Update: 代码格式修正

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

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

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):