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fix_issue_1060 (#1092)

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* 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
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2
docs/component/report.rst
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@@ -104,7 +104,7 @@ Graphical Result
- Axis Y: - Axis Y:
- `ic` - `ic`
The `Pearson correlation coefficient` series between `label` and `prediction score`. 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` - `rank_ic`
The `Spearman's rank correlation coefficient` series between `label` and `prediction score`. The `Spearman's rank correlation coefficient` series between `label` and `prediction score`.

8
scripts/data_collector/pit/collector.py
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@@ -2,6 +2,7 @@
# Licensed under the MIT License. # Licensed under the MIT License.
import re import re
import sys
from datetime import datetime from datetime import datetime
from pathlib import Path from pathlib import Path
from typing import List, Iterable, Optional, Union from typing import List, Iterable, Optional, Union
@@ -11,10 +12,11 @@ import pandas as pd
import baostock as bs import baostock as bs
from loguru import logger from loguru import logger
from scripts.data_collector.base import BaseCollector, BaseRun, BaseNormalize BASE_DIR = Path(__file__).resolve().parent
from scripts.data_collector.utils import get_hs_stock_symbols, get_calendar_list 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): class PitCollector(BaseCollector):