ai 加入eps_ttm_yoy

ai/training_data_builder.py

@@ -141,6 +141,8 @@ class TrainingDataBuilder(ABC):
         DataAll.sort_index(inplace=True)
         DataAll.reset_index(inplace=True)
         DataAll.ffill(inplace=True)
+        DataAll['EPS_TTM_YOY'] = (DataAll['JIFU_SPX_OPEPS_CURRQ_TTM'] / DataAll['JIFU_SPX_OPEPS_CURRQ_TTM'].shift(
+            -252) - 1.0)
         if (self._toForecast):
             # 处理CPI_YOY:美国城镇消费物价指数同比未经季 CPURNSA:美国消费者物价指数未经季调
             DataAllCopy = DataAll.copy()