Exemple #1
0
 def test_ticker_selection(self):
     policy = StockSelectionPolicy()
     policy.ignore_new_stock_period = dt.timedelta(days=360)
     policy.select_st = False
     selector = StockTickerSelector(policy=policy)
     dates = [dt.datetime(2020, 1, 7), dt.datetime(2020, 12, 28)]
     ret = selector.generate_index(dates)
     print(ret)
Exemple #2
0
 def test_new_ticker_selection(self):
     policy = StockSelectionPolicy()
     policy.ignore_new_stock_period = 60
     policy.select_new_stock_period = 90
     policy.select_st = False
     selector = StockTickerSelector(policy=policy, db_interface=self.db_interface)
     dates = [dt.datetime(2020, 1, 7), dt.datetime(2020, 12, 28)]
     ret = selector.generate_index(dates=dates)
     print(ret)