diff --git a/data_handler.py b/data_handler.py index 8968ff4..00c1b02 100644 --- a/data_handler.py +++ b/data_handler.py @@ -1,5 +1,6 @@ import pandas as pd -import os, sys +import os +import sys sys.path.append("/home/lenovo/quant/tools/get_factor_tools/") from db_tushare import get_factor_tools diff --git a/spread_backtest.py b/spread_backtest.py index bf2c999..6c0479f 100644 --- a/spread_backtest.py +++ b/spread_backtest.py @@ -1,5 +1,6 @@ # -*- coding: UTF-8 -*- -import sys,os +import sys +import os import pandas as pd import numpy as np import time diff --git a/trader.py b/trader.py index 97e19aa..1ddfa9e 100644 --- a/trader.py +++ b/trader.py @@ -1,10 +1,8 @@ import pandas as pd import numpy as np -import sys, os +import sys +import os import copy -sys.path.append("/home/lenovo/quant/tools/get_factor_tools/") -from db_tushare import get_factor_tools -gft = get_factor_tools() from typing import Union, Iterable, Dict from ordered_set import OrderedSet @@ -12,6 +10,10 @@ from ordered_set import OrderedSet from account import Account from dataloader import DataLoader +sys.path.append("/home/lenovo/quant/tools/get_factor_tools/") +from db_tushare import get_factor_tools +gft = get_factor_tools() + class Trader(Account): """ @@ -221,7 +223,7 @@ class Trader(Account): weight_list = date_weight.loc[next_position['stock_code'].to_list()].values weight_list = total_weight * weight_list / sum(weight_list) return weight_list - except: + except Exception: raise ValueError(f'not found stock weight in {date}') def get_next_position(self, date, factor):