def __save(self, df, alpha_date, month, discard_days):
df['code'] = df['code'] + '-CN'
FileUtility.create_dir('{2}/PMOM{0}{1}'.format(month, discard_days, self.output_path))
df = df[['code', 'adj_return']]
df.columns = ['S_INFO_WINDCODE', 'PMOM%s%s_raw' % (month, discard_days)]
df = df.to_csv(
'{3}/PMOM{1}{2}/PMOM{1}{2}_raw_CN_{0}.csv'.format(alpha_date.strftime('%Y%m%d'), month,
discard_days, self.output_path), index=False)
