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Update CI & add black formatter

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Jactus
2020-10-09 14:33:29 +08:00
committed by you-n-g
parent 143f3f985b
commit 7c6e5e822c
26 changed files with 194 additions and 255 deletions
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4
qlib/contrib/estimator/estimator.py
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@@ -186,7 +186,9 @@ class Estimator(object):
# analysis["pred_short"] = risk_analysis(long_short_reports["short"])
# analysis["pred_long_short"] = risk_analysis(long_short_reports["long_short"])
analysis["excess_return_without_cost"] = risk_analysis(report_normal["return"] - report_normal["bench"])
analysis["excess_return_with_cost"] = risk_analysis(report_normal["return"] - report_normal["bench"] - report_normal["cost"])
analysis["excess_return_with_cost"] = risk_analysis(
report_normal["return"] - report_normal["bench"] - report_normal["cost"]
)
analysis_df = pd.concat(analysis) # type: pd.DataFrame
TimeInspector.log_cost_time(
"Finished generating analysis," " average turnover is: {0:.4f}.".format(report_normal["turnover"].mean())