0.9.29 update

waditu · Sep 22, 2023 · 7724ada · 7724ada
1 parent f68db2a
commit 7724ada
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Showing 3 changed files with 5 additions and 7 deletions.
diff --git a/czsc/sensors/feature.py b/czsc/sensors/feature.py
@@ -16,7 +16,7 @@
 
 
 class FeatureAnalyzeBase:
-    """【基类】特征计算与分析"""
+    """【基类】特征计算与分析，适用于时序量价类因子"""
 
     def __init__(self, symbols, read_bars, **kwargs) -> None:
         """初始化函数
@@ -124,7 +124,7 @@ def report(self):
 
         for feature in self.new_features:
             logger.info(f"特征 {feature} 的取值范围：{self.dfs[feature].describe().round(4).to_dict()}")
-            df1, res1 = cross_sectional_ic(self.dfs,  x_col=feature, y_col='n1b', method=corr_method, dt_col='dt')
+            df1, res1 = cross_sectional_ic(self.dfs, x_col=feature, y_col='n1b', method=corr_method, dt_col='dt')
             logger.info(f"特征 {feature} 与未来1日收益的相关系数：{res1}")
             _ = self.layering(feature, 0.95, 1)
             _ = self.layering(feature, 0.9, 1)

diff --git a/czsc/utils/bar_generator.py b/czsc/utils/bar_generator.py
@@ -195,7 +195,6 @@ def resample_bars(df: pd.DataFrame, target_freq: Union[Freq, AnyStr], raw_bars=T
 
 
 class BarGenerator:
-    """使用日线合成周线、月线、季线"""
 
     def __init__(self, base_freq: str, freqs: List[str], max_count: int = 5000):
         self.symbol = None

diff --git a/examples/close_sma5_dist.py b/examples/close_sma5_dist.py
@@ -1,7 +1,7 @@
-from czsc.sensors.feature import FeatureAnalyzeBase
+import czsc
 
 
-class SMA5Dist(FeatureAnalyzeBase):
+class SMA5Dist(czsc.FeatureAnalyzeBase):
 
     @property
     def new_features(self):
@@ -31,5 +31,4 @@ def add_features(self, df):
     from czsc.connectors.research import get_raw_bars, get_symbols
 
     sd = SMA5Dist(symbols=get_symbols('中证500成分股'), read_bars=get_raw_bars, freq='日线', sdt='20210101', edt='20230101',
-                max_workers=10,
-                results_path=r"C:\sma5dist")
+                  max_workers=10, results_path=r"C:\sma5dist")