1、问题:
遍历出错
def _create_var_idx_associations(self, varList):
idx2var = {idx:var for idx, var in enumerate(varList)}
var2idx = {var:idx for idx, var in enumerate(varList)}
return idx2var, var2idx
2、解决方法:
确保写入npz的permno的stock2格式:
(X,)
而不是(X, 1)