Commit ec08d8a0 authored by Dr.李's avatar Dr.李

update strategy

parent a19fddd6
...@@ -166,7 +166,7 @@ class Strategy(object): ...@@ -166,7 +166,7 @@ class Strategy(object):
if self.dask_client is None: if self.dask_client is None:
models = {} models = {}
for ref_date, _ in self.total_data_groups: for ref_date, _ in total_data_groups:
models[ref_date] = train_model(ref_date.strftime('%Y-%m-%d'), self.alpha_model, self.data_meta) models[ref_date] = train_model(ref_date.strftime('%Y-%m-%d'), self.alpha_model, self.data_meta)
else: else:
def worker(parameters): def worker(parameters):
...@@ -334,8 +334,8 @@ if __name__ == '__main__': ...@@ -334,8 +334,8 @@ if __name__ == '__main__':
universe=universe, universe=universe,
batch=1, batch=1,
neutralized_risk=neutralized_risk, neutralized_risk=neutralized_risk,
pre_process=None, # [winsorize_normal, standardize], pre_process=None,
post_process=None, # [standardize], post_process=None,
warm_start=1) warm_start=1)
industries = industry_list('sw_adj', 1) industries = industry_list('sw_adj', 1)
......
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