From 46777ec7c6479c08f4b9b2919a013599c75509db Mon Sep 17 00:00:00 2001 From: Linlang <30293408+SunsetWolf@users.noreply.github.com> Date: Sat, 7 May 2022 20:59:06 +0800 Subject: [PATCH] fix_issue_1060 (#1092) * fix_issue_1060 * fix_import_error --- docs/component/report.rst | 2 +- scripts/data_collector/pit/collector.py | 8 +++++--- 2 files changed, 6 insertions(+), 4 deletions(-) diff --git a/docs/component/report.rst b/docs/component/report.rst index 61ff61e8a2..c1efb4f47f 100644 --- a/docs/component/report.rst +++ b/docs/component/report.rst @@ -104,7 +104,7 @@ Graphical Result - Axis Y: - `ic` The `Pearson correlation coefficient` series between `label` and `prediction score`. - In the above example, the `label` is formulated as `Ref($close, -1)/$close - 1`. Please refer to `Data Feature `_ for more details. + In the above example, the `label` is formulated as `Ref($close, -2)/Ref($close, -1)-1`. Please refer to `Data Feature `_ for more details. - `rank_ic` The `Spearman's rank correlation coefficient` series between `label` and `prediction score`. diff --git a/scripts/data_collector/pit/collector.py b/scripts/data_collector/pit/collector.py index 385de0f180..c34b31348d 100644 --- a/scripts/data_collector/pit/collector.py +++ b/scripts/data_collector/pit/collector.py @@ -2,6 +2,7 @@ # Licensed under the MIT License. import re +import sys from datetime import datetime from pathlib import Path from typing import List, Iterable, Optional, Union @@ -11,10 +12,11 @@ import baostock as bs from loguru import logger -from scripts.data_collector.base import BaseCollector, BaseRun, BaseNormalize -from scripts.data_collector.utils import get_hs_stock_symbols, get_calendar_list +BASE_DIR = Path(__file__).resolve().parent +sys.path.append(str(BASE_DIR.parent.parent)) -BASE_DIR = Path(__file__).resolve().parent.parent +from data_collector.base import BaseCollector, BaseRun, BaseNormalize +from data_collector.utils import get_hs_stock_symbols, get_calendar_list class PitCollector(BaseCollector):