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Dr.李
alpha-mind
Commits
ec08d8a0
Commit
ec08d8a0
authored
May 23, 2018
by
Dr.李
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update strategy
parent
a19fddd6
Changes
1
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strategy.py
alphamind/strategy/strategy.py
+3
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alphamind/strategy/strategy.py
View file @
ec08d8a0
...
@@ -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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