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fix_issue_1060 #1092

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merged 2 commits into from May 7, 2022
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2 changes: 1 addition & 1 deletion docs/component/report.rst
Expand Up @@ -104,7 +104,7 @@ Graphical Result
- Axis Y:
- `ic`
The `Pearson correlation coefficient` series between `label` and `prediction score`.
In the above example, the `label` is formulated as `Ref($close, -1)/$close - 1`. Please refer to `Data Feature <data.html#feature>`_ for more details.
In the above example, the `label` is formulated as `Ref($close, -2)/Ref($close, -1)-1`. Please refer to `Data Feature <data.html#feature>`_ for more details.

- `rank_ic`
The `Spearman's rank correlation coefficient` series between `label` and `prediction score`.
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8 changes: 5 additions & 3 deletions scripts/data_collector/pit/collector.py
Expand Up @@ -2,6 +2,7 @@
# Licensed under the MIT License.

import re
import sys
from datetime import datetime
from pathlib import Path
from typing import List, Iterable, Optional, Union
Expand All @@ -11,10 +12,11 @@
import baostock as bs
from loguru import logger

from scripts.data_collector.base import BaseCollector, BaseRun, BaseNormalize
from scripts.data_collector.utils import get_hs_stock_symbols, get_calendar_list
BASE_DIR = Path(__file__).resolve().parent
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Are you sure this is not affected? https://github.com/microsoft/qlib/blob/main/scripts/data_collector/pit/collector.py#L254

Yes, this doesn't affect the normal operation of the program.

sys.path.append(str(BASE_DIR.parent))

BASE_DIR = Path(__file__).resolve().parent.parent
from base import BaseCollector, BaseRun, BaseNormalize
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base and utils may easily conflict with other modules.
Will data_collector will be better?

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Already fixed.

from utils import get_hs_stock_symbols, get_calendar_list


class PitCollector(BaseCollector):
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