added data pre and post processing

alphamind/analysis/crosssetctions.py

@@ -31,7 +31,7 @@ def cs_impl(ref_date,
     total_risk_exp = total_data[constraint_risk]
 
     er = total_data[factor_name].values.astype(float)
-    er = factor_processing(er, [], total_risk_exp.values, []).flatten()
+    er = factor_processing(er, [winsorize_normal, standardize], total_risk_exp.values, [winsorize_normal, standardize]).flatten()
     industry = total_data.industry_name.values
 
     codes = total_data.code.tolist()
@@ -43,7 +43,7 @@ def cs_impl(ref_date,
     target_pos = pd.merge(target_pos, total_data[['code'] + constraint_risk], on=['code'])
     activate_weight = target_pos.weight.values
     excess_return = np.exp(target_pos.dx.values) - 1.
-    excess_return = factor_processing(excess_return, [], total_risk_exp.values, []).flatten()
+    excess_return = factor_processing(excess_return, [winsorize_normal, standardize], total_risk_exp.values, [winsorize_normal, standardize]).flatten()
     port_ret = np.log(activate_weight @ excess_return + 1.)
     ic = np.corrcoef(excess_return, activate_weight)[0, 1]
     x = sm.add_constant(activate_weight)