Commit c01d9010 authored by Dr.李's avatar Dr.李

fixed bug

parent 8e6c3100
......@@ -9,7 +9,7 @@ import numpy as np
import pandas as pd
import statsmodels.api as sm
from alphamind.utilities import alpha_logger
from alphamind.data.neutralize import neutralize
from alphamind.data.processing import factor_processing
def cross_section_analysis(ref_date,
......@@ -30,7 +30,7 @@ def cross_section_analysis(ref_date,
total_risk_exp = total_data[constraint_risk]
er = total_data[factor_name].values.astype(float)
er = neutralize(total_risk_exp.values, er).flatten()
er = factor_processing(er, [], total_risk_exp.values, []).flatten()
industry = total_data.industry_name.values
codes = total_data.code.tolist()
......
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