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optimize_CI (#1314)

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Linlang
2022-10-20 08:38:05 +08:00
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parent 3c62d131a5
commit 1861c8edaf
11 changed files with 70 additions and 78 deletions
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examples/rl/scripts/collect_pickle_dataframe.py
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@@ -13,7 +13,7 @@ for tag in ("backtest", "feature"):
df = pd.concat(list(df.values())).reset_index()
df["date"] = df["datetime"].dt.date.astype("datetime64")
instruments = sorted(set(df["instrument"]))
os.makedirs(os.path.join("data", "pickle_dataframe", tag), exist_ok=True)
for instrument in tqdm(instruments):
cur = df[df["instrument"] == instrument].sort_values(by=["datetime"])