From 3c9389afab518f188b8628af72297d750c07dfb1 Mon Sep 17 00:00:00 2001 From: WestXu Date: Thu, 25 Apr 2019 16:03:25 +0800 Subject: [PATCH] fix index_member --- jaqs/data/dataservice.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/jaqs/data/dataservice.py b/jaqs/data/dataservice.py index dcf37bf..026b24e 100644 --- a/jaqs/data/dataservice.py +++ b/jaqs/data/dataservice.py @@ -845,7 +845,7 @@ def str2int(s): for sec, df in gp: mask = np.zeros_like(dates, dtype=np.integer) for idx, row in df.iterrows(): - bool_index = np.logical_and(dates > row['in_date'], dates < row['out_date']) + bool_index = np.logical_and(dates >= row['in_date'], dates <= row['out_date']) mask[bool_index] = 1 dic[sec] = mask