def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
myselector = TargetSelector(region=self.region,
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider=Provider.JoinQuant)
myselector.add_filter_factor(
CrossMaFactor(region=self.region,
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
windows=[5, 10],
need_persist=False))
self.selectors.append(myselector)
def init_selectors(self, entity_ids, entity_schema, exchanges, codes, start_timestamp, end_timestamp,
adjust_type=None):
# 周线策略
week_selector = TargetSelector(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema,
exchanges=exchanges, codes=codes, start_timestamp=start_timestamp,
end_timestamp=end_timestamp, provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1WEEK)
week_bull_factor = GoldBullFactor(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema,
exchanges=exchanges, codes=codes, start_timestamp=start_timestamp,
end_timestamp=end_timestamp, provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1WEEK)
week_selector.add_filter_factor(week_bull_factor)
# 日线策略
day_selector = TargetSelector(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema,
exchanges=exchanges, codes=codes, start_timestamp=start_timestamp,
end_timestamp=end_timestamp, provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1DAY)
cross_ma_factor = CrossMaFactor(region=self.region, entity_ids=entity_ids, entity_schema=entity_schema,
exchanges=exchanges, codes=codes, start_timestamp=start_timestamp,
end_timestamp=end_timestamp, provider=Provider.JoinQuant,
level=IntervalLevel.LEVEL_1DAY, windows=[5, 250])
day_selector.add_filter_factor(cross_ma_factor)
self.selectors.append(week_selector)
self.selectors.append(day_selector)
def init_selectors(self,
entity_ids,
entity_schema,
exchanges,
codes,
start_timestamp,
end_timestamp,
adjust_type=None):
myselector = TargetSelector(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
provider="joinquant",
)
myselector.add_factor(
CrossMaFactor(
entity_ids=entity_ids,
entity_schema=entity_schema,
exchanges=exchanges,
codes=codes,
start_timestamp=start_timestamp,
end_timestamp=end_timestamp,
windows=[5, 10],
need_persist=False,
))
self.selectors.append(myselector)