Skip to content
Projects
Groups
Snippets
Help
Loading...
Help
Submit feedback
Sign in
Toggle navigation
A
alpha-mind
Project
Project
Details
Activity
Releases
Cycle Analytics
Repository
Repository
Files
Commits
Branches
Tags
Contributors
Graph
Compare
Charts
Issues
0
Issues
0
List
Board
Labels
Milestones
Merge Requests
0
Merge Requests
0
CI / CD
CI / CD
Pipelines
Jobs
Schedules
Charts
Wiki
Wiki
Snippets
Snippets
Members
Members
Collapse sidebar
Close sidebar
Activity
Graph
Charts
Create a new issue
Jobs
Commits
Issue Boards
Open sidebar
Dr.李
alpha-mind
Commits
c01d9010
Commit
c01d9010
authored
Mar 06, 2018
by
Dr.李
Browse files
Options
Browse Files
Download
Email Patches
Plain Diff
fixed bug
parent
8e6c3100
Changes
1
Hide whitespace changes
Inline
Side-by-side
Showing
1 changed file
with
2 additions
and
2 deletions
+2
-2
crosssetctions.py
alphamind/analysis/crosssetctions.py
+2
-2
No files found.
alphamind/analysis/crosssetctions.py
View file @
c01d9010
...
...
@@ -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
()
...
...
Write
Preview
Markdown
is supported
0%
Try again
or
attach a new file
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment