From 59cac191bf221a0fc719f81ce239eef14b4e457b Mon Sep 17 00:00:00 2001 From: wsyxbcl Date: Mon, 15 Feb 2021 10:58:06 +0000 Subject: [PATCH] fix transpose and ffill --- utils.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/utils.py b/utils.py index 7e08502..4761be5 100644 --- a/utils.py +++ b/utils.py @@ -481,13 +481,13 @@ async def mix_data_collector_async(stock_mix, time_begin='20210101', time_end='2 stock_kline = stock.set_index('date') stock_kline.index = pd.to_datetime(stock_kline.index) stock_kline = stock_kline.astype(float) - stock_kline[str(i)] = stock_kline['close'] - collection_close_price.append(stock_kline[str(i)]) + stock_kline[[stock.code for stock in stock_mix.stock_list][i]] = stock_kline['close'] + collection_close_price.append(stock_kline[[stock.code for stock in stock_mix.stock_list][i]]) # dealing with trade suspention collection_close_price_df = reduce(lambda x, y: pd.merge(x, y, how='outer', on='date', sort=True), collection_close_price) - collection_close_price_df.fillna(method='ffill') + collection_close_price_df = collection_close_price_df.fillna(method='ffill') matrix_date = [collection_close_price_df.index.values] - matrix_close_price = collection_close_price_df.to_numpy() + matrix_close_price = np.transpose(collection_close_price_df.to_numpy()) # only need close price here if time_ref == 'oldest':