#!/usr/bin/env python # -*- coding: utf-8 -*- # @Date : 2017-10-26 16:29:29 # @Author : Li Hao ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 低特异波动率组 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('SPECIAL_VOL', group_id=0) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-10-26', 'SPECIAL_VOL_LOW') # 其他采用默认参数
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Date : 2017-12-01 10:39:09 # @Author : Hao Li ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 低beta组合 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('BETA', group_id=0, group_num=20) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-12-01', 'LOW_BETA') # 其他采用默认参数
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Date : 2017-11-09 09:11:59 # @Author : Li Hao ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 高三月动量组合 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('MOM_3M', group_id=4) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-11-09', 'UP_MOM3M') # 其他采用默认参数
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Date : 2017-10-26 09:23:13 # @Author : Li Hao ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 大市值组 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('TOTAL_MKTVALUE', group_id=4) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-10-20', 'BIG_CAP') # 其他采用默认参数
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Author : Li Hao ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 低季度换手率组 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('STOQ', group_id=0) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-10-31', 'LOW_STOQ') # 其他采用默认参数
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Date : 2017-10-26 16:34:59 # @Author : Li Hao ([email protected]) # @Link : https://github.com/SAmmer0 # @Version : $Id$ ''' 高BP组合 ''' from portmonitor.utils import MonitorConfig, factor_stockfilter_template stock_filter = factor_stockfilter_template('BP', group_id=4) # 监控配置必须以portfolio命名 portfolio = MonitorConfig(stock_filter, '2017-10-26', 'BP_HIGH') # 其他采用默认参数