Ejemplo n.º 1
0
 def setUp(self) -> None:
     set_global_config('config.json')
     self.db = AShareDataReader()
     self.start_date = dt.datetime(2018, 5, 10)
     self.end_date = dt.datetime(2018, 7, 10)
     self.ids = ['000001.SZ', '600000.SH', '000002.SZ']
     self.dates = [self.start_date, self.end_date]
Ejemplo n.º 2
0
 def setUp(self) -> None:
     set_global_config('config.json')
     self.factor_compositor = FactorCompositor()
Ejemplo n.º 3
0
 def setUp(self) -> None:
     set_global_config('config.json')
     self.db_interface = get_db_interface()
Ejemplo n.º 4
0
 def setUp(self) -> None:
     set_global_config('config.json')
Ejemplo n.º 5
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 def setUp(self) -> None:
     set_global_config('config.json')
     self.calendar = TradingCalendar()
Ejemplo n.º 6
0
import datetime as dt
import sys

from AShareData.AShareDataReader import AShareDataReader
from AShareData.config import set_global_config
from AShareData.FactorCompositor import FactorPortfolio, FactorPortfolioPolicy
from AShareData.utils import StockSelectionPolicy

if __name__ == '__main__':
    set_global_config(sys.argv[1])

    data_reader = AShareDataReader()
    stock_selection_policy = StockSelectionPolicy()
    stock_selection_policy.ignore_new_stock_period = 360
    stock_selection_policy.ignore_st = True
    stock_selection_policy.ignore_pause = True

    policy = FactorPortfolioPolicy()
    policy.bins = [5, 10]
    policy.stock_selection_policy = stock_selection_policy
    policy.start_date = dt.datetime(2010, 1, 1)
    policy.industry = data_reader.industry('申万', 1)
    policy.weight = data_reader.stock_free_floating_market_cap

    policy.name = data_reader.beta.factor_name
    policy.factor = data_reader.beta

    sub_port = FactorPortfolio(factor_portfolio_policy=policy)
    sub_port.update()
Ejemplo n.º 7
0
 def setUp(self) -> None:
     set_global_config('config.json')
     self.web_crawler = WebDataCrawler()
     self.calendar = SHSZTradingCalendar()
Ejemplo n.º 8
0
 def setUp(self) -> None:
     set_global_config('config.json')
     self.db = AShareDataReader()