fix bug

ngwangshu · Oct 15, 2016 · c6c6633 · c6c6633
1 parent 852a28b
commit c6c6633
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Showing 2 changed files with 1 addition and 38 deletions.
diff --git a/解决方案D-ABU量化系统.ipynb b/解决方案D-ABU量化系统.ipynb
@@ -853,48 +853,11 @@
  "**结果总共提高了1%的胜率，block了403个单子，看看orders diff**"
  ]
  },
- {
- "cell_type": "code",
- "execution_count": 17,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stderr",
- "output_type": "stream",
- "text": [
- "(403, 31)\n"
- ]
- },
- {
- "data": {
- "text/plain": [
- "0.5681159420289855"
- ]
- },
- "execution_count": 17,
- "metadata": {},
- "output_type": "execute_result"
- }
- ],
- "source": [
- "import TradeProxy\n",
- "reload(TradeProxy)\n",
- "diff_order = TradeProxy.find_unsame_in_2orders(rsc.ordersPd, rsc_filter.ordersPd)\n",
- "ZLog.info(diff_order.shape)\n",
- "diff_order.result.value_counts()\n",
- "\n",
- "diff_order_has_ret = diff_order[diff_order.result <> 0]\n",
- "xt = diff_order_has_ret.result.value_counts()\n",
- "float(xt[-1])/xt.sum()"
- ]
- },
  {
  "cell_type": "markdown",
  "metadata": {},
  "source": [
- "**只有0.56是生效的, ump失效了？看看pipe line的学习数据分类结果run_func_with_ml**"
+ "**看看pipe line的学习数据分类结果run_func_with_ml**"
  ]
  },
  {

diff --git a/解决方案d-abu量化系统.pdf b/解决方案d-abu量化系统.pdf