def test_cross_ma_selector():
region = Region.CHN
entity_ids = ['stock_sz_000338']
entity_type = EntityType.Stock
start_timestamp = '2018-01-01'
end_timestamp = '2019-06-30'
my_selector = TargetSelector(region=region,
entity_ids=entity_ids,
entity_schema=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp)
# add the factors
my_selector \
.add_filter_factor(CrossMaFactor(region=region,
entity_ids=entity_ids,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
computing_window=10,
windows=[5, 10],
need_persist=False,
level=IntervalLevel.LEVEL_1DAY,
adjust_type='qfq'))
my_selector.run()
print(my_selector.open_long_df)
print(my_selector.open_short_df)
assert 'stock_sz_000338' in my_selector.get_open_short_targets(
'2018-01-29')
def test_cross_ma_selector():
entity_ids = ["stock_sz_000338"]
entity_type = "stock"
start_timestamp = "2018-01-01"
end_timestamp = "2019-06-30"
my_selector = TargetSelector(entity_ids=entity_ids,
entity_schema=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp)
# add the factors
my_selector.add_factor(
CrossMaFactor(
entity_ids=entity_ids,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
computing_window=10,
windows=[5, 10],
need_persist=False,
level=IntervalLevel.LEVEL_1DAY,
adjust_type="hfq",
))
my_selector.run()
print(my_selector.open_long_df)
print(my_selector.open_short_df)
assert "stock_sz_000338" in my_selector.get_open_short_targets(
"2018-01-29")
def test_cross_ma_selector():
entity_ids = ['stock_sz_000338']
entity_type = 'stock'
start_timestamp = '2018-01-01'
end_timestamp = '2019-06-30'
my_selector = TargetSelector(entity_ids=entity_ids,
entity_type=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp)
# add the factors
my_selector \
.add_filter_factor(CrossMaFactor(entity_ids=entity_ids,
entity_type=entity_type,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
level=IntervalLevel.LEVEL_1DAY))
my_selector.run()
print(my_selector.open_long_df)
print(my_selector.open_short_df)
assert 'stock_sz_000338' in my_selector.get_open_short_targets(
'2018-01-29')
