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alpha-mind
Commit ecfe86a2 authored by Dr.李's avatar Dr.李
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added shortname

parent b81fc005
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alphamind/data/engines/sqlengine.py
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...@@ -359,6 +359,7 @@ class SqlEngine(object): ...@@ -359,6 +359,7 @@ class SqlEngine(object):
res = transformer.transform('code', df).replace([-np.inf, np.inf], np.nan) res = transformer.transform('code', df).replace([-np.inf, np.inf], np.nan)
res['chgPct'] = df.chgPct res['chgPct'] = df.chgPct
res['secShortName'] = df['secShortName']
res = res.loc[ref_date] res = res.loc[ref_date]
res.index = list(range(len(res))) res.index = list(range(len(res)))
return res return res
...@@ -421,6 +422,7 @@ class SqlEngine(object): ...@@ -421,6 +422,7 @@ class SqlEngine(object):
res = transformer.transform('code', df).replace([-np.inf, np.inf], np.nan) res = transformer.transform('code', df).replace([-np.inf, np.inf], np.nan)
res['chgPct'] = df.chgPct res['chgPct'] = df.chgPct
res['secShortName'] = df['secShortName']
res = res.reset_index() res = res.reset_index()
return pd.merge(res, universe_df[['trade_date', 'code']], how='inner').drop_duplicates(['trade_date', 'code']) return pd.merge(res, universe_df[['trade_date', 'code']], how='inner').drop_duplicates(['trade_date', 'code'])
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