liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-09 22:10:56 +08:00
Code Activity

delete notes

Browse Source
This commit is contained in:
Mingzhe Han
2021-02-24 16:04:17 +08:00
parent e6dfccce2f
commit b3893067f7
1 changed files with 0 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
examples/trade/order_gen.py
View File

@@ -26,9 +26,7 @@ def w_order(f, start, end):
df = pd.read_pickle(in_dir + f)
#df['date'] = df.index.get_level_values(1).map(lambda x: x.date())
#df = df.set_index('date', append=True, drop=True)
# old_order = pd.read_pickle('../v-zeh/full-07-20/order/ratio_test/' + f)
order = generate_order(df, start, end)
# order = order[order.index.isin(old_order.index)]
order_train = order[order.index.get_level_values(0) < '2020-12-01']
order_test = order[order.index.get_level_values(0) >= '2020-12-01']
order_valid = order_test[order_test.index.get_level_values(0) < '2021-01-01']