def ts_rf(self):
# 构造变长时序
return basetype.VarTimeSeries(self.idataloader.load_rf()["value"],
self.start,
self.end,
fill=True,
shift=1,
lmbd=lambda x: x / 36500)
def ts_bm(self):
# 构造变长时序
data = self.idataloader.load_bm()
if self.fb_map:
cols = [self.fb_map.get(fid, data.columns[0]) for fid in self.fund_ids]
else:
cols = data.columns
if len(set(cols)) == 1:
data = data[cols[0]] # 降维至1维
elif len(set(cols)) > 1:
data = data[cols]
else:
raise ValueError("无可用基准数据")
return basetype.VarTimeSeries(data, self.start, self.end)
def ts(self):
# 构造变长时序
return basetype.VarTimeSeries(self.fdataloader.load_nv(),
self.start,
self.end,
check=True)