修改bug

hugo2046 · Sep 28, 2022 · 70fab3c · 70fab3c
1 parent a657e50
commit 70fab3c
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Showing 8 changed files with 103 additions and 95 deletions.
diff --git a/B-因子构建类/金股增强策略/scr/utlis.py b/B-因子构建类/金股增强策略/scr/utlis.py
@@ -12,22 +12,26 @@ def load_gold_stock_csv() -> pd.DataFrame:
     -------
     pd.DataFrame
     """
-    dtype_mapping = {'end_date': np.datetime64,
-                     'write_date': np.datetime64}
+    dtype_mapping = {'end_date': np.datetime64, 'write_date': np.datetime64}
 
-    col_mapping = {'ticker_symbol_map_sec_type_name': 'sw_l3',
-                   'ticker_symbol_map_sec_id': 'code'}
+    col_mapping = {
+        'ticker_symbol_map_sec_type_name': 'sw_l3',
+        'ticker_symbol_map_sec_id': 'code'
+    }
 
     gold_stock_frame = pd.read_csv(r'data/gold_stock_frame.csv', index_col=[0])
 
-    gold_stock_frame = (gold_stock_frame.pipe(pd.DataFrame.astype, dtype_mapping)
-                                        .pipe(pd.DataFrame.rename, columns=col_mapping)
-                                        .pipe(pd.DataFrame.assign, code=lambda x: x['code'].apply(normalize_code)))
+    gold_stock_frame = (gold_stock_frame.pipe(
+        pd.DataFrame.astype,
+        dtype_mapping).pipe(pd.DataFrame.rename, columns=col_mapping).pipe(
+            pd.DataFrame.assign,
+            code=lambda x: x['code'].apply(normalize_code)))
 
     return gold_stock_frame
 
 
-def view_author_stock(ser: pd.Series, gold_stock_frame: pd.DataFrame) -> pd.DataFrame:
+def view_author_stock(ser: pd.Series,
+                      gold_stock_frame: pd.DataFrame) -> pd.DataFrame:
     """从gold_stock_frame按ser获取所推荐股票信息
 
     Parameters
@@ -50,7 +54,6 @@ def view_author_stock(ser: pd.Series, gold_stock_frame: pd.DataFrame) -> pd.Data
 
 class TradeDays():
     """交易日时间处理相关"""
-
     def __init__(self):
 
         self.all_trade_days: pd.DatetimeIndex = pd.to_datetime(
@@ -60,37 +63,42 @@ def __init__(self):
     def tradeday_of_month(self, watch_dt: str) -> int:
         """查询该交易日是当月的第N日"""
         watch_dt = pd.to_datetime(watch_dt)
-        idx = self.TradedaysOfMonth.index.get_indexer(
-            [watch_dt], method='nearest')[0]
+        idx = self.TradedaysOfMonth.index.get_indexer([watch_dt],
+                                                      method='nearest')[0]
         return self.TradedaysOfMonth.iloc[idx, 1]
 
-    def get_tradedays_of_month(self, year: Union[str, int] = None, month: Union[str, int] = None, num: int = None) -> pd.DataFrame:
+    def get_tradedays_of_month(self,
+                               year: Union[str, int] = None,
+                               month: Union[str, int] = None,
+                               num: int = None) -> pd.DataFrame:
         """获取月份的第N日"""
         if num is None:
             raise ValueError('num参数不能为空!')
 
         if (year is not None) and (month is None):
 
-            cond = (self.TradedaysOfMonth.index.year == year) & (
-                self.TradedaysOfMonth['dayofmonth'] == num)
+            cond = (self.TradedaysOfMonth.index.year
+                    == year) & (self.TradedaysOfMonth['dayofmonth'] == num)
 
         elif (year is None) and (month is not None):
 
-            cond = (self.TradedaysOfMonth.index.month == month) & (
-                self.TradedaysOfMonth['dayofmonth'] == num)
+            cond = (self.TradedaysOfMonth.index.month
+                    == month) & (self.TradedaysOfMonth['dayofmonth'] == num)
 
         else:
 
-            cond = (self.TradedaysOfMonth.index.strftime('%Y%m') == f'{year}{month}') & (
-                self.TradedaysOfMonth['dayofmonth'] == num)
+            cond = (self.TradedaysOfMonth.index.strftime('%Y%m')
+                    == "{}{:02d}".format(year, month)) & (
+                        self.TradedaysOfMonth['dayofmonth'] == num)
 
         return self.TradedaysOfMonth[cond]
 
