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Dr.李
alpha-mind
Commits
9ec057cc
Commit
9ec057cc
authored
Feb 01, 2018
by
Dr.李
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added sw_adj industry category
parent
910ae0a4
Changes
3
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3 changed files
with
10 additions
and
2 deletions
+10
-2
industries.py
alphamind/data/engines/industries.py
+7
-1
utilities.py
alphamind/data/engines/utilities.py
+2
-0
xgboost
xgboost
+1
-1
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alphamind/data/engines/industries.py
View file @
9ec057cc
...
@@ -35,6 +35,11 @@ INDUSTRY_MAPPING = {
...
@@ -35,6 +35,11 @@ INDUSTRY_MAPPING = {
"印刷包装机械"
,
"印制电路板"
,
"营销服务"
,
"影视动漫"
,
"油气钻采服务"
,
"有线电视网络"
,
"园林工程"
,
"园区开发"
,
"造纸"
,
"粘胶"
,
"证券"
,
"制冷空调设备"
,
"中压设备"
,
"印刷包装机械"
,
"印制电路板"
,
"营销服务"
,
"影视动漫"
,
"油气钻采服务"
,
"有线电视网络"
,
"园林工程"
,
"园区开发"
,
"造纸"
,
"粘胶"
,
"证券"
,
"制冷空调设备"
,
"中压设备"
,
"中药"
,
"终端设备"
,
"种子生产"
,
"重型机械"
,
"珠宝首饰"
,
"专业连锁"
,
"专业市场"
,
"装修装饰"
,
"自然景点"
,
"综合"
,
"综合电力设备商"
]
"中药"
,
"终端设备"
,
"种子生产"
,
"重型机械"
,
"珠宝首饰"
,
"专业连锁"
,
"专业市场"
,
"装修装饰"
,
"自然景点"
,
"综合"
,
"综合电力设备商"
]
},
},
'sw_adj'
:
{
1
:
[
"建筑材料"
,
"机械设备"
,
"家用电器"
,
"交通运输"
,
"化工"
,
"纺织服装"
,
"电气设备"
,
"多元金融"
,
"通信"
,
"传媒"
,
"信息服务"
,
"银行"
,
"农林牧渔"
,
"建筑装饰"
,
"计算机"
,
"轻工制造"
,
"交运设备"
,
"信息设备"
,
"钢铁"
,
"采掘"
,
"建筑建材"
,
"商业贸易"
,
"房地产"
,
"有色金属"
,
"国防军工"
,
"医药生物"
,
"汽车"
,
"公用事业"
,
"保险"
,
"休闲服务"
,
"证券"
,
"电子"
,
"综合"
,
"食品饮料"
]
},
'zz'
:
{
'zz'
:
{
1
:
[
"电信业务"
,
"工业"
,
"公用事业"
,
"金融地产"
,
"可选消费"
,
"能源"
,
"信息技术"
,
"医药卫生"
,
"原材料"
,
"主要消费"
],
1
:
[
"电信业务"
,
"工业"
,
"公用事业"
,
"金融地产"
,
"可选消费"
,
"能源"
,
"信息技术"
,
"医药卫生"
,
"原材料"
,
"主要消费"
],
2
:
[
"半导体"
,
"保险"
,
"传媒"
,
"电信服务"
,
"房地产"
,
"公用事业"
,
"计算机及电子设备"
,
"计算机运用"
,
"家庭与个人用品"
,
"交通运输"
,
"零售业"
,
"耐用消费品与服装"
,
"能源"
,
2
:
[
"半导体"
,
"保险"
,
"传媒"
,
"电信服务"
,
"房地产"
,
"公用事业"
,
"计算机及电子设备"
,
"计算机运用"
,
"家庭与个人用品"
,
"交通运输"
,
"零售业"
,
"耐用消费品与服装"
,
"能源"
,
...
@@ -63,6 +68,7 @@ INDUSTRY_MAPPING = {
...
@@ -63,6 +68,7 @@ INDUSTRY_MAPPING = {
},
},
'dx'
:
{
'dx'
:
{
1
:
[
"Cyclical"
,
"Defensive"
,
"Sensitive"
],
1
:
[
"Cyclical"
,
"Defensive"
,
"Sensitive"
],
2
:
[
"ConsumerDiscretionary"
,
"ConsumerStaples"
,
"Financials"
,
"HealthCare"
,
"Industrials"
,
"IT"
,
"Materials"
,
"RealEstate"
,
"Utilities"
]
2
:
[
"ConsumerDiscretionary"
,
"ConsumerStaples"
,
"Financials"
,
"HealthCare"
,
"Industrials"
,
"IT"
,
"Materials"
,
"RealEstate"
,
"Utilities"
]
}
}
}
}
alphamind/data/engines/utilities.py
View file @
9ec057cc
...
@@ -44,6 +44,8 @@ def _map_factors(factors: Iterable[str], used_factor_tables) -> Dict:
...
@@ -44,6 +44,8 @@ def _map_factors(factors: Iterable[str], used_factor_tables) -> Dict:
def
_map_industry_category
(
category
:
str
)
->
str
:
def
_map_industry_category
(
category
:
str
)
->
str
:
if
category
==
'sw'
:
if
category
==
'sw'
:
return
'申万行业分类'
return
'申万行业分类'
if
category
==
'sw_adj'
:
return
'申万行业分类修订'
elif
category
==
'zz'
:
elif
category
==
'zz'
:
return
'中证行业分类'
return
'中证行业分类'
elif
category
==
'dx'
:
elif
category
==
'dx'
:
...
...
xgboost
@
bf436718
Subproject commit
8b2f4e2d394a5fc6d76a8b90f5c0bdde054c958d
Subproject commit
bf4367184164e593cd2856ef38f8dd4f8cc76999
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