v3.6.9

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__ = "2023-01-13 16:12:07"
-__version__ = "3.6.8"
+__updated__ = "2023-01-17 14:40:53"
+__version__ = "3.6.9"
 __author__ = "chenzongwei"
 __author_email__ = "[email protected]"
 __url__ = "https://github.com/chen-001/pure_ocean_breeze"

pure_ocean_breeze/data/tools.py

@@ -2,7 +2,7 @@
 针对一些不常见的文件格式，读取数据文件的一些工具函数，以及其他数据工具
 """
 
-__updated__ = "2023-01-06 02:30:20"
+__updated__ = "2023-01-19 22:36:13"
 
 import os
 import pandas as pd
@@ -429,7 +429,7 @@ def corr_two_daily(
     rolling_window : int, optional
         滚动窗口, by default 20
     n_jobs : int, optional
-        并行数量, by default 6
+        并行数量, by default 1
 
     Returns
     -------
@@ -470,7 +470,7 @@ def cov_two_daily(
     rolling_window : int, optional
         滚动窗口, by default 20
     n_jobs : int, optional
-        并行数量, by default 6
+        并行数量, by default 1
 
     Returns
     -------
@@ -514,7 +514,7 @@ def func_two_daily(
     rolling_window : int, optional
         滚动窗口, by default 20
     n_jobs : int, optional
-        并行数量, by default 6
+        并行数量, by default 1
 
     Returns
     -------
@@ -606,6 +606,7 @@ def drop_duplicates_index(new: pd.DataFrame) -> pd.DataFrame:
     pd.DataFrame
         去重后的dataframe
     """
+    pri_name=new.index.name
     new = new.reset_index()
     new = new.rename(
         columns={
@@ -616,6 +617,10 @@ def drop_duplicates_index(new: pd.DataFrame) -> pd.DataFrame:
         subset=["tmp_name_for_this_function_never_same_to_others"], keep="first"
     )
     new = new.set_index("tmp_name_for_this_function_never_same_to_others")
+    if pri_name=="tmp_name_for_this_function_never_same_to_others":
+        new.index.name='date'
+    else:
+        new.index.name=pri_name
     return new
 
 

pure_ocean_breeze/labor/process.py

@@ -1,4 +1,4 @@
-__updated__ = "2023-01-05 17:32:06"
+__updated__ = "2023-01-17 15:26:02"
 
 import warnings
 
@@ -2194,7 +2194,6 @@ def prerpare(cls):
         cls.judge_month()
         cls.get_rets_month()
 
-    @kk.desktop_sender(title="嘿，回测结束啦～🗓")
     def run(
         self,
         groups_num=10,

setup.py

@@ -1,4 +1,4 @@
-__updated__ = "2022-11-13 16:55:52"
+__updated__ = "2023-01-17 14:38:45"
 
 from setuptools import setup
 import setuptools
@@ -52,6 +52,7 @@ def get_version(package):
         "cufflinks",
         "clickhouse_sqlalchemy",
         "tradetime",
+        "deprecation",
     ],
     python_requires=">=3",
     license="MIT",

更新日志/version3.md

@@ -1,5 +1,10 @@
 ## 更新日志🗓 — v3
 
+* v3.6.9 — 2023.1.19
+> 1. 对drop_duplicates_index函数，增加了保留原来index名字的功能
+> 1. 删去了pure_moon回测中的弹窗提示
+> 1. 补充了一些依赖库
+> 1. 修正了一些函数说明
 * v3.6.8 — 2023.1.13
 > 1. 修复了初始化存在的bug
 * v3.6.7 — 2023.1.13