def test_specific_sids(self):
sids = self.ASSET_FINDER_EQUITY_SIDS
self._check_filters(
evens=StaticSids(sids[::2]),
odds=StaticSids(sids[1::2]),
first_five=StaticSids(sids[:5]),
last_three=StaticSids(sids[-3:]),
)
def make_margin_pipeline():
return Pipeline(
columns = {
'融资余额(万元)':Fundamentals.margin.long_balance_amount.latest,
'融资融券余额(万元)':Fundamentals.margin.total_balance.latest,
},
screen = StaticSids([2006, 333])
)
def make_finance_report_pipeline():
return Pipeline(
columns = {
'货币资金(万元)':Fundamentals.finance_reports.A001.latest,
'营业总收入(万元)':Fundamentals.finance_reports.B001.latest,
},
screen = StaticSids([2006, 333])
)
def make_dividend_pipeline():
dividend = Fundamentals.dividend.latest
return Pipeline(
columns = {
'股利':dividend
},
screen = StaticSids([2006, 333])
)
def make_pipeline():
return Pipeline(columns={
'close_zscore':
HistoricalZScore(window_length=4, inputs=[USEquityPricing.close]),
'volume_zscore':
HistoricalZScore(window_length=4, inputs=[USEquityPricing.volume]),
},
screen=StaticSids([1, 2]))
def make_concept_pipeline():
C021196 = Fundamentals.concept.C021196.latest
C021213 = Fundamentals.concept.C021213.latest
C021095 = Fundamentals.concept.C021095.latest
return Pipeline(
columns = {
'特种药':C021196,
'大数据':C021213,
'融资融券':C021095,
},
screen = StaticSids([977, 153])
)