endDate = ['2020-02-26'] concept = symbols_dic['行业'] symbols = symbols_dic['数据'] windowSell = np.arange(7, 8, 1) AbuBigNDown_grid2 = { 'startDate': startDate, 'endDate': endDate, 'windowBuy': windowBuy, 'windowSell': windowSell, 'poly': poly } buy_factors_product = ABuGridHelper.gen_factor_grid_4_jijin( [AbuBigNDown_grid2]) print('买入因子参数共有{}种组合方式'.format(len(buy_factors_product))) grid_search = GridSearch(100000, choice_symbols=symbols, buy_factors_product=buy_factors_product, sell_factors_product=None, start=startDate[0], end=endDate[0], concept=concept) if __name__ == '__main__': #多线程必须内容,不可删除。 scores, score_tuple_array = grid_search.fit4JiJin( n_jobs=1, isJiJin=False, showWindowBuy=showWindowBuy, showWindowSell=showWindowSell, concept=concept)
showWindowBuy = True showWindowSell = False showMutil = False AbuBigNDown_grid2 = { 'jiJinCode': ['123456'], 'startDate': startDate, 'endDate': endDate, 'windowBuy': windowBuy, 'windowSell': windowSell, 'poly': poly } buy_factors_product = ABuGridHelper.gen_factor_grid_4_jijin( [AbuBigNDown_grid2]) print('买入因子参数共有{}种组合方式'.format(len(buy_factors_product))) grid_search = GridSearch(None, jiJinCode, buy_factors_product=buy_factors_product, sell_factors_product=None, n_folds=1, start=startDate[0], end=endDate[0]) if __name__ == '__main__': #多线程必须内容,不可删除。 keysObj = {'showMutil': showMutil} scores, score_tuple_array = grid_search.fit4JiJin( n_jobs=-1, showWindowBuy=showWindowBuy, showWindowSell=showWindowSell, keysObj=keysObj)