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Update handler.py to fix CI (#1227)

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* Update handler.py

* Update handler.py
This commit is contained in:
you-n-g
2022-07-25 10:19:09 +08:00
committed by GitHub
parent 8e063828f9
commit a53f59cdf7
1 changed files with 6 additions and 6 deletions
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qlib/contrib/data/handler.py
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@@ -280,7 +280,7 @@ class Alpha158(DataHandlerLP):
fields += ["Slope($close, %d)/$close" % d for d in windows] fields += ["Slope($close, %d)/$close" % d for d in windows]
names += ["BETA%d" % d for d in windows] names += ["BETA%d" % d for d in windows]
if use("RSQR"): if use("RSQR"):
# The R-sqaure value of linear regression for the past d days, represent the trend linearity for past d days. # The R-sqaure value of linear regression for the past d days, represent the trend linear
fields += ["Rsquare($close, %d)" % d for d in windows] fields += ["Rsquare($close, %d)" % d for d in windows]
names += ["RSQR%d" % d for d in windows] names += ["RSQR%d" % d for d in windows]
if use("RESI"): if use("RESI"):