Commit a19fddd6 authored by Dr.李's avatar Dr.李

fixed bug in data preparing

parent 48fc6a88
......@@ -108,7 +108,7 @@ def prepare_data(engine: SqlEngine,
df.dropna(inplace=True)
return dates, df[['trade_date', 'code', 'dx']], df[
['trade_date', 'code', 'weight', 'isOpen', 'industry_code', 'industry'] + transformer.names]
['trade_date', 'code', 'weight', 'industry_code', 'industry'] + transformer.names]
def batch_processing(names,
......@@ -231,7 +231,6 @@ def fetch_data_package(engine: SqlEngine,
target_df['weight'] = train_x['weight']
target_df['industry'] = train_x['industry']
target_df['industry_code'] = train_x['industry_code']
target_df['isOpen'] = train_x['isOpen']
if neutralized_risk:
for i, name in enumerate(neutralized_risk):
......@@ -314,7 +313,7 @@ def fetch_train_phase(engine,
df = pd.merge(factor_df, target_df, on=['trade_date', 'code']).dropna()
target_df, factor_df = df[['trade_date', 'code', 'dx']], df[
['trade_date', 'code', 'isOpen'] + transformer.names]
['trade_date', 'code'] + transformer.names]
target_df, dates, date_label, risk_exp, x_values, y_values, _, _, codes = \
_merge_df(engine, transformer.names, factor_df, target_df, universe, dates, risk_model, neutralized_risk)
......
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