def strategySpread(self,startDate,endDate,assetCode,sigmaMultiplier,tableName): startDate=Ygg.dataOperation().strToDate(startDate) endDate=Ygg.dataOperation().strToDate(endDate) folderPath=os.getcwd() #提取期货数据 data=Ygg.dataOperation().retrieveData(assetCode,startDate,endDate) #进行价差分析运算 [res0,startDate,endDate]=Ygg.strategy().spreadSpeculation(data,folderPath,sigmaMultiplier) #写入数据库 Ygg.dataOperation().backtestDBInsert(res0,startDate,endDate,tableName)
def strategySpread(self, startDate, endDate, assetCode, sigmaMultiplier, tableName): startDate = Ygg.dataOperation().strToDate(startDate) endDate = Ygg.dataOperation().strToDate(endDate) folderPath = os.getcwd() #提取期货数据 data = Ygg.dataOperation().retrieveData(assetCode, startDate, endDate) #进行价差分析运算 [res0, startDate, endDate] = Ygg.strategy().spreadSpeculation(data, folderPath, sigmaMultiplier) #写入数据库 Ygg.dataOperation().backtestDBInsert(res0, startDate, endDate, tableName)