From b3893067f77437843a1b0f851f853b63856823f7 Mon Sep 17 00:00:00 2001 From: Mingzhe Han Date: Wed, 24 Feb 2021 16:04:17 +0800 Subject: [PATCH] delete notes --- examples/trade/order_gen.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/examples/trade/order_gen.py b/examples/trade/order_gen.py index f0fa38e0d..9a7c49ef8 100644 --- a/examples/trade/order_gen.py +++ b/examples/trade/order_gen.py @@ -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']