endDate = ['2020-02-26']
concept = symbols_dic['行业']
symbols = symbols_dic['数据']
windowSell = np.arange(7, 8, 1)
AbuBigNDown_grid2 = {
'startDate': startDate,
'endDate': endDate,
'windowBuy': windowBuy,
'windowSell': windowSell,
'poly': poly
}
buy_factors_product = ABuGridHelper.gen_factor_grid_4_jijin(
[AbuBigNDown_grid2])
print('买入因子参数共有{}种组合方式'.format(len(buy_factors_product)))
grid_search = GridSearch(100000,
choice_symbols=symbols,
buy_factors_product=buy_factors_product,
sell_factors_product=None,
start=startDate[0],
end=endDate[0],
concept=concept)
if __name__ == '__main__': #多线程必须内容，不可删除。
scores, score_tuple_array = grid_search.fit4JiJin(
n_jobs=1,
isJiJin=False,
showWindowBuy=showWindowBuy,
showWindowSell=showWindowSell,
concept=concept)
showWindowBuy = True
showWindowSell = False
showMutil = False
AbuBigNDown_grid2 = {
'jiJinCode': ['123456'],
'startDate': startDate,
'endDate': endDate,
'windowBuy': windowBuy,
'windowSell': windowSell,
'poly': poly
}
buy_factors_product = ABuGridHelper.gen_factor_grid_4_jijin(
[AbuBigNDown_grid2])
print('买入因子参数共有{}种组合方式'.format(len(buy_factors_product)))
grid_search = GridSearch(None,
jiJinCode,
buy_factors_product=buy_factors_product,
sell_factors_product=None,
n_folds=1,
start=startDate[0],
end=endDate[0])
if __name__ == '__main__': #多线程必须内容，不可删除。
keysObj = {'showMutil': showMutil}
scores, score_tuple_array = grid_search.fit4JiJin(
n_jobs=-1,
showWindowBuy=showWindowBuy,
showWindowSell=showWindowSell,
keysObj=keysObj)