def init_selectors(self, entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp):
# 周线策略
week_bull_selector = TargetSelector(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider=Provider.JoinQuant, level=IntervalLevel.LEVEL_1WEEK)
week_bull_factor = BullFactor(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider=Provider.JoinQuant, level=IntervalLevel.LEVEL_1WEEK)
week_bull_selector.add_filter_factor(week_bull_factor)
# 日线策略
day_bull_selector = TargetSelector(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider=Provider.JoinQuant, level=IntervalLevel.LEVEL_1DAY)
day_bull_factor = BullFactor(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider=Provider.JoinQuant, level=IntervalLevel.LEVEL_1DAY)
day_vol_factor = VolFactor(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider=Provider.JoinQuant, level=IntervalLevel.LEVEL_1DAY)
day_bull_selector.add_filter_factor(day_bull_factor)
day_bull_selector.add_score_factor(day_vol_factor)
self.selectors.append(week_bull_selector)
self.selectors.append(day_bull_selector)
def init_selectors(self, entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp,
adjust_type=None):
# 周线策略
week_bull_selector = TargetSelector(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider='joinquant', level=IntervalLevel.LEVEL_1WEEK)
week_bull_factor = BullFactor(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider='joinquant', level=IntervalLevel.LEVEL_1WEEK)
week_bull_selector.add_filter_factor(week_bull_factor)
# 日线策略
day_bull_selector = TargetSelector(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider='joinquant', level=IntervalLevel.LEVEL_1DAY, long_threshold=0.7)
day_bull_factor = BullFactor(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider='joinquant', level=IntervalLevel.LEVEL_1DAY)
day_vol_factor = VolFactor(entity_ids=entity_ids, entity_schema=entity_schema, exchanges=exchanges,
codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
provider='joinquant', level=IntervalLevel.LEVEL_1DAY)
day_bull_selector.add_filter_factor(day_bull_factor)
day_bull_selector.add_score_factor(day_vol_factor)
self.selectors.append(week_bull_selector)
self.selectors.append(day_bull_selector)