v4.0.1

chen-001 · Jul 2, 2023 · f75f48a · f75f48a
1 parent 732e3d5
commit f75f48a
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Showing 5 changed files with 24 additions and 12 deletions.
diff --git a/pure_ocean_breeze/__init__.py b/pure_ocean_breeze/__init__.py
@@ -2,8 +2,8 @@
 一个量化多因子研究的框架，包含数据、回测、因子加工等方面的功能
 """
 
-__updated__ = "2023-06-29 21:50:43"
-__version__ = "4.0.0"
+__updated__ = "2023-07-03 01:22:04"
+__version__ = "4.0.1"
 __author__ = "chenzongwei"
 __author_email__ = "[email protected]"
 __url__ = "https://github.com/chen-001/pure_ocean_breeze"

diff --git a/pure_ocean_breeze/data/write_data.py b/pure_ocean_breeze/data/write_data.py
@@ -1,4 +1,4 @@
-__updated__ = "2023-06-27 20:38:39"
+__updated__ = "2023-07-02 02:35:59"
 
 import time
 
@@ -119,9 +119,9 @@ def convert_tick_by_tick_data_to_parquet(file_name:str,PATH:str,delete_7z:bool=F
                     "TranID": "tranid",
                     "Time": "date",
                     "Price": "price",
-                    "Volume": "money",
-                    "SaleOrderVolume": "salemoney",
-                    "BuyOrderVolume": "buymoney",
+                    "Volume": "amount",
+                    "SaleOrderVolume": "saleamount",
+                    "BuyOrderVolume": "buyamount",
                     "Type": "action",
                     "SaleOrderID": "saleid",
                     "SaleOrderPrice": "saleprice",
@@ -1258,7 +1258,8 @@ def save(df, old, file):
             df.code = df.code.apply(lambda x: convert_code(x)[0])
             df = pd.concat([old, df], ignore_index=True)
             df = df[df.date.isin(list(a.index))]
-            df.reset_index(drop=True).to_parquet(homeplace.daily_data_file + file)
+            df=df.reset_index(drop=True).replace(True,1).replace(False,0)
+            df.to_parquet(homeplace.daily_data_file + file)
             return df
 
         dfs_codes = save(dfs_codes, old_codes, "中信一级行业哑变量代码版.parquet")

diff --git a/pure_ocean_breeze/labor/process.py b/pure_ocean_breeze/labor/process.py
@@ -1,4 +1,4 @@
-__updated__ = "2023-06-28 16:10:41"
+__updated__ = "2023-07-02 02:33:46"
 
 import warnings
 
@@ -6695,7 +6695,10 @@ def get_daily_factors(
                     )
                     self.factor_new.append(df)
             # 拼接新的和旧的
-            self.factor = pd.concat([self.factor_old, self.factor_new]).sort_index()
+            if self.factor_old is not None:
+                self.factor = pd.concat([self.factor_old, self.factor_new]).sort_index()
+            else:
+                self.factor=self.factor_new.sort_index()
             self.factor = drop_duplicates_index(self.factor.dropna(how="all"))
             new_end_date = datetime.datetime.strftime(self.factor.index.max(), "%Y%m%d")
             # 存入本地

diff --git a/setup.py b/setup.py
@@ -1,4 +1,4 @@
-__updated__ = "2023-06-28 13:20:31"
+__updated__ = "2023-07-03 01:21:54"
 
 from setuptools import setup
 import setuptools
@@ -21,7 +21,7 @@ def get_version(package):
     "scipy",
     "statsmodels",
     "plotly",
-    "matplotlib",
+    # "matplotlib",
     "pyarrow",
     "loguru",
     "knockknock",

diff --git a/更新日志/version4.md b/更新日志/version4.md
@@ -1,13 +1,21 @@
 ## 更新日志🗓 — v4
 
 
+* v4.0.1 — 2023.7.3
+
+> 1. 修正了convert_tick_by_tick_data_to_parquet中成交额与成交量的混淆错误
+> 2. 修复了database_update_zxindustry_member中的一些异常
+> 3. 修复了pure_fall_nature中的一些异常
+> 4. 取消了对matplotlib库的依赖
+
+
 * v4.0.0 — 2023.6.28
 
 > 1. 修复了初始化时可能产生的报错，将初始化函数更名为ini，可通过如下语句初始化
 >
 >    ```python
 >    import pure_ocean_breeze as p
->    
+>       
 >    p.ini()
 >    ```
 > 2. 初始化函数与`Homeplace`参数新增了存储逐笔数据的路径