def test_cross_ma_selector(): region = Region.CHN entity_ids = ['stock_sz_000338'] entity_type = EntityType.Stock start_timestamp = '2018-01-01' end_timestamp = '2019-06-30' my_selector = TargetSelector(region=region, entity_ids=entity_ids, entity_schema=entity_type, start_timestamp=start_timestamp, end_timestamp=end_timestamp) # add the factors my_selector \ .add_filter_factor(CrossMaFactor(region=region, entity_ids=entity_ids, start_timestamp=start_timestamp, end_timestamp=end_timestamp, computing_window=10, windows=[5, 10], need_persist=False, level=IntervalLevel.LEVEL_1DAY, adjust_type='qfq')) my_selector.run() print(my_selector.open_long_df) print(my_selector.open_short_df) assert 'stock_sz_000338' in my_selector.get_open_short_targets( '2018-01-29')
def test_cross_ma_selector(): entity_ids = ["stock_sz_000338"] entity_type = "stock" start_timestamp = "2018-01-01" end_timestamp = "2019-06-30" my_selector = TargetSelector(entity_ids=entity_ids, entity_schema=entity_type, start_timestamp=start_timestamp, end_timestamp=end_timestamp) # add the factors my_selector.add_factor( CrossMaFactor( entity_ids=entity_ids, start_timestamp=start_timestamp, end_timestamp=end_timestamp, computing_window=10, windows=[5, 10], need_persist=False, level=IntervalLevel.LEVEL_1DAY, adjust_type="hfq", )) my_selector.run() print(my_selector.open_long_df) print(my_selector.open_short_df) assert "stock_sz_000338" in my_selector.get_open_short_targets( "2018-01-29")
def test_cross_ma_selector(): entity_ids = ['stock_sz_000338'] entity_type = 'stock' start_timestamp = '2018-01-01' end_timestamp = '2019-06-30' my_selector = TargetSelector(entity_ids=entity_ids, entity_type=entity_type, start_timestamp=start_timestamp, end_timestamp=end_timestamp) # add the factors my_selector \ .add_filter_factor(CrossMaFactor(entity_ids=entity_ids, entity_type=entity_type, start_timestamp=start_timestamp, end_timestamp=end_timestamp, level=IntervalLevel.LEVEL_1DAY)) my_selector.run() print(my_selector.open_long_df) print(my_selector.open_short_df) assert 'stock_sz_000338' in my_selector.get_open_short_targets( '2018-01-29')