-    def get_tradedays_month_end(self, year: Union[str, int] = None, month: Union[str, int] = None) -> pd.DataFrame:
+    def get_tradedays_month_end(self,
+                                year: Union[str, int] = None,
+                                month: Union[str, int] = None) -> pd.DataFrame:
         """查询每月最后一个交易日"""
 
         trade_days = self._MonthEndOrMonthBegin('last')
-
         if (year is None) and (month is None):
 
             return trade_days
@@ -105,11 +113,15 @@ def get_tradedays_month_end(self, year: Union[str, int] = None, month: Union[str
 
         else:
 
-            cond = (trade_days.index.strftime('%Y%m') == f'{year}{month}')
+            cond = (trade_days.index.strftime('%Y%m') == "{}{:02d}".format(
+                year, month))
 
         return trade_days[cond]
 
-    def get_tradedays_month_begin(self, year: Union[str, int] = None, month: Union[str, int] = None) -> pd.DataFrame:
+    def get_tradedays_month_begin(
+            self,
+            year: Union[str, int] = None,
+            month: Union[str, int] = None) -> pd.DataFrame:
         """查询每月最后一个交易日"""
         trade_days = self._MonthEndOrMonthBegin('first')
         if year is None and month is None:
@@ -119,31 +131,38 @@ def get_tradedays_month_begin(self, year: Union[str, int] = None, month: Union[s
         elif year is None:
             cond = trade_days.index.month == month
         else:
-            cond = trade_days.index.strftime('%Y%m') == f'{year}{month}'
+            cond = trade_days.index.strftime('%Y%m') == "{}{:02d}".format(
+                year, month)
         return trade_days[cond]
 
     def _MonthEndOrMonthBegin(self, method: str) -> pd.DataFrame:
 
-        cols_dic = {'last': ('MonthEnd(all)', 'MonthEnd'),
-                    'first': ('MonthBegin(all)', 'MonthBegin')}
+        cols_dic = {
+            'last': ('MonthEnd(all)', 'MonthEnd'),
+            'first': ('MonthBegin(all)', 'MonthBegin')
+        }
         trade_days = self.TradedaysOfMonth.copy()
 
-        func = {'last': trade_days.groupby(pd.Grouper(level=0, freq='M')).last,
-                'first': trade_days.groupby(pd.Grouper(level=0, freq='MS')).first}
+        func = {
+            'last': trade_days.groupby(pd.Grouper(level=0, freq='M')).last,
+            'first': trade_days.groupby(pd.Grouper(level=0, freq='MS')).first
+        }
 
         trade_days = func[method]()
 
         trade_days[cols_dic[method][0]] = trade_days.index
         trade_days.index = trade_days['trade_days']
-        trade_days.rename(
-            columns={'trade_days': cols_dic[method][1]}, inplace=True)
+        trade_days.rename(columns={'trade_days': cols_dic[method][1]},
+                          inplace=True)
         return trade_days.drop(columns=['dayofmonth'])
 
     def _tradedaysofmonth(self):
 
         tradedays_frame: pd.DataFrame = self._trans2frame()
-        tradedays_frame['dayofmonth'] = tradedays_frame.groupby(pd.Grouper(
-            level=0, freq='M'))['trade_days'].transform(lambda x: np.arange(1, len(x)+1))
+        tradedays_frame['dayofmonth'] = tradedays_frame.groupby(
+            pd.Grouper(level=0, freq='M'))['trade_days'].transform(
+                lambda x: np.arange(1,
+                                    len(x) + 1))
         self.TradedaysOfMonth = tradedays_frame
 
     def _trans2frame(self) -> pd.DataFrame:

diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/__init__.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/__init__.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/bt_func.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/bt_func.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/calc_func.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/calc_func.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/plotting.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/plotting.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/timeseries.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/timeseries.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/scr/__pycache__/utils.cpython-38.pyc b/C-择时类/特征分布建模择时系列之二/scr/__pycache__/utils.cpython-38.pyc
diff --git a/C-择时类/特征分布建模择时系列之二/特征分布建模择时系列之二.ipynb b/C-择时类/特征分布建模择时系列之二/特征分布建模择时系列之二.ipynb