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Fix the first trading day of the calendar extra in report_df

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zhupr
2020-12-15 23:41:14 +08:00
committed by you-n-g
parent 660edeb94f
commit a0f32036a6
4 changed files with 40 additions and 24 deletions
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4
qlib/contrib/report/analysis_position/report.py
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@@ -38,7 +38,7 @@ def _calculate_report_data(df: pd.DataFrame) -> pd.DataFrame:
:param df:
:return:
"""
index_names = df.index.names
df.index = df.index.strftime("%Y-%m-%d")
report_df = pd.DataFrame()
@@ -58,6 +58,8 @@ def _calculate_report_data(df: pd.DataFrame) -> pd.DataFrame:
report_df["turnover"] = df["turnover"]
report_df.sort_index(ascending=True, inplace=True)
report_df.index.names = index_names
return report_df