Esempio n. 1
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def test_con1_con3_rate():
    env = FormulaEnv(id=2, unit="",
                     pre_data=DBPreProcess(id=1, varieties='zn'))
    env.introduction = "沪%s连1-连3合约高于预警指数%s元"
    env.varieties = Zn
    env.contract = CON_CONTRACT_1
    env.exchange = SHFE
    env.price = CON1_CON3_DIFF_RATE

    data = REFD(env, CON1_CON3_DIFF_RATE, n=3)
    print("连1-连3差价:", data)
Esempio n. 2
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def test_open_price():
    env = FormulaEnv(id=2, unit="",
                     pre_data=DBPreProcess(id=1, varieties='cu'))
    env.introduction = "沪铜开盘价连续下跌3天"
    env.contract = CON_CONTRACT_1
    env.varieties = Cu
    env.exchange = SHFE
    env.price = OPEN

    data = REFD(env, OPEN, 10)
    # d1, d2, gd, rate = data_gap(data)
    print("data: %s", data)
Esempio n. 3
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def test_spot_zn():
    env = FormulaEnv(id=2, unit="",
                     pre_data=DBPreProcess(id=1, varieties='zn'))


    # env.introduction = "沪%s交割月%s合约持仓:仓单环比连续上涨%s天"
    env.varieties = Zn
    # env.exchange = SHFE
    # env.source = SHMET
    # env.contract = CON_CONTRACT_1
    env.price = SPOT

    data = REFD(env, SPOT, 3)
    print("现货价格data: ", data)
Esempio n. 4
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def test_exchange_rate():
    """
    持仓比
    :return:
    """
    env = FormulaEnv(id=2, unit="",
                     pre_data=DBPreProcess(id=1, varieties='cu'))
    env.introduction = "汇率"
    env.varieties = Cu
    env.exchange = SHFE
    env.contract = CON_CONTRACT_1
    env.price = EXCHANGE

    data = REFD(env, EXCHANGE, n=10)
    print("汇率data: ", data)
Esempio n. 5
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def test_cross_star():
    """
    十字星
    :return:
    """
    env = FormulaEnv(id=2, unit="",
                     pre_data=DBPreProcess(id=1, varieties='cu'))
    env.introduction = "沪铜十字星"
    env.contract = MAIN_CONTRACT
    env.varieties = Cu
    env.exchange = SHFE
    env.price = CROSS_STAR

    data = REFD(env, CROSS_STAR, n=10)
    print("十字星data: ", data)