コード例 #1
0
    def main(self, ndays=10):

        # for test
        import time
        from universe import Universe
        u = Universe(tickers=self._universe, time=self._time)

        for i in range(ndays):

            start_time = time.time()
            time_ = self._time + dt.timedelta(days=1)
            print("On", time_)  #############################
            self.get_data(time_)
            print("data ready, time used:",
                  time.time() - start_time)  ##############################
            start_time = time.time()
            self.scoring(time_)
            print("alpha, time used:", time.time() - start_time)
            print(self._alpha)  ########################################
            if len(self._alpha) == 0:
                print("No alpha on this day")
                continue
            start_time = time.time()
            u.updatingPool(time_, self.selection())
            print("selection done, time used:",
                  time.time() - start_time)  #####################
            start_time = time.time()
            u.evaluation()
            print("evaluation done, time used:",
                  time.time() - start_time)  #####################

        return u._networth