def clear_account(self):
trader_info = get_trader_info(session=self.session,
trader_name=self.trader_name,
return_type='domain',
limit=1)
if trader_info:
self.logger.warning(
"trader:{} has run before,old result would be deleted".format(
self.trader_name))
clear_trader(session=self.session, trader_name=self.trader_name)
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider='joinquant',
level=IntervalLevel.LEVEL_1DAY)
day_selector.add_factor(day_gold_cross_factor)
# 同时使用日线,周线级别
self.selectors.append(day_selector)
self.selectors.append(week_selector)
if __name__ == '__main__':
start = '2019-01-01'
end = '2021-01-01'
trader_name = 'keep_run_trader'
clear_trader(trader_name=trader_name)
for time_interval in split_time_interval(start=start, end=end,
interval=40):
start_timestamp = time_interval[0]
end_timestamp = time_interval[-1]
# 成交量
vol_df = get_top_volume_entities(entity_type='stock',
start_timestamp=next_date(
start_timestamp, -50),
end_timestamp=start_timestamp,
pct=0.3)
# 机构重仓
ii_df = get_top_fund_holding_stocks(timestamp=start_timestamp,
pct=0.3,
by='trading')