def test_cu_close():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = ""
env.price = CLOSE
data = REF(env, CLOSE, 10, CON_CONTRACT_1)
print("data: %s", data)
data = REFD(env, CLOSE, 10)
print("data_d: %s", data)
def test_nanchu_out():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
# env.introduction = "SMM升贴水连续下跌3天"
data = REF(env, NANCHU_OUT, 10)
# d1, d2, gd, rate = data_gap(data)
print("南储仓电解铜出库data: %s", data)
# print("差值:", d1, d2, gd, rate)
data = REFD(env, NANCHU_OUT, 10)
print("南储仓电解铜出库带日期data: %s", data)
def test_stock():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
# env.introduction = "SMM升贴水连续下跌3天"
data = REF(env, STOCK, 10)
# d1, d2, gd, rate = data_gap(data)
print("铜总库存data: %s", data)
# print("差值:", d1, d2, gd, rate)
data = REFD(env, STOCK, 10)
print("铜总库存带日期data: %s", data)
def test_con1_con3_rate():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='zn'))
env.introduction = "沪%s连1-连3合约高于预警指数%s元"
env.varieties = Zn
env.contract = CON_CONTRACT_1
env.exchange = SHFE
env.price = CON1_CON3_DIFF_RATE
data = REFD(env, CON1_CON3_DIFF_RATE, n=3)
print("连1-连3差价:", data)
def test_con2_con3_rate():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "沪%s连2-连3合约高于预警指数%s元"
# env.varieties = Cu
# env.contract = CON_CONTRACT_2
# env.exchange = SHFE
env.price = CON1_CON3_DIFF_RATE
data = REFD(env, CON2_CON3_DIFF_RATE, n=10)
print("连2-连3差价:", data)
def test_lme_warrant():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
# env.introduction = "SMM升贴水连续下跌3天"
data = REF(env, LME_WARRANT, 10)
# d1, d2, gd, rate = data_gap(data)
print("LME仓单data: %s", data)
# print("差值:", d1, d2, gd, rate)
data = REFD(env, LME_WARRANT, 10)
print("LME仓单带日期data: %s", data)
def test_open_price():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "沪铜开盘价连续下跌3天"
env.contract = CON_CONTRACT_1
env.varieties = Cu
env.exchange = SHFE
env.price = OPEN
data = REFD(env, OPEN, 10)
# d1, d2, gd, rate = data_gap(data)
print("data: %s", data)
def test_warrant_cu():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
# env.introduction = "沪%s交割月%s合约持仓：仓单环比连续上涨%s天"
# env.varieties = Zn
# env.exchange = SHFE
# env.source = SHMET
# env.contract = CON_CONTRACT_1
# env.price = SPOT
data = REFD(env, WARRANT, 3)
print("现货价格data: ", data)
def test_doji_star_threshold():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "SMM升贴水连续下跌3天"
# env.contract = MAIN_CONTRACT
# env.varieties = Cu
# env.exchange = SHFE
# env.price = FUTURE_LME
data = REF(env, DOJI_STAR_THRESHOLD, 10)
print("data: %s", data)
data = REFD(env, DOJI_STAR_THRESHOLD, 10)
print("带日期data: %s", data)
def test_warrant_monthly_rate():
"""
仓单比
:return:
"""
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "沪%s交割月%s合约持仓：仓单环比连续上涨%s天"
# env.varieties = Cu
# env.source = SHFE
env.price = WARRANT_MONTH_RATE
data = REFD(env, WARRANT_MONTH_RATE, n=5)
print("仓单环比data: ", data)
def test_lem_future():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "SMM升贴水连续下跌3天"
# env.contract = MAIN_CONTRACT
# env.varieties = Cu
# env.exchange = SHFE
env.price = FUTURE_LME
data = REF(env, FUTURE_LME, 10)
print("data: %s", data)
data = REFD(env, FUTURE_LME, 10)
print("带日期data: %s", data)
def test_exchange_rate():
"""
持仓比
:return:
"""
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "汇率"
env.varieties = Cu
env.exchange = SHFE
env.contract = CON_CONTRACT_1
env.price = EXCHANGE
data = REFD(env, EXCHANGE, n=10)
print("汇率data: ", data)
def test_cross_star():
"""
十字星
:return:
"""
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "沪铜十字星"
env.contract = MAIN_CONTRACT
env.varieties = Cu
env.exchange = SHFE
env.price = CROSS_STAR
data = REFD(env, CROSS_STAR, n=10)
print("十字星data: ", data)
def test_opi_monthly_rate():
"""
持仓比
:return:
"""
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
env.introduction = "沪%s交割月%s合约持仓：仓单环比连续上涨%s天"
# env.varieties = Cu
# env.exchange = SHFE
# env.contract = CON_CONTRACT_1
env.price = OPI_MONTH_RATE
data = REFD(env, OPI_MONTH_RATE, n=2)
print("持仓data: ", data)
def test_shfe_lme_rate():
"""
持仓比
:return:
"""
e = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='cu'))
main_con = REF(e, MAIN_CONTRACT)
e.result = REF(e, SHFE_LME_DIFF)
if e.result and e.result[0] >= -300:
e.alert = True
e_variety = e.content_varieties_ch
e.chart = SHFE_LME_DIFF
print("持仓比主力合约: ", main_con)
print("e.result: ", e.result)
def prehandle_data(varieties):
logger.info("算法分析开始处理预处理队列中数据varieties: %s", varieties)
context = DBPreProcess(varieties=varieties)
yield copy.deepcopy(context)
logger.info("算法分析结束处理预处理队列中数据varieties: %s", varieties)
def test_DAYSTOEXPIRED():
env = FormulaEnv(id=2, unit="",
pre_data=DBPreProcess(id=1, varieties='zn'))
DAYSTOEXPIRED(env,CON_CONTRACT_1)
