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alpha-mind
Commit eb4a9adc authored by Dr.李's avatar Dr.李
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update benchmark

parent e5813a38
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Showing with 7 additions and 2 deletions
alphamind/benchmarks/benchmarks.py
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...@@ -15,7 +15,12 @@ from alphamind.benchmarks.winsorize import benchmark_winsorize_normal_with_group ...@@ -15,7 +15,12 @@ from alphamind.benchmarks.winsorize import benchmark_winsorize_normal_with_group
if __name__ == '__main__': if __name__ == '__main__':
benchmark_neutralize(3000, 10, 1000) benchmark_neutralize(3000, 10, 1000)
benchmark_neutralize(30, 10, 50000)
benchmark_standardize(3000, 10, 1000) benchmark_standardize(3000, 10, 1000)
benchmark_standardize_with_group(3000, 10, 100, 30) benchmark_standardize_with_group(3000, 10, 100, 30)
benchmark_winsorize_normal(3000, 10, 1000) benchmark_standardize(30, 10, 50000)
benchmark_winsorize_normal_with_group(3000, 10, 100, 30) benchmark_standardize_with_group(30, 10, 5000, 5)
benchmark_winsorize_normal(30, 10, 50000)
benchmark_winsorize_normal_with_group(30, 10, 5000, 5)
benchmark_winsorize_normal(30, 10, 50000)
benchmark_winsorize_normal_with_group(30, 10, 5000, 5)
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