def test_RPSIndex_rpsTopN2(self):
# 显示rps排名前10%的ETF中文名称
fn = 'zxgETF.txt'
# code列表
code = read_zxg(fn)
rpsday = [20, 50]
end = self.end
# end = "2020-06-24"
rpsIndex = RPSIndex(code, self.start, end, rpsday)
n = 10
rps = rpsIndex.rpsTopN2(startday=end, percentN=n)
rps2 = rpsIndex.rpsTopN(end, n)
self.assertTrue(len(rps) > 0)
self.assertTrue(
len(rps) == len(rps2),
"长度不同 {} {}\n{} {}".format(len(rps), len(rps2), rps, rps2))
try:
self.assertTrue(
rps.sort_values(rps.columns[0], ascending=False).equals(rps2),
"排序后不相等 {} {}".format(rps, rps2))
except:
self.assertTrue(rps.equals(rps2), "不相等 {} {}".format(rps, rps2))
print(rps)
print("总数： {}".format(len(rps)))
dfInfo = codeInfo(list(rps.index.levels[1]))
print(dfInfo.name)
def test_ETFName(self):
"""文件zxgFile，增加中文名称
"""
zxgFile = "zxgETF.txt"
code = read_zxg(zxgFile)
dfInfo = codeInfo(list(code))
print(dfInfo)
dfInfo[['code', 'name']].to_csv(zxgFile, index=False, sep=" ", header=None)
def test_readzxg_name(self):
"""代码对应的指数名称
"""
fn = 'zxg.txt'
# code列表
code = read_zxg(fn)
data = qa.QA_fetch_index_list_adv()
print(data.columns)
# print(data[['code', 'name']])
for c in code:
print(c, data.loc[c]['name'])
df =codeInfo(code)
print(df.head())
self.assertTrue(len(code) == len(df), "股票代码个数和股票信息的个数相同")
def test_rps_ETFTOPN(self):
# 显示rps排名前10%的ETF中文名称
fn = 'zxgETF.txt'
# code列表
code = read_zxg(fn)
rpsday = [20, 50]
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
n = 10
rps = rpsIndex.rpsTopN(self.end, n)
self.assertTrue(len(rps) > 0)
print(rps)
print("总数： {}".format(len(rps)))
dfInfo = codeInfo(list(rps.index.levels[1]))
print(dfInfo.name)
def test_RPSIndex_rpsTopN2_2(self):
# 一段时间内，显示rps排名前10%的ETF中文名称
fn = 'zxgETF.txt'
# code列表
code = read_zxg(fn)
rpsday = [20, 50]
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
n = 10
start = self.end - datetime.timedelta(10)
rps = rpsIndex.rpsTopN2(startday=start, lastday=self.end, percentN=n)
self.assertTrue(len(rps) > 0)
# for day in reversed(rps.index.levels[0]):
for day in rps.index.levels[0]:
if day == pd.to_datetime(datetime.date(2020, 6, 30)):
continue
print("对比日期： {}".format(day))
rps2 = rpsIndex.rpsTopN(day, n)
df = rps.loc[(slice(pd.Timestamp(day), pd.Timestamp(day))), :]
self.assertTrue(
len(df) == len(rps2),
"长度不同 {} {}\n{} {}".format(len(df), len(rps2), rps, rps2))
try:
obo = self.differOneByOne(df, rps2)
self.assertTrue(len(obo) == 0, "{} {}".format(df, rps2))
self.assertTrue(df.equals(rps2), "不相等 {} {}".format(df, rps2))
except Exception as e:
df = df.sort_values(by=df.columns[0],
ascending=False,
inplace=False)
obo = self.differOneByOne(df, rps2)
self.assertTrue(len(obo) == 0, "{} {}".format(df, rps2))
self.assertTrue(df.equals(rps2), "不相等 {} {}".format(df, rps2))
print(rps)
print("总数： {}".format(len(rps)))
dfInfo = codeInfo(list(rps.index.levels[1]))
print(dfInfo.name)