コード例 #1
0
    def test_add_factor_from_df(self):
        ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False)
        ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip')
        res = ft.fetch(reduced=True, add_limit=True)

        ft2 = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False)
        ft2.add_factor('EDGAR_LOG.edgar_log', factor_names=['idx', 'norefer'], cik_dt='date', cik_iid='ip')
        ft2.add_factor(res, factor_names=['size'], cik_dt='cik_dt', cik_iid='cik_iid')
        s = ft2.fetch(reduced=True, add_limit=True)
        self.assertTupleEqual(s.shape, (100, 3))
        self.assertListEqual(s.columns.tolist(), ['idx', 'norefer', 'size'])
コード例 #2
0
    def test_100(self):
        ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False)
        ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip')

        # ft.set_cik_dt([datetime.datetime.now()])
        res = ft.fetch(reduced=True, add_limit=True)
        self.assertEqual(res.shape[0], 100)
コード例 #3
0
    def test_add_factor_from_ft(self):
        ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False)
        ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip')

        ft2 = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False)
        ft2.add_factor('select * from EDGAR_LOG.edgar_log', factor_names=['norefer', 'size'], cik_dt='date',
                       cik_iid='ip')
        ft.add_factor(ft2, factor_names=['norefer'], cik_dt='cik_dt', cik_iid='cik_iid')

        res = ft.fetch(reduced=True, add_limit=True)
        self.assertEqual(res.shape[0], 100)