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 indexRPSMain(n=10):
# 显示rps排名前10%的中文名称
# 股票代码
code, data2 = getCode(excludeFileName='../testing/userFunc/zxgExclude.txt')
rpsday = [10, 20, 50]
# rpsday = [20, 50]
days = 300 * 1.2
start = datetime.datetime.now() - datetime.timedelta(days)
end = datetime.datetime.now() - datetime.timedelta(0)
# dfrps = _getRPS(rpsday, data2)
rpsIndex = RPSIndex(code, start, end, rpsday)
rpstopn = rpsIndex.rps()
# print(rpstopn.head(20))
print(rpstopn.tail(10))
# 排名前n%
# n = 40
# fil = lambda x: (x['RPS20'] > 100 - n) | (x['RPS50'] > 100 - n)
# fil = lambda x :[x['RPS{}'.format(item)] > 100-n for item in rpsday]
# rpstopn.loc[(rpstopn['RPS20'] > 100 - n) | (rpstopn['RPS50'] > 100 - n)]
rpstopn = pd.concat([rpstopn.loc[(rpstopn[item] > 100 - n)] for item in rpstopn.columns])
rpstopn.drop_duplicates(inplace=True)
# rpstopn2 = rpsIndex.rpsTopN(end, n)
rpstopn2 = rpsIndex.rpsTopN2(start, end, n)
print(" 指数总数： {}，RPS排名前{}% 的个数{}：\n".format(len(code), n, len(rpstopn)))
print("日期： {}".format(end))
print("rpstopn", rpstopn.tail(10))
print("rpstopn2", rpstopn2.head(10))
# todo rpstopn concat rpstopn2
return rpstopn2
def test_rps_class_multi_rpsday(self):
# 显示rps排名前10%的中文名称
code = self.code
rpsday = [20, 50, 120]
dfrps = self._getRPS(rpsday, self.data2)
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.rps()
self.assertTrue(dfrps.equals(rps), "RPS计算不匹配：\n{} {}".format(dfrps.head(), rps.head()))
print(rps.tail())
def test_rps_ETF_selectCode(self):
# 显示rps排名前10%的中文名称
fn = 'zxgETF.txt'
# code列表
code = read_zxg(fn)
rpsday = [20, 50]
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.selectCode(code)
# print(rps.tail())
print(rps)
def test_rps_class_selectCode(self):
# 显示rps排名前10%的ETF中文名称
code = self.code
rpsday = [20, 50, 89]
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.selectCode(code[0])
print(rps.tail())
rps.plot()
rps.plot(x='RPS20', y='RPS{}'.format(rpsday[1]))
rps.plot(x='RPS20', y='RPS{}'.format(rpsday[2]))
plt.show()
def test_rps_class(self):
"""
如果测试有错误，删除临时目录pickle文件
"""
# 显示rps排名前10%的中文名称
code = self.code
rpsday = [20, 50]
dfrps = self._getRPS(rpsday, self.data2)
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.rps()
self.assertTrue(dfrps.equals(rps), "{} {}".format(dfrps.head(), rps.head()))
print(rps.tail())
def test_rps_ETF_selectCode(self):
# rps筛选特定code
fn = 'zxgETF.txt'
# code列表
code = read_zxg(fn)
rpsday = [20, 50]
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.selectCode(code)
# print(rps.tail())
# print(rps)
self.assertTrue(
len(rpsIndex.selectCode(code[:2])) == 2 *
len(rpsIndex.selectCode(code[:1])), "两倍长度")
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_rps_class_multi_rpsday(self):
# 显示rps排名前10%的中文名称
code = self.code
rpsday = [20, 50, 120]
dfrps = self._getRPS(rpsday, self.data2)
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.rps()
try:
self.assertTrue(
dfrps.sort_values(dfrps.columns[0],
ascending=False).equals(rps),
"排序后不相等 {} {}".format(dfrps, rps))
except:
self.assertTrue(dfrps.equals(rps), "不相等 {} {}".format(dfrps, rps))
print(rps.tail())
def test_rps_class(self):
"""
如果测试有错误，删除临时目录pickle文件
"""
# 显示rps排名前10%的中文名称
code = self.code
rpsday = [20, 50]
dfrps = self._getRPS(rpsday, self.data2)
rpsIndex = RPSIndex(code, self.start, self.end, rpsday)
rps = rpsIndex.rps()
try:
self.assertTrue(
dfrps.sort_values(dfrps.columns[0],
ascending=False).equals(rps),
"排序后不相等 {} {}".format(dfrps, rps))
except:
self.assertTrue(dfrps.equals(rps), "不相等 {} {}".format(dfrps, rps))
# self.assertTrue(dfrps.equals(rps), "{} {}".format(dfrps.head(), rps.head()))
print(rps.tail())
print(rps.head(20))
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)