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fix_issue_1060 (#1092)

* fix_issue_1060

* fix_import_error
This commit is contained in:
Linlang
2022-05-07 20:59:06 +08:00
committed by GitHub
parent 2cf842bcfe
commit 2de9903200
2 changed files with 6 additions and 4 deletions

View File

@@ -104,7 +104,7 @@ Graphical Result
- Axis Y:
- `ic`
The `Pearson correlation coefficient` series between `label` and `prediction score`.
In the above example, the `label` is formulated as `Ref($close, -1)/$close - 1`. Please refer to `Data Feature <data.html#feature>`_ for more details.
In the above example, the `label` is formulated as `Ref($close, -2)/Ref($close, -1)-1`. Please refer to `Data Feature <data.html#feature>`_ for more details.
- `rank_ic`
The `Spearman's rank correlation coefficient` series between `label` and `prediction score`.

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@@ -2,6 +2,7 @@
# Licensed under the MIT License.
import re
import sys
from datetime import datetime
from pathlib import Path
from typing import List, Iterable, Optional, Union
@@ -11,10 +12,11 @@ import pandas as pd
import baostock as bs
from loguru import logger
from scripts.data_collector.base import BaseCollector, BaseRun, BaseNormalize
from scripts.data_collector.utils import get_hs_stock_symbols, get_calendar_list
BASE_DIR = Path(__file__).resolve().parent
sys.path.append(str(BASE_DIR.parent.parent))
BASE_DIR = Path(__file__).resolve().parent.parent
from data_collector.base import BaseCollector, BaseRun, BaseNormalize
from data_collector.utils import get_hs_stock_symbols, get_calendar_list
class PitCollector(BaseCollector):