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Fix TopkDropoutStrategy && dump_bin

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zhupr
2020-11-25 17:35:26 +08:00
parent 88b6fc4818
commit c14a99a735
3 changed files with 136 additions and 46 deletions
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10
scripts/dump_bin.py
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@@ -140,7 +140,7 @@ class DumpDataBase:
def _get_source_data(self, file_path: Path) -> pd.DataFrame:
df = pd.read_csv(str(file_path.resolve()), low_memory=False)
df[self.date_field_name] = df[self.date_field_name].astype(np.datetime64)
df[self.date_field_name] = df[self.date_field_name].astype(str).astype(np.datetime64)
# df.drop_duplicates([self.date_field_name], inplace=True)
return df
@@ -339,10 +339,10 @@ class DumpDataFix(DumpDataAll):
def dump(self):
self._calendars_list = self._read_calendars(self._calendars_dir.joinpath(f"{self.freq}.txt"))
# noinspection PyAttributeOutsideInit
self._old_instruments = self._read_instruments(
self._instruments_dir.joinpath(self.INSTRUMENTS_FILE_NAME)
).to_dict(
orient="index"
self._old_instruments = (
self._read_instruments(self._instruments_dir.joinpath(self.INSTRUMENTS_FILE_NAME))
.set_index([self.symbol_field_name])
.to_dict(orient="index")
) # type: dict
self._dump_instruments()
self._dump_features()