コード例 #1
0
def getIntersection(currSourceData, lastSourceData):
    currList = []
    lastList = []
    for index, row in currSourceData.iterrows():
        currList.append(index[1])
    for index, row in lastSourceData.iterrows():
        lastList.append(index[1])

    returnList = SetUtil.intersection(currList, lastList)
    return returnList
コード例 #2
0
ファイル: BackTestMain.py プロジェクト: dxcv/backtest-2
def getIntersection(currSourceData, currHoldSet):
    currList = []
    lastList = []
    for index, row in currSourceData.iterrows():
        currList.append(index[1])

    for innerCode in currHoldSet:
        lastList.append(innerCode)

    returnList = SetUtil.intersection(currList, lastList)
    return returnList
コード例 #3
0
def getIntersection(currSourceData, currHoldSet):
    currList = []
    lastList = []

    if len(currSourceData) != 0:
        #for index, row in currSourceData.iterrows():
            #currList.append(index[1])
        currList = list(currSourceData.index.get_level_values(1))

    if len(currHoldSet) != 0:
        #for innerCode in currHoldSet:
            #lastList.append(innerCode)
        lastList = list(currHoldSet.keys())
        lastList.sort()

    returnList = SetUtil.intersection(currList, lastList)
    return returnList