def test_cross_ma():
factor = CrossMaFactor(entity_type='stock',
codes=['000338'],
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
level=IntervalLevel.LEVEL_1DAY,
provider='joinquant',
short_window=5,
long_window=10)
print(factor.get_factor_df().tail())
print(factor.get_result_df().tail())
score = factor.get_result_df()['score']
assert score[('stock_sz_000338', '2019-06-03')] == True
assert score[('stock_sz_000338', '2019-06-04')] == True
assert score[('stock_sz_000338', '2019-06-05')] == False
assert score[('stock_sz_000338', '2019-06-06')] == False
assert score[('stock_sz_000338', '2019-06-10')] == False
factor.move_on()
score = factor.get_result_df()['score']
assert score[('stock_sz_000338', '2019-06-17')] == True
def test_cross_ma():
factor = CrossMaFactor(security_type=SecurityType.stock,
codes=['000338'],
start_timestamp='2019-01-01',
end_timestamp='2019-06-10',
level=TradingLevel.LEVEL_1DAY,
provider=Provider.JOINQUANT,
short_window=5,
long_window=10)
print(factor.get_depth_df().tail())
print(factor.get_result_df().tail())
score = factor.get_result_df()['score']
assert score[('stock_sz_000338', '2019-06-03')] == True
assert score[('stock_sz_000338', '2019-06-04')] == True
assert score[('stock_sz_000338', '2019-06-05')] == False
assert score[('stock_sz_000338', '2019-06-06')] == False
assert score[('stock_sz_000338', '2019-06-10')] == False
factor.move_on()
score = factor.get_result_df()['score']
assert score[('stock_sz_000338', '2019-06-17')] == True