Example #1
0
    def init_factors(self, entity_ids, entity_type, exchanges, codes, the_timestamp, start_timestamp,
                     end_timestamp):
        bull_factor = BullFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
                                 codes=codes, the_timestamp=the_timestamp, start_timestamp=start_timestamp,
                                 end_timestamp=end_timestamp, provider='joinquant', level=self.level, auto_load=True)

        self.filter_factors = [bull_factor]
Example #2
0
    def init_factors(self, entity_ids, entity_type, exchanges, codes, the_timestamp, start_timestamp, end_timestamp,
                     level):
        bull_factor = BullFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
                                 codes=codes, the_timestamp=the_timestamp, start_timestamp=start_timestamp,
                                 end_timestamp=end_timestamp, provider='joinquant', level=level)

        self.add_filter_factor(bull_factor)
Example #3
0
    def init_factors(self, entity_ids, entity_type, exchanges, codes, the_timestamp, start_timestamp,
                     end_timestamp):
        bull_factor = BullFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
                                 codes=codes, the_timestamp=the_timestamp, start_timestamp=start_timestamp,
                                 end_timestamp=end_timestamp, provider=self.provider, level=self.level)

        self.filter_factors = [bull_factor]
Example #4
0
 def init_selectors(self, security_list, security_type, exchanges, codes,
                    start_timestamp, end_timestamp):
     my_selector = TargetSelector(security_list=security_list,
                                  security_type=security_type,
                                  exchanges=exchanges,
                                  codes=codes,
                                  start_timestamp=start_timestamp,
                                  end_timestamp=end_timestamp)
     # add the factors
     my_selector \
         .add_filter_factor(BullFactor(security_list=security_list,
                                       security_type=security_type,
                                       exchanges=exchanges,
                                       codes=codes,
                                       start_timestamp=start_timestamp,
                                       end_timestamp=end_timestamp,
                                       level=TradingLevel.LEVEL_1DAY))
     # .add_score_factor(FinanceGrowthFactor(security_list=security_list,
     #                                       security_type=security_type,
     #                                       exchanges=exchanges,
     #                                       codes=codes,
     #                                       start_timestamp=start_timestamp,
     #                                       end_timestamp=end_timestamp,
     #                                       level=TradingLevel.LEVEL_1DAY))
     self.selectors.append(my_selector)
Example #5
0
    def init_selectors(self, entity_ids, entity_type, exchanges, codes, start_timestamp, end_timestamp):
        myselector = TargetSelector(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
                                    codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp,
                                    provider='joinquant')

        myselector.add_filter_factor(
            BullFactor(entity_ids=entity_ids, entity_type=entity_type, exchanges=exchanges,
                       codes=codes, start_timestamp=start_timestamp, end_timestamp=end_timestamp))

        self.selectors.append(myselector)
Example #6
0
    def init_factors(self, security_list, security_type, exchanges, codes,
                     the_timestamp, start_timestamp, end_timestamp):
        bull_factor = BullFactor(security_list=security_list,
                                 security_type=security_type,
                                 exchanges=exchanges,
                                 codes=codes,
                                 the_timestamp=the_timestamp,
                                 start_timestamp=start_timestamp,
                                 end_timestamp=end_timestamp,
                                 provider='joinquant',
                                 level=self.level)

        self.filter_factors = [bull_factor]
Example #7
0
    def init_selectors(self, security_list, security_type, exchanges, codes,
                       start_timestamp, end_timestamp):
        myselector = TargetSelector(security_list=security_list,
                                    security_type=security_type,
                                    exchanges=exchanges,
                                    codes=codes,
                                    start_timestamp=start_timestamp,
                                    end_timestamp=end_timestamp)

        myselector.add_filter_factor(
            BullFactor(security_list=security_list,
                       security_type=security_type,
                       exchanges=exchanges,
                       codes=codes,
                       start_timestamp=start_timestamp,
                       end_timestamp=end_timestamp))

        self.selectors.append(myselector)
    def init_selectors(self, entity_ids, entity_schema, exchanges, codes,
                       start_timestamp, end_timestamp):
        myselector = 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)

        myselector.add_filter_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))

        self.selectors.append(myselector)