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Dr.李
alpha-mind
Commits
cf561224
Commit
cf561224
authored
Mar 24, 2018
by
Dr.李
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fixed bug
parent
e2a164a6
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crosssetctions.py
alphamind/analysis/crosssetctions.py
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alphamind/analysis/crosssetctions.py
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cf561224
...
@@ -10,6 +10,8 @@ import pandas as pd
...
@@ -10,6 +10,8 @@ import pandas as pd
import
statsmodels.api
as
sm
import
statsmodels.api
as
sm
from
alphamind.utilities
import
alpha_logger
from
alphamind.utilities
import
alpha_logger
from
alphamind.data.processing
import
factor_processing
from
alphamind.data.processing
import
factor_processing
from
alphamind.data.winsorize
import
winsorize_normal
from
alphamind.data.standardize
import
standardize
def
cs_impl
(
ref_date
,
def
cs_impl
(
ref_date
,
...
...
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