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@@ -104,7 +104,7 @@ Graphical Result
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- Axis Y:
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- `ic`
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The `Pearson correlation coefficient` series between `label` and `prediction score`.
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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.
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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.
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- `rank_ic`
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The `Spearman's rank correlation coefficient` series between `label` and `prediction score`.
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@@ -2,6 +2,7 @@
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# Licensed under the MIT License.
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import re
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import sys
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from datetime import datetime
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from pathlib import Path
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from typing import List, Iterable, Optional, Union
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@@ -11,10 +12,11 @@ import pandas as pd
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import baostock as bs
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from loguru import logger
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from scripts.data_collector.base import BaseCollector, BaseRun, BaseNormalize
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from scripts.data_collector.utils import get_hs_stock_symbols, get_calendar_list
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BASE_DIR = Path(__file__).resolve().parent
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sys.path.append(str(BASE_DIR.parent.parent))
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BASE_DIR = Path(__file__).resolve().parent.parent
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from data_collector.base import BaseCollector, BaseRun, BaseNormalize
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from data_collector.utils import get_hs_stock_symbols, get_calendar_list
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class PitCollector(BaseCollector):
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