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fix bug

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This commit is contained in:
bxdd
2021-01-26 07:32:06 +00:00
parent 06dbd02b99
commit 6a145df87c
11 changed files with 118 additions and 71 deletions
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6
examples/high_freq/highfreq_ops.py
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@@ -11,7 +11,7 @@ class DayFirst(ElemOperator):
super(DayFirst, self).__init__(feature, "day_first")
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = Cal.get_calender_day(freq=freq)[0]
_calendar = Cal.get_calendar_day(freq=freq)[0]
series = self.feature.load(instrument, start_index, end_index, freq)
return series.groupby(_calendar[series.index]).transform("first")
@@ -21,7 +21,7 @@ class DayLast(ElemOperator):
super(DayLast, self).__init__(feature, "day_last")
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = Cal.get_calender_day(freq=freq)[0]
_calendar = Cal.get_calendar_day(freq=freq)[0]
series = self.feature.load(instrument, start_index, end_index, freq)
return series.groupby(_calendar[series.index]).transform("last")
@@ -40,7 +40,7 @@ class Date(ElemOperator):
super(Date, self).__init__(feature, "date")
def _load_internal(self, instrument, start_index, end_index, freq):
_calendar = Cal.get_calender_day(freq=freq)[0]
_calendar = Cal.get_calendar_day(freq=freq)[0]
series = self.feature.load(instrument, start_index, end_index, freq)
return pd.Series(_calendar[series.index], index=series.index)