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fix ubg

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This commit is contained in:
bxdd
2021-03-29 20:15:42 +08:00
parent 31bc85bf86
commit fb7f84f31e
5 changed files with 17 additions and 13 deletions
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2
examples/highfreq/highfreq_processor.py
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@@ -71,7 +71,7 @@ class HighFreqNorm(Processor):
).sort_index()
return df_new_features
def config(fit_start_time=None, fit_end_time=None, **kwargs):
def config(self, fit_start_time=None, fit_end_time=None, **kwargs):
if fit_start_time:
self.fit_start_time = fit_start_time
if fit_end_time:

2
examples/highfreq/workflow.py
View File

@@ -31,7 +31,7 @@ class HighfreqWorkflow(object):
SPEC_CONF = {"custom_ops": [DayLast, FFillNan, BFillNan, Date, Select, IsNull, Cut], "expression_cache": None}
MARKET = "csi300"
MARKET = "all"
start_time = "2020-09-15 00:00:00"
end_time = "2021-01-18 16:00:00"