Esempi in Python per factor_stockfilter_template

Esempio n. 1

File: lowspecialvol.py Progetto: xiaotfeng/GeneralLib

#!/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

Esempio n. 2

#!/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

Esempio n. 3

#!/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

Esempio n. 4

File: bigcap.py Progetto: xiaotfeng/GeneralLib

#!/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

Esempio n. 5

File: lowstoq.py Progetto: xiaotfeng/GeneralLib

#!/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

Esempio n. 6

#!/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