
=
factors
...
@@ -284,6 +285,10 @@ class SqlEngine(object):
...
@@ -284,6 +285,10 @@ class SqlEngine(object):
transformer
=
Transformer
(
factors
)
transformer
=
Transformer
(
factors
)
dependency
=
transformer
.
dependency
dependency
=
transformer
.
dependency
if
used_factor_tables
:
factor_cols
=
_map_factors
(
dependency
,
used_factor_tables
)
else
:
factor_cols
=
_map_factors
(
dependency
,
factor_tables
)
factor_cols
=
_map_factors
(
dependency
,
factor_tables
)
cond
=
universe
.
query_range
(
start_date
,
end_date
,
dates
)
cond
=
universe
.
query_range
(
start_date
,
end_date
,
dates
)
...
...
notebooks/2017-10-18_new_strategy.ipynb
0 → 100644
View file @
9ba3fc03
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