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modify the YahooNormalize1min factor calculation

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zhupr
2021-06-22 11:15:09 +08:00
parent 99fb49650a
commit 46714adf4c
2 changed files with 117 additions and 125 deletions
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41
qlib/contrib/report/analysis_model/analysis_model_performance.py
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@@ -84,30 +84,29 @@ def _plot_qq(data: pd.Series = None, dist=stats.norm) -> go.Figure:
qqplot_data = _plt_fig.gca().lines
fig = go.Figure()
fig.add_trace({
'type': 'scatter',
'x': qqplot_data[0].get_xdata(),
# 'x': [0, 1],
'y': qqplot_data[0].get_ydata(),
# 'y': [1, 2],
'mode': 'markers',
'marker': {
'color': '#19d3f3'
fig.add_trace(
{
"type": "scatter",
"x": qqplot_data[0].get_xdata(),
# 'x': [0, 1],
"y": qqplot_data[0].get_ydata(),
# 'y': [1, 2],
"mode": "markers",
"marker": {"color": "#19d3f3"},
}
})
)
fig.add_trace({
'type': 'scatter',
'x': qqplot_data[1].get_xdata(),
# 'x': [0, 1],
'y': qqplot_data[1].get_ydata(),
# 'y': [1, 2],
'mode': 'lines',
'line': {
'color': '#636efa'
fig.add_trace(
{
"type": "scatter",
"x": qqplot_data[1].get_xdata(),
# 'x': [0, 1],
"y": qqplot_data[1].get_ydata(),
# 'y': [1, 2],
"mode": "lines",
"line": {"color": "#636efa"},
}
})
)
del qqplot_data
return fig