liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 09:11:00 +08:00
Code Activity

fix OPDT_backtest bugs

Browse Source
This commit is contained in:
Mingzhe Han
2021-02-24 13:44:20 +08:00
parent 1f28044d84
commit e6dfccce2f
4 changed files with 12 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
examples/trade/teacher_feature.py
View File

@@ -6,13 +6,14 @@ feature_path = os.path.join(data_path, 'feature/teacher/')
if not os.path.exists(feature_path):
os.makedirs(feature_path)
log_file = os.path.join(os.environ.get('OUTPUT_DIR'),'example/OPDT_b/0/test/')
log_file = os.path.join(os.environ.get('OUTPUT_DIR'),'example/OPDT_b/test/')
files = os.listdir(log_file)
for f in files:
if f.endswith(".log"):
df = pd.read_pickle(log_file + f)
df['datetime'] = df.index.get_level_values(1).map(lambda x: x[1])
#df['datetime'] = df.index.get_level_values(1).map(lambda x: x[1])
df['datetime'] = df.index.get_level_values(1)
df.set_index('datetime', append=True, drop=True, inplace=True)
action = df['action']
action = action.reset_index(level=1, drop=True)