liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-18 18:04:31 +08:00
Code Activity

Black(new version) Format

Browse Source
This commit is contained in:
Young
2022-02-06 22:33:16 +08:00
parent 76b7b5f24b
commit 6a946761cf
14 changed files with 35 additions and 35 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
qlib/contrib/strategy/signal_strategy.py
View File

@@ -482,7 +482,7 @@ class EnhancedIndexingStrategy(WeightStrategyBase):
r=score,
F=factor_exp,
cov_b=factor_cov,
var_u=specific_risk ** 2,
var_u=specific_risk**2,
w0=cur_weight,
wb=bench_weight,
mfh=mask_force_hold,