def on_time(self, timestamp):
# 增持5000股以上
long_df = ManagerTrading.query_data(
start_timestamp=timestamp,
end_timestamp=timestamp,
filters=[ManagerTrading.volume > 5000],
columns=[ManagerTrading.entity_id],
order=ManagerTrading.volume.desc(),
limit=10)
# 减持5000股以上
short_df = ManagerTrading.query_data(
start_timestamp=timestamp,
end_timestamp=timestamp,
filters=[ManagerTrading.volume < -5000],
columns=[ManagerTrading.entity_id],
order=ManagerTrading.volume.asc(),
limit=10)
if pd_is_not_null(long_df) or pd_is_not_null(short_df):
try:
self.trade_the_targets(
due_timestamp=timestamp,
happen_timestamp=timestamp,
long_selected=set(long_df['entity_id'].to_list()),
short_selected=set(short_df['entity_id'].to_list()))
except Exception as e:
self.logger.error(e)
def test_000778_manager_trading():
result: List[ManagerTrading] = ManagerTrading.query_data(region=Region.CHN, session=session,
provider=Provider.EastMoney,
return_type='domain',
codes=['000778'],
end_timestamp='2018-09-30',
start_timestamp='2017-09-30',
order=ManagerTrading.holding.desc())
assert len(result) == 1
assert result[0].trading_person == '巩国平'
assert result[0].volume == 8400
assert result[0].price is None
assert result[0].holding == 18700
assert result[0].trading_way == '增持'
assert result[0].manager_position == '职工监事'
assert result[0].manager == '巩国平'
assert result[0].relationship_with_manager == '本人'
def test_000778_manager_trading():
result: List[ManagerTrading] = ManagerTrading.query_data(
session=session,
provider="eastmoney",
return_type="domain",
codes=["000778"],
end_timestamp="2018-09-30",
start_timestamp="2017-09-30",
order=ManagerTrading.holding.desc(),
)
assert len(result) == 1
assert result[0].trading_person == "巩国平"
assert result[0].volume == 8400
assert result[0].price == None
assert result[0].holding == 18700
assert result[0].trading_way == "增持"
assert result[0].manager_position == "职工监事"
assert result[0].manager == "巩国平"
assert result[0].relationship_with_manager == "本人"