feture_cross_layering

czsc.feture_cross_layering(df, x_col, **kwargs)

因子在时间截面上分层

Parameters:

• df –

  因子数据，数据样例：

  dt	symbol	factor01	factor02	factor03
  2022-12-19 00:00:00	ZZUR9001	-0.0221211	0.034236	0.0793672
  2022-12-20 00:00:00	ZZUR9001	-0.0278691	0.0275818	0.0735083
  2022-12-21 00:00:00	ZZUR9001	-0.00617075	0.0512298	0.0990967
  2022-12-22 00:00:00	ZZUR9001	-0.0222238	0.0320096	0.0792036
  2022-12-23 00:00:00	ZZUR9001	-0.0375133	0.0129455	0.059491

• x_col – 因子列名

• kwargs –

  • n: 分层数量，默认为10

Returns:

df, 添加了 x_col分层 列